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Here, using two real non-zero parameters $\lambda$ and $\mu$, we construct Gaussian pseudo-orthogonal ensembles of a large number $N$ of $n \times n$ ($n$ even and large) real pseudo-symmetric matrices under the metric $\eta$ using $…

Quantum Physics · Physics 2025-07-15 Sachin Kumar , Amit Kumar , S M Yusuf

Asymptotic couplings by reflection are constructed for a class of non-linear monotone SPDES (stochastic partial differential equations). As applications, the gradient/H\"older estimates as well as the exponential convergence are derived for…

Probability · Mathematics 2014-07-15 Feng-Yu Wang

We consider a discrete, non-Hermitian random matrix model, which can be expressed as a shift of a rank-one perturbation of an anti-symmetric matrix. We show that, asymptotically almost surely, the real parts of the eigenvalues of the…

Probability · Mathematics 2016-11-22 Philippe Sosoe , Uzy Smilansky

A central tool in the study of nonhomogeneous random matrices, the noncommutative Khintchine inequality, yields a nonasymptotic bound on the spectral norm of general Gaussian random matrices $X=\sum_i g_i A_i$ where $g_i$ are independent…

Probability · Mathematics 2023-09-18 Afonso S. Bandeira , March T. Boedihardjo , Ramon van Handel

In shape-constrained nonparametric inference, it is often necessary to perform preliminary tests to verify whether a probability mass function (p.m.f.) satisfies qualitative constraints such as monotonicity, convexity, or in general…

Statistics Theory · Mathematics 2025-12-23 Fadoua Balabdaoui , Antonio Di Noia

The probability that two randomly selected phylogenetic trees of the same size are isomorphic is found to be asymptotic to a decreasing exponential modulated by a polynomial factor. The number of symmetrical nodes in a random phylogenetic…

Probability · Mathematics 2009-01-07 Miklos Bona , Philippe Flajolet

We show in this note that the asymptotic spectral distribution, location and distribution of the largest eigenvalue of a large class of random density matrices coincide with that of Wishart-type random matrices using proper scaling. As an…

Probability · Mathematics 2018-04-05 Miklos Kornyik

We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…

Probability · Mathematics 2019-10-30 Luisa Beghin , Claudio Macci , Barbara Martinucci

Asymptotic properties of solutions of difference equation of the form \[ \Delta^m(x_n+u_nx_{n+k})=a_nf(n,x_{\sigma(n)})+b_n \] are studied. We give sufficient conditions under which all solutions, or all solutions with polynomial growth, or…

Classical Analysis and ODEs · Mathematics 2014-05-09 Janusz Migda

We identify a relationship between a certain family of random walks on Euclidean lattices and difference matrices over cyclic groups. We then use the techniques of Fourier analysis to estimate the return probabilities of these random walks,…

Combinatorics · Mathematics 2017-06-06 Aaron M Montgomery

We calculate the probability that random polynomial matrices over a finite field with certain structures are right prime or left prime, respectively. In particular, we give an asymptotic formula for the probability that finitely many…

Dynamical Systems · Mathematics 2017-04-07 Julia Lieb

This paper delves on the versatility of the theory of Khinchin families for asymptotic estimation. We show that in combination with Local Central Limit theorems for lattice variables, Khinchin families furnish a convenient and unified…

Probability · Mathematics 2023-04-25 José L. Fernández , Víctor J. Maciá

We show that the posterior distribution of parameters in a hidden Markov model with parametric emission distributions and discrete and known state space is asymptotically normal. The main novelty of our proof is that it is based on a…

Statistics Theory · Mathematics 2021-06-01 Chunlei Wang , Sanvesh Srivastava

For symmetric random matrices with correlated entries, which are functions of independent random variables, we show that the asymptotic behavior of the empirical eigenvalue distribution can be obtained by analyzing a Gaussian matrix with…

Probability · Mathematics 2014-11-11 Florence Merlevede , Magda Peligrad , Marwa Banna

We consider a class of random banded Hessenberg matrices with independent entries having identical distributions along diagonals. The distributions may be different for entries belonging to different diagonals. For a sequence of $n\times n$…

Probability · Mathematics 2023-08-30 Abey López-García , Vasiliy A. Prokhorov

The purpose of this note is to review some recent results concerning the pseudospectra and the eigenvalues asymptotics of non-selfadjoint semiclassical pseudo-differential operators subject to small random perturbations.

Spectral Theory · Mathematics 2024-10-08 Martin Vogel

A group is SimpHAtic if it acts geometrically on a simply connected simplicially hereditarily aspherical (SimpHAtic) complex. We show that finitely presented normal subgroups of the SimpHAtic groups are either: finite, or of finite index,…

Group Theory · Mathematics 2021-09-29 Damian Osajda

The authors analyze the asymptotics of eigenvalues of Toeplitz matrices with certain continuous and discontinuous symbols. In particular, the authors prove a conjecture of Levitin and Shargorodsky on the near-periodicity of Toeplitz…

Functional Analysis · Mathematics 2014-12-08 P. Deift , A. Its , I. Krasovsky

We introduce real second-order freeness in second-order noncommutative probability spaces. We demonstrate that under this definition, three real models of random matrices, namely real Ginibre matrices, Gaussian orthogonal matrices, and real…

Operator Algebras · Mathematics 2015-03-25 C. Emily I. Redelmeier

We study the extent of independence needed to approximate the product of bounded random variables in expectation, a natural question that has applications in pseudorandomness and min-wise independent hashing. For random variables whose…

Computational Complexity · Computer Science 2015-08-12 Parikshit Gopalan , Amir Yehudayoff