Related papers: Probabilistic models for Gram's Law
We consider a set of probability measures on a finite event space $\Omega$. The mutual affinity is introduced in terms of the spectrum of the associated Gram matrix. We show that, for randomly chosen measures, the empirical eigenvalue…
The empirical Orlicz norm based on a random sample is defined as a natural estimator of the Orlicz norm of a univariate probability distribution. A law of large numbers is derived under minimal assumptions. The latter extends readily to a…
The paper considers the classical Goodness of Fit test. It suggests to use the Gamma distribution for the approximation of the distribution of the Pearson statistics with unknown parameters estimated from raw data. The parameters of these…
The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…
It has been conjectured that the statistical properties of zeros of the Riemann zeta function near $z = 1/2 + \ui E$ tend, as $E \to \infty$, to the distribution of eigenvalues of large random matrices from the Unitary Ensemble. At finite…
Graph matrices are a type of matrix which has played a crucial role in analyzing the sum of squares hierarchy on average case problems. However, except for rough norm bounds, little is known about graph matrices. In this paper, we take a…
Random matrix theory has played an important role in various areas of pure mathematics, mathematical physics, and machine learning. From a practical perspective of data science, input data are usually normalized prior to processing. Thus,…
We study distributions of differences of unscaled Riemann zeta zeros, $\gamma-\gamma^{'}$, at large. We show, that independently of the location of the zeros, i.e., even for zeros as high as $10^{23}$, their differences have similar…
Number theorists have studied extensively the connections between the distribution of zeros of the Riemann $\zeta$-function, and of some generalizations, with the statistics of the eigenvalues of large random matrices. It is interesting to…
Consider a sequence of polynomials of bounded degree evaluated in independent Gaussian, Gamma or Beta random variables. We show that, if this sequence converges in law to a nonconstant distribution, then (i) the limit distribution is…
We introduce and study the writhe of a permutation, a circular variant of the well-known inversion number. This simple permutation statistics has several interpretations, which lead to some interesting properties. For a permutation sampled…
We found that in transition arrays of complex atomic spectra, the strengths of electric-dipolar lines obey Benford's law, which means that their significant digits follow a logarithmic distribution favoring the smallest values. This…
Zipf's law is the most common statistical distribution displaying scaling behavior. Cities, populations or firms are just examples of this seemingly universal law. Although many different models have been proposed, no general theoretical…
We study the distribution of the number of (non-backtracking) periodic walks on large regular graphs. We propose a formula for the ratio between the variance of the number of $t$-periodic walks and its mean, when the cardinality of the…
For most values of parameters $\lambda$ and $\alpha$, the zeros of the Lerch zeta-function $L(\lambda, \alpha, s)$ are distributed very chaotically. In this paper we consider the special case of equal parameters $L(\lambda, \lambda, s)$ and…
We consider the joint distribution of real and imaginary parts of eigenvalues of random matrices with independent real entries with mean zero and unit variance. We prove the convergence of this distribution to the uniform distribution on…
In this paper, we give a short elementary proof of the well known Euler's recurrence formula for the Riemann zeta function at positive even integers and integral representations of the Riemann zeta function at positive integers and at…
Assuming the Riemann Hypothesis (RH), Montgomery proved a theorem in 1973 concerning the pair correlation of zeros of the Riemann zeta-function and applied this to prove that at least $2/3$ of the zeros are simple. In this paper, we…
We provide sufficient conditions for polynomial rate of convergence in the weak law of large numbers for supercritical general indecomposable multi-type branching processes. The main result is derived by investigating the embedded…
A probability distribution is n-divisible if its nth convolution root exists. While modeling the dependence structure between several (re)insurance losses by an additive risk factor model, the infinite divisibility, that is the…