Related papers: The minimum modulus of Gaussian trigonometric poly…

Pencils of Hankel matrices whose elements have a joint Gaussian distribution with nonzero mean and not identical covariance are considered. An approximation to the distribution of the squared modulus of their determinant is computed which…

The aim of this paper is to give a precise asymptotic description of some eigenvalue statistics stemming from random matrix theory. More precisely, we consider random determinants of the GUE, Laguerre, Uniform Gram and Jacobi beta ensembles…

We introduce several notions of `random fewnomials', i.e. random polynomials with a fixed number f of monomials of degree N. The f exponents are chosen at random and then the coefficients are chosen to be Gaussian random, mainly from the…

We consider a channel $Y=X+N$ where $X$ is a random variable satisfying $\mathbb{E}[|X|]<\infty$ and $N$ is an independent standard normal random variable. We show that the minimum mean-square error estimator of $X$ from $Y,$ which is given…

This paper establishes the optimal sub-Gaussian variance proxy for truncated Gaussian and truncated exponential random variables. The proofs rely on first characterizing the optimal variance proxy as the unique solution to a set of two…

We determine the minimal polynomial of each element of the double cover $G$ of the symmetric or alternating group in every irreducible spin representation of $G$.

In this paper, we give estimates of the minimal ${\mathbb{L}}^1$ distance between the distribution of the normalized partial sum and the limiting Gaussian distribution for stationary sequences satisfying projective criteria in the style of…

First we consider the following problem which dates back to Chebyshev, Zolotarev and Achieser: among all trigonometric polynomials with given leading coefficients $a_0,...,a_l,$ $b_0,...,b_l \in \mathbb R$ find that one with least maximum…

We describe the limit zero distributions of sequences of polynomials with positive coefficients.

The present article derives the minimal number $N$ of observations needed to consider a Bayesian posterior distribution as Gaussian. Two examples are presented. Within one of them, a chi-squared distribution, the observable $x$ as well as…

The goal of this note is to present a modification of the popular median of means estimator that achieves sub-Gaussian deviation bounds with nearly optimal constants under minimal assumptions on the underlying distribution. We build on a…

We derive basic properties of minimal extensions of local rings and their restrictions to subrings. Some applications are included to subrings of truncated polynomial rings.

We derive an explicit formula for a restricted partition function P_n^m(s) with constraints making use of known expression for a restricted partition function W_m(s) without constraints

In classical random matrix theory the Gaussian and chiral Gaussian random matrix models with a source are realized as shifted mean Gaussian, and chiral Gaussian, random matrices with real $(\beta = 1)$, complex ($\beta = 2)$ and real…

In this paper we prove that the gradient ideal of a Morse polynomial is radical. This gives a generic class of polynomials whose gradient ideals are radical. As a consequence we reclaim a previous result that the unconstrained polynomial…

For linear inverse problem with Gaussian random noise we show that Tikhonov regularization algorithm is minimax in the class of linear estimators and is asymptotically minimax in the sense of sharp asymptotic in the class of all estimators.…

This note presents absolute bounds on the size of the coefficients of the characteristic and minimal polynomials depending on the size of the coefficients of the associated matrix. Moreover, we present algorithms to compute more precise…

The speed of convergence of the R-linear GMRES is bounded in terms of a polynomial approximation problem on a finite subset of the spectrum. This result resembles the classical GMRES convergence estimate except that the matrix involved is…

We consider the limiting distribution of the quantity $X^s/(X+Y)^r$, where $X$ and $Y$ are two independent Binomial random variables with a common success probability and a number of trials $n$ and $m$, respectively, and $r,s$ are positive…

The intrinsic volumes of Gaussian polytopes are considered. A lower variance bound for these quantities is proved, showing that, under suitable normalization, the variances converge to strictly positive limits. The implications of this…