Related papers: A general version of Price's theorem

We study the singular values (and Lyapunov exponents) for products of $N$ independent $n\times n$ random matrices with i.i.d. entries. Such matrix products have been extensively analyzed using free probability, which applies when $n\to…

In this note, we define a Gaussian probability distribution over matrices. We prove some useful properties of this distribution, namely, the fact that marginalization, conditioning, and affine transformations preserve the matrix Gaussian…

We prove a structural result for degree-$d$ polynomials. In particular, we show that any degree-$d$ polynomial, $p$ can be approximated by another polynomial, $p_0$, which can be decomposed as some function of polynomials $q_1,...,q_m$ with…

We generalize Lindeberg's proof of the central limit theorem to an invariance principle for arbitrary smooth functions of independent and weakly dependent random variables. The result is applied to get a similar theorem for smooth functions…

Gaussian distributions can be generalized from Euclidean space to a wide class of Riemannian manifolds. Gaussian distributions on manifolds are harder to make use of in applications since the normalisation factors, which we will refer to as…

We consider a multidimensional SDE with a Gaussian noise and a drift vector being a vector function of bounded variation. We prove the existence of generalized derivative of the solution with respect to the initial conditions and represent…

Let $X$ be a general cyclic cover of $\mathbb{CP}^{1}$ ramified at $m$ points, $\lambda_1...\lambda_m.$ we define a class of non positive divisors on $X$ of degree $g-1$ supported in the pre images of the branch points on $X$, such that the…

Given a set of moment restrictions (MRs) that overidentify a parameter $\theta$, we investigate a semiparametric Bayesian approach for inference on $\theta$ that does not restrict the data distribution $F$ apart from the MRs. As main…

We present a simple, natural #P-complete problem. Let G be a directed graph, and let k be a positive integer. We define q(G;k) as follows. At each vertex v, we place a k-dimensional complex vector x_v. We take the product, over all edges…

Let $\xi : \Omega \times \mathbb{R}^n \to \mathbb{R}$ be zero mean, mean-square continuous, stationary, Gaussian random field with covariance function $r(x) = \mathbb{E}[\xi(0)\xi(x)]$ and let $G : \mathbb{R} \to \mathbb{R}$ such that $G$…

Let $X_1,\ldots,X_n$ be $d$-dimensional independent random vectors bounded with probability one. For simplicity, we assume that they have zero mean values: \begin{equation} \mathbf{P}\{\|X_{j}\|\le\tau\}=1,\quad\mathbf{E}\,X_{j}=0,\quad…

We describe a very general abstract form of sieve based on a large sieve inequality which generalizes both the classical sieve inequality of Montgomery (and its higher-dimensional variants), and our recent sieve for Frobenius over function…

Let $X_{\Sigma}$ be a smooth complete toric variety defined by a fan $\Sigma$ and let $V=V(I)$ be a subscheme of $X_{\Sigma}$ defined by an ideal $I$ homogeneous with respect to the grading on the total coordinate ring of $X_{\Sigma}$. We…

Let $(g_{n})_{n\geq 1}$ be a sequence of independent and identically distributed (i.i.d.) $d\times d$ real random matrices. For $n\geq 1$ set $G_n = g_n \ldots g_1$. Given any starting point $x=\mathbb R v\in\mathbb{P}^{d-1}$, consider the…

Let $g(n)$ be the largest positive integer $k$ such that there are distinct primes $p_i$ for $1\leq i\leq k$ so that $p_i |n+i$. This function is related to a celebrated conjecture of C.A. Grimm. We establish upper and lower bounds for…

Both parametric distribution functions appearing in extreme value theory - the generalized extreme value distribution and the generalized Pareto distribution - have log-concave densities if the extreme value index gamma is in [-1,0].…

In this paper we state and prove a higher index theorem for an odd-dimensional connected spin riemannian manifold $(M,g)$ which is partitioned by an oriented closed hypersurface $N$. This index theorem generalizes a theorem due to N. Higson…

We study a model of spatial random permutations over a discrete set of points. Formally, a permutation $\sigma$ is sampled proportionally to the weight $\exp\{-\alpha \sum_x V(\sigma(x)-x)\},$ where $\alpha>0$ is the temperature and $V$ is…

We prove Gaussian tail estimates for the transition probability of $n$ particles evolving as symmetric exclusion processes on $\bb Z^d$, improving results obtained in \cite{l}. We derive from this result a non-equilibrium Boltzmann-Gibbs…

Let $X$ be a centered Gaussian random variable in a separable Hilbert space ${\mathbb H}$ with covariance operator $\Sigma.$ We study a problem of estimation of a smooth functional of $\Sigma$ based on a sample $X_1,\dots ,X_n$ of $n$…