Related papers: Quantitative version of a Silverstein's result
Let $\zeta = \xi + i\xi'$ where $\xi, \xi'$ are iid copies of a mean zero, variance one, subgaussian random variable. Let $N_n$ be a $n \times n$ random matrix with entries that are iid copies of $\zeta$. We prove that there exists a $c \in…
A nonparametric variant of the Kiefer--Weiss problem is proposed and investigated. In analogy to the classical Kiefer--Weiss problem, the objective is to minimize the maximum expected sample size of a sequential test. However, instead of…
We consider a random process as a solution of stochastic differential equations with dependence of the coefficients on small parameter $\varepsilon$ and we suppose that the drift coefficients of these equations are unbounded on the…
We consider a sequence of identically independently distributed random samples from an absolutely continuous probability measure in one dimension with unbounded density. We establish a new rate of convergence of the $\infty-$Wasserstein…
In the many-worlds interpretations (MWIs) of Everett and others, if I am the observer, there are several versions of me but no version is singled out as the one corresponding to my perceptions. However, it can be shown that the probability…
In this paper we focus on providing sufficient conditions for some well-known stochastic orders in reliability but dealing with the discrete versions of them, filling a gap in the literature. In particular, we find conditions based on the…
Let $\a$ be a real-valued random variable of mean zero and variance 1. Let $M_n(\a)$ denote the $n \times n$ random matrix whose entries are iid copies of $\a$ and $\sigma_n(M_n(\a))$ denote the least singular value of $M_n(\a)$.…
Random measures provide flexible parameters for Bayesian nonparametric models. Given two different priors for a random measure, we develop a natural framework to investigate the rate at which the corresponding posteriors merge, as the…
We prove Wasserstein contraction of simple slice sampling for approximate sampling w.r.t. distributions with log-concave and rotational invariant Lebesgue densities. This yields, in particular, an explicit quantitative lower bound of the…
We derive a new closed-form variance-adaptive confidence sequence (CS) for estimating the average conditional mean of a sequence of bounded random variables. Empirically, it yields the tightest closed-form CS we have found for tracking…
We survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner random matrix ensembles, focusing in particular on the Four Moment Theorem and its applications.
The aim of this paper is to prove a local version of the circular law for non-Hermitian random matrices and its generalization to the product of non-Hermitian random matrices under weak moment conditions. More precisely we assume that the…
We prove a law of large numbers for a class of multidimensional random walks in random environments where the environment satisfies appropriate mixing conditions, which hold when the environment is a weak mixing field in the sense of…
We prove a theorem which implies a quantum (multiplicative) analogue of the Horn conjecture, and also of the saturation conjecture. We obtain transversality statements for quantum schubert calculus in any characteristic and also determine…
This paper proves several weak limit theorems for the joint version of extreme order statistics and partial sums of independently and identically distributed random variables. The results are also extended to almost sure limit version.
We study a model of voting with two alternatives in a symmetric environment. We characterize the interim allocation probabilities that can be implemented by a symmetric voting rule. We show that every such interim allocation probabilities…
Applying E. Kowalski's recent generalization of the large sieve we prove that certain properties expected to be typical (irreducibility of the characteristic polynomial, absence of squares among the matrix coefficients...) are indeed…
It is assumed that the quantum state that may describe a macroscopic system at a given instant of time is one of the eigenstates of the reduced density matrix calculated from the wave function of the system plus its environment. This…
Following the student t-statistic, normalization has been a widely used method in statistic and other disciplines including economics, ecology and machine learning. We focus on statistics taking the form of a ratio over (some power of) the…
Conditional on the extended Riemann hypothesis, we show that with high probability, the characteristic polynomial of a random symmetric $\{\pm 1\}$-matrix is irreducible. This addresses a question raised by Eberhard in recent work. The main…