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We show that, within a finite window of parameter space, random matrix theory (RMT) statistics emerge in observables of a finite-volume massive free scalar field theory after a local operator quench. The spacing-ratio distribution of…

High Energy Physics - Theory · Physics 2026-05-12 Dmitry S. Ageev , Vasilii V. Pushkarev

For words of length n, generated by independent geometric random variables, we consider the average value and the average position of the r-th left-to-right maximum, for fixed r and large n.

Combinatorics · Mathematics 2007-05-23 Arnold Knopfmacher , Helmut Prodinger

This paper deals with optimally-robust parameter estimation in generalized Pareto distributions (GPDs). These arise naturally in many situations where one is interested in the behavior of extreme events as motivated by the…

Statistical Finance · Quantitative Finance 2015-03-17 Peter Ruckdeschel , Nataliya Horbenko

This work prepares new probability bounds for sums of random, independent, Hermitian tensors. These probability bounds characterize large-deviation behavior of the extreme eigenvalue of the sums of random tensors. We extend Lapalace…

Probability · Mathematics 2021-01-01 Shih Yu Chang

We review our recent results on pseudo-hermitian random matrix theory which were hitherto presented in various conferences and talks. (Detailed accounts of our work will appear soon in separate publications.) Following an introduction of…

Mathematical Physics · Physics 2021-10-27 Joshua Feinberg , Roman Riser

In this work we study randomised reduction strategies,a notion already known in the context of abstract reduction systems, for the $\lambda$-calculus. We develop a simple framework that allows us to prove a randomised strategy to be…

Logic in Computer Science · Computer Science 2019-11-12 Ugo Dal Lago , Gabriele Vanoni

We revisit the probabilistic construction of sparse random matrices where each column has a fixed number of nonzeros whose row indices are drawn uniformly at random. These matrices have a one-to-one correspondence with the adjacency…

Information Theory · Computer Science 2013-07-25 Bubacarr Bah , Jared Tanner

We consider the large deviations associated with the empirical mean of independent and identically distributed random variables under a subexponential moment condition. We show that non-trivial deviations are observable at a subexponential…

Probability · Mathematics 2025-07-22 Grégoire Ferré

The usual way to investigate the statistical properties of finitely generated subgroups of free groups, and of finite presentations of groups, is based on the so-called word-based distribution: subgroups are generated (finite presentations…

Group Theory · Mathematics 2013-03-21 Frédérique Bassino , Armando Martino , Cyril Nicaud , Enric Ventura , Pascal Weil

In this article we recover the distribution function (and possible density) of an arbitrary random variable that is subject to an additive measurement error. This problem is also known as deconvolution and has a long tradition in…

Statistics Theory · Mathematics 2025-10-07 Henrik Kaiser

This paper presents foundational theoretical results on distributed parameter estimation for undirected probabilistic graphical models. It introduces a general condition on composite likelihood decompositions of these models which…

Machine Learning · Statistics 2014-06-13 Yariv Dror Mizrahi , Misha Denil , Nando de Freitas

We introduce a powerful analytic method to study the statistics of the number $\mathcal{N}_{\textbf{A}}(\gamma)$ of eigenvalues inside any contour $\gamma \in \mathbb{C}$ for infinitely large non-Hermitian random matrices ${\textbf A}$. Our…

Disordered Systems and Neural Networks · Physics 2021-06-09 Antonio Tonatiúh Ramos Sánchez , Edgar Guzmán-González , Isaac Pérez Castillo , Fernando L. Metz

The problem of guessing a random string is revisited. A close relation between guessing and compression is first established. Then it is shown that if the sequence of distributions of the information spectrum satisfies the large deviation…

Information Theory · Computer Science 2010-08-12 Manjesh Kumar Hanawal , Rajesh Sundaresan

We advocate the use of de Bruijn's universal abstraction $\lambda^\infty$ for the quantification of schematic variables in the predicative setting and we present a typed $\lambda$-calculus featuring the quantifier $\lambda^\infty$…

Logic in Computer Science · Computer Science 2021-05-11 Ferruccio Guidi

Reduced-rank regression is a dimensionality reduction method with many applications. The asymptotic theory for reduced rank estimators of parameter matrices in multivariate linear models has been studied extensively. In contrast, few…

Statistics Theory · Mathematics 2017-10-13 Efstathia Bura , Sabrina Duarte , Liliana Forzani , Ezequiel Smucler , Mariela Sued

We explore recently introduced definition modeling technique that provided the tool for evaluation of different distributed vector representations of words through modeling dictionary definitions of words. In this work, we study the problem…

Computation and Language · Computer Science 2018-06-27 Artyom Gadetsky , Ilya Yakubovskiy , Dmitry Vetrov

The present work provides an original framework for random matrix analysis based on revisiting the concentration of measure theory from a probabilistic point of view. By providing various notions of vector concentration ($q$-exponential,…

Probability · Mathematics 2021-01-19 Cosme Louart , Romain Couillet

Fitting a graphical model to a collection of random variables given sample observations is a challenging task if the observed variables are influenced by latent variables, which can induce significant confounding statistical dependencies…

Machine Learning · Statistics 2020-10-20 Armeen Taeb , Parikshit Shah , Venkat Chandrasekaran

A sharp, distribution free, non-asymptotic result is proved for the concentration of a random function around the mean function, when the randomization is generated by a finite sequence of independent data and the random functions satisfy…

Probability · Mathematics 2023-12-25 Thomas Anton , Sutanuka Roy , Rabee Tourky

We establish statistical properties of random-weighting methods in LASSO regression under different regularization parameters $\lambda_n$ and suitable regularity conditions. The random-weighting methods in view concern repeated optimization…

Methodology · Statistics 2022-05-25 Tun Lee Ng , Michael A. Newton
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