Related papers: Maximum of the characteristic polynomial for a ran…

In this paper, we study the maximum likelihood estimate of the probability mass function (pmf) of $n$ independent and identically distributed (i.i.d.) random variables, in the non-asymptotic regime. We are interested in characterizing the…

In this manuscript, we study the limiting distribution for the joint law of the largest and the smallest singular values for random circulant matrices with generating sequence given by independent and identically distributed random elements…

We study the length of cycles of random permutations drawn from the Mallows distribution. Under this distribution, the probability of a permutation $\pi \in \mathbb{S}_n$ is proportional to $q^{\textrm{inv}(\pi)}$ where $0<q\le 1$ and…

Let $X_1, \ldots, X_n$ be independent random points drawn from an absolutely continuous probability measure with density $f$ in $\mathbb{R}^d$. Under mild conditions on $f$, we derive a Poisson limit theorem for the number of large…

Consider an nxn random matrix X with i.i.d. nonnegative entries with bounded density, mean m, and finite positive variance sigma^2. Let M be the nxn random Markov matrix with i.i.d. rows obtained from X by dividing each row of X by its sum.…

Consider an $N$ by $N$ matrix $X$ of complex entries with iid real and imaginary parts. We show that the local density of eigenvalues of $X^*X$ converges to the Marchenko-Pastur law on the optimal scale with probability $1$. We also obtain…

Let $M_n$ be the maximum of $n$ zero-mean gaussian variables $X_1,..,X_n$ with covariance matrix of minimum eigenvalue $\lambda$ and maximum eigenvalue $\Lambda$. Then, for $n \ge 70$, $$\Pr\{M_n \ge \lambda \left (2 \log n - 2.5 - \log(2…

We study n by n symmetric random matrices H, possibly discrete, with iid above-diagonal entries. We show that H is singular with probability at most exp(-n^c), and the spectral norm of the inverse of H is O(sqrt{n}). Furthermore, the…

In this paper, we are interested in sequences of q-tuple of N-by-N random matrices having a strong limiting distribution (i.e. given any non-commutative polynomial in the matrices and their conjugate transpose, its normalized trace and its…

Maximum likelihood estimation in statistics leads to the problem of maximizing a product of powers of polynomials. We study the algebraic degree of the critical equations of this optimization problem. This degree is related to the number of…

We describe a probabilistic methodology, based on random walk estimates, to obtain exponential upper bounds for the probability of observing unusually small maximal components in two classical (near-)critical random graph models. More…

Let $A_n$ be the sum of $d$ permutation matrices of size $n\times n$, each drawn uniformly at random and independently. We prove that the normalized characteristic polynomial $\frac{1}{\sqrt{d}}\det(I_n - z A_n/\sqrt{d})$ converges when…

We consider a discrete time random walk in one dimension. At each time step the walker jumps by a random distance, independent from step to step, drawn from an arbitrary symmetric density function. We show that the expected positive maximum…

Let i.i.d. symmetric Bernoulli random variables be associated to the edges of a binary tree having n levels. To any leaf of the tree, we associate the sum of variables along the path connecting the leaf with the tree root. Let M_n denote…

The best uniform polynomial approximation of the checkmark function $f(x)=|x-\alpha |$ is considered, as $\alpha$ varies in $(-1,1)$. For each fixed degree $n$, the minimax error $E_n (\alpha)$ is shown to be piecewise analytic in $\alpha$.…

Consider a sequence of $n$ independent random variables with a common continuous distribution $F$, and consider the task of choosing an increasing subsequence where the observations are revealed sequentially and where an observation must be…

Consider directed polymers in a random environment on the complete graph of size $N$. This model can be formulated as a product of i.i.d. $N\times N$ random matrices and its large time asymptotics is captured by Lyapunov exponents and the…

In this work, we derive some novel properties of the bimodal normal distribution. Some of its mathematical properties are examined. We provide a formal proof for the bimodality and assess identifiability. We then discuss the maximum…

The article studies the almost surely asymptotics of extreme values $\bar{\xi}_n = \max_{1\leq i \leq n} \xi_i$, where $ \xi , \xi_1 , \xi_2 , \ldots$ are discrete identically distributed random variables. One of the main results on this…

The classical problem of maximizing the Shannon entropy of a sum of independent random variables supported on a finite alphabet is considered and settled in the ternary case. Namely, the following theorem is established: if…