Related papers: Asymptotic Divergences and Strong Dichotomy

We consider a Wigner-type ensemble, i.e. large hermitian $N\times N$ random matrices $H=H^*$ with centered independent entries and with a general matrix of variances $S_{xy}=\mathbb E|H_{xy}|^2$. The norm of $H$ is asymptotically given by…

We consider the problem of estimating the total probability of all symbols that appear with a given frequency in a string of i.i.d. random variables with unknown distribution. We focus on the regime in which the block length is large yet no…

We develop a method to prove almost global stability of stochastic differential equations in the sense that almost every initial point (with respect to the Lebesgue measure) is asymptotically attracted to the origin with unit probability.…

A sufficient statistic is a deterministic function that captures an essential property of a probabilistic function (channel, kernel). Being a sufficient statistic can be expressed nicely in terms of string diagrams, as Tobias Fritz showed…

For a subset A of a finite abelian group G we define Sigma(A)={sum_{a\in B}a:B\subset A}. In the case that Sigma(A) has trivial stabiliser, one may deduce that the size of Sigma(A) is at least quadratic in |A|; the bound |Sigma(A)|>=…

The population $\mathrm{KL}_{\inf}$ is a fundamental quantity that appears in lower bounds for (asymptotically) optimal regret of pure-exploration stochastic bandit algorithms, and optimal stopping time of sequential tests. Motivated by…

We study the worst-case probability that $Y$ outperforms a benchmark $X$ when the law of $Y$ lies in a Kullback-Leibler neighbourhood of the benchmark. The max-min problem over couplings admits a tractable dual (via optimal transport),…

$f$-divergences, which quantify discrepancy between probability distributions, are ubiquitous in information theory, machine learning, and statistics. While there are numerous methods for estimating $f$-divergences from data, a limit…

Let $I(b,d,k)$ be the subseries of the harmonic series keeping the integers having exactly $k$ occurrences of the digit $d$ in base $b$. We prove the existence of an asymptotic expansion to all orders in descending powers of $b$, for fixed…

We consider the distribution of the major index on standard tableaux of arbitrary straight shape and certain skew shapes. We use cumulants to classify all possible limit laws for any sequence of such shapes in terms of a simple auxiliary…

In this paper, we establish the Central Limit Theorem (CLT) for linear spectral statistics (LSSs) of large-dimensional generalized spiked sample covariance matrices, where the spiked eigenvalues may be either bounded or diverge to infinity.…

For a finite group G, we study the higher commuting probabilities, namely the probabilities that r randomly chosen elements of G commute pairwise, together with the corresponding numbers of simultaneous conjugacy classes of commuting…

In this paper we study the classical Schmidt game on two families of sets: one related to frequencies of digits in base-$2$ expansions, and one connected to the set of the badly approximable numbers. Namely, we describe some nontrivial…

We prove weak convergence in a separable Hilbert space for estimators of high-dimensional regression coefficients, which yields asymptotic normality and enables direct use of standard asymptotic tools such as the continuous mapping theorem.…

For a random walk on the integer lattice $\mathbb{Z}$ that is attracted to a strictly stable process with index $\alpha\in (1, 2)$ we obtain the asymptotic form of the transition probability for the walk killed when it hits a finite set.…

For two collections of nonnegative and suitably normalised weights $\W=(\W_j)$ and $\V=(\V_{n,k})$, a probability distribution on the set of partitions of the set $\{1,...,n\}$ is defined by assigning to a generic partition $\{A_j, j\leq…

In this paper, we study the structure of the complete asymptotic expansion of the probability that a large combinatorial object is connected or consists of a given number of connected components. For rapidly growing labeled families of…

A double occurrence word $w$ over a finite alphabet $\Sigma$ is a word in which each alphabet letter appears exactly twice. Such words arise naturally in the study of topology, graph theory, and combinatorics. Recently, double occurrence…

We study statistical properties of the optimal value and optimal solutions of the Sample Average Approximation of risk averse stochastic problems. Central Limit Theorem type results are derived for the optimal value and optimal solutions…

Consider a system \Psi of non-constant affine-linear forms \psi_1,...,\psi_t: Z^d -> Z, no two of which are linearly dependent. Let N be a large integer, and let K be a convex subset of [-N,N]^d. A famous and difficult open conjecture of…