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We establish the limiting spectral distribution of Kendall's correlation matrices in the moderate high-dimensional regime where the dimension grows slower than the sample size. Our framework allows observations to be independent but not…

Statistics Theory · Mathematics 2026-03-10 Raunak Shevade , Monika Bhattacharjee

This paper formulates and evaluates a series of multi-unit measures of directional association, building on the pairwise {\Delta}P measure, that are able to quantify association in sequences of varying length and type of representation.…

Computation and Language · Computer Science 2021-04-06 Jonathan Dunn

This article is devoted to the study of overlap measures of densities of two exponential populations. Various Overlapping Coefficients, namely: Matusita's measure $\rho$, Morisita's measure $\lambda$ and Weitzman's measure $\Delta$. A new…

Methodology · Statistics 2017-04-11 Hamza Dhaker , Papa Ngom , Malick Mbodj

The paper is concerned with the equilibrium distributions of continuous-time density dependent Markov processes on the integers. These distributions are known typically to be approximately normal, and the approximation error, as measured in…

Probability · Mathematics 2009-02-06 Sanda N. Socoll , A. D. Barbour

A series of detailed quantitative results is established for the family of demi-distributions which is a large extension of the family of usual distributions.

Functional Analysis · Mathematics 2022-07-11 Ronglu Li , Shuhui Zhong , Dohan Kim , Junde Wu

We introduce a new class of multiplications of distributions in one dimension merging together two different regularizations of distributions. Some of the features of these multiplications are discussed in a certain detail. We use our…

Mathematical Physics · Physics 2009-04-02 F. Bagarello

The paper proves several limit theorems for linear eigenvalue statistics of overlapping Wigner and sample covariance matrices. It is shown that the covariance of the limiting multivariate Gaussian distribution is diagonalized by choosing…

Probability · Mathematics 2015-11-10 Vladislav Kargin

In this paper we study the distribution of the scaled largest eigenvalue of complexWishart matrices, which has diverse applications both in statistics and wireless communications. Exact expressions, valid for any matrix dimensions, have…

Information Theory · Computer Science 2012-02-06 Lu Wei , Olav Tirkkonen , Prathapasinghe Dharmawansa , Matthew McKay

A "shear" is a unipotent translate of a cuspidal geodesic ray in the quotient of the hyperbolic plane by a non-uniform discrete subgroup of PSL(2,R), possibly of infinite co-volume. We prove the regularized equidistribution of shears under…

Number Theory · Mathematics 2015-06-19 Dubi Kelmer , Alex Kontorovich

Exploiting the recent work of Tao and Ziegler on a concatenation theorem on factors, we find explicit characteristic factors for multiple averages along polynomials on systems with commuting transformations, and use them to study criteria…

Dynamical Systems · Mathematics 2023-02-06 Sebastián Donoso , Andreas Koutsogiannis , Wenbo Sun

We provide a local probabilistic description of the limiting statistics of large preferential attachment trees in terms of the ordinary degree (number of neighbors) but augmented with information on leafdegree (number of neighbors that are…

Statistical Mechanics · Physics 2026-02-03 Harrison Hartle , P. L. Krapivsky

Heavy-tailed distributions have been studied in statistics, random matrix theory, physics, and econometrics as models of correlated systems, among other domains. Further, heavy-tail distributed eigenvalues of the covariance matrix of the…

Machine Learning · Computer Science 2021-05-25 John Y. Shin

We approximate the uniform measure on an equilateral triangle by a measure supported on $n$ points. We find the optimal sets of points ($n$-means) and corresponding approximation (quantization) error for $n\leq4$, give numerical…

Information Theory · Computer Science 2017-02-16 Carl P. Dettmann , Mrinal Kanti Roychowdhury

For every $m\in\mathbb{N}$, we establish the equidistribution of the sequence of the averaged pull-backs of a Dirac measure at any given value in $\mathbb{C}\setminus\{0\}$ under the $m$-th order derivatives of the iterates of a polynomials…

Dynamical Systems · Mathematics 2019-04-16 Yûsuke Okuyama , Gabriel Vigny

Coupled problems with various combinations of multiple physics, scales, and domains are found in numerous areas of science and engineering. A key challenge in the formulation and implementation of corresponding coupled numerical models is…

Analysis of PDEs · Mathematics 2012-04-17 Maarten Arnst , Roger Ghanem , Eric Phipps , John Red-Horse

In classical study designs, the aim is often to learn about the effects of a treatment or intervention on a single outcome; in many modern studies, however, data on multiple outcomes are collected and it is of interest to explore effects on…

Methodology · Statistics 2017-06-15 Edward H. Kennedy , Shreya Kangovi , Nandita Mitra

When multiple measures are collected repeatedly over time, redundancy typically exists among responses. The envelope method was recently proposed to reduce the dimension of responses without loss of information in regression with…

Methodology · Statistics 2021-03-25 Yuyang Shi , Linquan Ma , Lan Liu

Finding a suitable measurement matrix is an important topic in compressed sensing. Though the known random matrix, whose entries are drawn independently from a certain probability distribution, can be used as a measurement matrix and…

Information Theory · Computer Science 2013-07-09 Yi-Zheng Fan , Tao Huang , Ming Zhu

This paper deals with the problem of estimating the covariance matrix of a series of independent multivariate observations, in the case where the dimension of each observation is of the same order as the number of observations. Although…

Information Theory · Computer Science 2015-06-03 Jianfeng Yao , Abla Kammoun , Jamal Najim

We show that for almost all points on any analytic curve on R^{k} which is not contained in a proper affine subspace, the Dirichlet's theorem on simultaneous approximation, as well as its dual result for simultaneous approximation of linear…

Number Theory · Mathematics 2015-05-13 Nimish A. Shah