Related papers: An elementary renormalization-group approach to th…
Under reasonable algebraic assumptions and under an infinite second order moment assumption, we show that the logarithm of the norm (log-norm) of a product of random i.i.d. matrices with entries in $\mathbb{R}$ or in any other local field…
In this paper we investigate the asymptotic distribution of likelihood ratio tests in models with several groups, when the number of groups converges with the dimension and sample size to infinity. We derive central limit theorems for the…
We consider the Fleming--Viot particle system associated with a continuous-time Markov chain in a finite space. Assuming irreducibility, it is known that the particle system possesses a unique stationary distribution, under which its…
Assume that X is a set of sample statistics which follow a special case Central Limit Theorem, namely: as the sample size n increases the corresponding distribution becomes multivariate Normal with the mean (of each X) equal to zero and…
In this work, we obtain the central limit theorem for fluctuations of Young diagrams around their limit shape in the bulk of the "spectrum" of partitions of a large integer n (under the Plancherel measure). More specifically, we show that,…
This paper studies the asymptotic spectral properties of a renormalized sample correlation matrix, including the limiting spectral distribution, the properties of largest eigenvalues, and the central limit theorem for linear spectral…
Weak convergence of maxima of dependent sequences of identically distributed continuous random variables is studied under normalizing sequences arising as subsequences of the normalizing sequences from an associated iid sequence. This…
We analyze the asymptotic fluctuations of linear eigenvalue statistics of random centrosymmetric matrices with i.i.d. entries. We prove that for a complex analytic test function, the centered and normalized linear eigenvalue statistics of…
Based on our studies done on two-dimensional autonomous systems, forced non-autonomous systems and time-delayed systems, we propose a unified methodology - that uses renormalization group theory - for finding out existence of periodic…
In a spiked population model, the population covariance matrix has all its eigenvalues equal to units except for a few fixed eigenvalues (spikes). This model is proposed by Johnstone to cope with empirical findings on various data sets. The…
Finite mixture distributions arise in sampling a heterogeneous population. Data drawn from such a population will exhibit extra variability relative to any single subpopulation. Statistical models based on finite mixtures can assist in the…
Random matrices in the large N expansion and the so-called double scaling limit can be used as toy models for quantum gravity: 2D quantum gravity coupled to conformal matter. This has generated a tremendous expansion of random matrix…
This paper deals with the numerical approximation of normalizing constants produced by particle methods, in the general framework of Feynman-Kac sequences of measures. It is well-known that the corresponding estimates satisfy a central…
We prove a Central Limit Theorem for probability measures defined via the variation of the sum-of-digits function, in base $b\ge 2$. For $r\ge 0$ and $d \in \mathbb{Z}$, we consider $\mu^{(r)}(d)$ as the density of integers $n\in…
We consider a borderline case: the central limit theorem for a strictly stationary time series with infinite variance but a Gaussian limit. In the iid case a well-known sufficient condition for this central limit theorem is regular…
We present a general framework for understanding and analyzing critical behaviour in gravitational collapse. We adopt the method of renormalization group, which has the following advantages. (1) It provides a natural explanation for various…
We discuss the quantum mechanics of a particle restricted to the half-line $x > 0$ with potential energy $V = \alpha/x^2$ for $-1/4 < \alpha < 0$. It is known that two scale-invariant theories may be defined. By regularizing the near-origin…
In this paper, we review the representation theory of the infinite symmetric group, and we extend the works of Kerov and Vershik by proving that the irreducible characters of the infinite symmetric group always satisfy a central limit…
Recently, it has been claimed that some complex networks are self-similar under a convenient renormalization procedure. We present a general method to study renormalization flows in graphs. We find that the behavior of some variables under…
We consider a more generalized spiked covariance matrix $\Sigma$, which is a general non-definite matrix with the spiked eigenvalues scattered into a few bulks and the largest ones allowed to tend to infinity. By relaxing the matching of…