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We estimate the norms of standard Gaussian random Toeplitz and circulant matrices and their inverses, mostly by means of combining some basic techniques of linear algebra. In the case of circulant matrices we obtain sharp probabilistic…

In many families of distributions, maximum likelihood estimation is intractable because the normalization constant for the density which enters into the likelihood function is not easily available. The score matching estimator of…

In order to characterize the fluctuation between the ergodic limit and the time-averaging estimator of a full discretization in a quantitative way, we establish a central limit theorem for the full discretization of the parabolic stochastic…

We compute exact asymptotic results for the probability of the occurrence of large deviations of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we…

Let || . || be a norm on R^n. Averaging || (\eps_1 x_1, ..., \eps_n x_n) || over all the 2^n choices of \eps = (\eps_1, ..., \eps_n) in {-1, +1}^n, we obtain an expression ||| . ||| which is an unconditional norm on R^n. Bourgain,…

We show that, if PA has no non-standard models, then P=/=NP. We then give an elementary proof that PA has no non-standard models.

Let $t \in \mathbb{N}$, $\eta >0$. Suppose that $x$ is a sufficiently large real number and $q$ is a natural number with $q \leq x^{5/12-\eta}$, $q$ not a multiple of the conductor of the exceptional character $\chi^*$ (if it exists).…

Suppose that f has continuous derivatives thru order r+1 for x>0, and let P_{c} denote the Taylor polynomial to f of order r at x=c,c>0. In a previous paper of the author, it was shown that if r is an odd whole number and the (r+1)st…

Let $\alpha=0.a_1a_2a_3\ldots$ be an irrational number in base $b>1$, where $0\leq a_i<b$. The number $\alpha \in (0,1)$ is a \textit{normal number} if every block $(a_{n+1}a_{n+2}\ldots a_{n+k})$ of $k$ digits occurs with probability…

In this paper we show that the median of the binomial distribution $B(n, p)$ is unique for all rational $p$ with the only exception of $p=\frac{1}{2}$ and $n$ odd

We establish a central limit theorem for the unnormalized linear statistic of the Gaussian Unitary Ensemble under optimal conditions: the linear statistics converges if and only if the expression for the limiting variance is finite.

We obtain sufficient conditions ensuring the topological equivalence of two perturbed difference linear systems whose linear part has a property of generalized exponential dichotomy. When the exponential dichotomy is verified, we obtain a…

We study prior distributions for Poisson parameter estimation under $L^1$ loss. Specifically, we construct a new family of prior distributions whose optimal Bayesian estimators (the conditional medians) can be any prescribed increasing…

We estimate the size of a labelled tree by comparing the amount of (labelled) nodes with the size of the set of labels. Roughly speaking, a exponentially big labelled tree, is any labelled tree that has an exponential gap between its size,…

In this paper we consider two ways to generalize the mathematical expectation of a random variable, the Choquet expectation and Peng's g-expectation. An open question has been, after making suitable restrictions to the class of random…

Let $\eta_{1},\eta_2,...$ be independent (not necessarily identically distributed) zero-mean random variables (r.v.'s) such that $|\eta_i|\le1$ almost surely for all $i$, and let $Z$ stand for a standard normal r.v. Let $a_1,a_2,...$ be any…

The porous media equation has been proposed as a phenomenological ``non-extensive'' generalization of classical diffusion. Here, we show that a very similar equation can be derived, in a systematic manner, for a classical fluid by assuming…

We consider the self-normalized sums $T_{n}=\sum_{i=1}^{n}X_{i}Y_{i}/\sum_{i=1}^{n}Y_{i}$, where ${Y_{i} : i\geq 1}$ are non-negative i.i.d. random variables, and ${X_{i} : i\geq 1} $ are i.i.d. random variables, independent of ${Y_{i} : i…

We study the fundamental task of estimating the median of an underlying distribution from a finite number of samples, under pure differential privacy constraints. We focus on distributions satisfying the minimal assumption that they have a…

In this paper we study the distribution of hitting times for a class of random dynamical systems. We prove that for invariant measures with super-polynomial decay of correlations hitting times to dynamically defined cylinders satisfy…