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We develop a new toolbox for the analysis of the global behavior of stochastic discrete particle systems. We introduce and study the notion of the Schur generating function of a random discrete configuration. Our main result provides a…

Probability · Mathematics 2021-01-01 Alexey Bufetov , Vadim Gorin

In the common time series model $X_{i,n} = \mu (i/n) + \varepsilon_{i,n}$ with non-stationary errors we consider the problem of detecting a significant deviation of the mean function $\mu$ from a benchmark $g (\mu )$ (such as the initial…

Statistics Theory · Mathematics 2020-05-25 Holger Dette , Florian Heinrichs

Discrete random structures are important tools in Bayesian nonparametrics and the resulting models have proven effective in density estimation, clustering, topic modeling and prediction, among others. In this paper, we consider nested…

Statistics Theory · Mathematics 2018-01-17 Federico Camerlenghi , David B. Dunson , Antonio Lijoi , Igor Prünster , Abel Rodríguez

We consider the determinantal point processes associated with the spectral projectors of a Schr\"odinger operator on $\mathbb{R}$, with a smooth confining potential. In the semiclassical limit, where the number of particles tends to…

Spectral Theory · Mathematics 2023-05-31 Alix Deleporte , Gaultier Lambert

In a recent paper, the authors studied the distribution properties of a class of exchangeable processes, called measure-valued P\'{o}lya sequences (MVPS), which arise as the observation process in a generalized urn sampling scheme. Here we…

Probability · Mathematics 2025-08-13 Hristo Sariev , Mladen Savov

This paper is devoted to a fractional generalization of the Dirichlet distribution. The form of the multivariate distribution is derived assuming that the $n$ partitions of the interval $[0,W_n]$ are independent and identically distributed…

Probability · Mathematics 2021-02-17 Elvira Di Nardo , Federico Polito , Enrico Scalas

Considering a determinantal point process on the real line, we establish a connection between the sine-kernel asymptotics for the correlation kernel and the CLT for mesoscopic linear statistics. This implies universality of mesoscopic…

Probability · Mathematics 2016-09-13 Gaultier Lambert

We give a constructive, metastable formulation of a theorem about the exchange of limits for convergent sequence $L^1$ functions. A crucial tool is a one-dimensional version of Szemeredi's regularity lemma for $L^1$ functions.

Logic · Mathematics 2015-03-17 Henry Towsner

We prove a version of a general transfer theorem for random sequences with independent random indexes in the double array limit setting under relaxed conditions. We also prove its partial inverse providing the necessary and sufficient…

Probability · Mathematics 2015-09-08 V. Yu. Korolev , A. I. Zeifman

The paper contains an exposition of recent as well as old enough results on determinantal random point fields. We start with some general theorems including the proofs of the necessary and sufficient condition for the existence of the…

Probability · Mathematics 2015-06-26 Alexander Soshnikov

The Cauchy-Schwarz (CS) divergence was developed by Pr\'{i}ncipe et al. in 2000. In this paper, we extend the classic CS divergence to quantify the closeness between two conditional distributions and show that the developed conditional CS…

Machine Learning · Computer Science 2025-03-18 Shujian Yu , Hongming Li , Sigurd Løkse , Robert Jenssen , José C. Príncipe

Let $(\Omega,\mathcal{F})$ be a standard Borel space and $\mathcal{P}(\mathcal{F})$ the collection of all probability measures on $\mathcal{F}$. Let $E\subset\Omega\times\Omega$ be a measurable equivalence relation, that is,…

Probability · Mathematics 2023-12-06 Luca Pratelli , Pietro Rigo

We find the asymptotic distribution of the multi-dimensional multi-scale and kernel estimators for high-frequency financial data with microstructure. Sampling times are allowed to be asynchronous and endogenous. In the process, we show that…

Statistics Theory · Mathematics 2014-11-05 Markus Bibinger , Per A. Mykland

We define the $L$-measure on the set of Dirichlet characters as an analogue of the Plancherel measure, once considered as a measure on the irreducible characters of the symmetric group. We compare the two measures and study the limit in…

Probability · Mathematics 2017-01-17 Yacine Barhoumi-Andréani

Let $X=(X_1,\ldots,X_p)$ be a $p$-variate random vector and $F$ a fixed finite set. In a number of applications, mainly in genetics, it turns out that $X_i\in F$ for each $i=1,\ldots,p$. Despite the latter fact, to obtain a knockoff…

Statistics Theory · Mathematics 2024-10-15 Emanuela Dreassi , Luca Pratelli , Pietro Rigo

Let $X$ be a locally compact Polish space. A random measure on $X$ is a probability measure on the space of all (nonnegative) Radon measures on $X$. Denote by $\mathbb K(X)$ the cone of all Radon measures $\eta$ on $X$ which are of the form…

Probability · Mathematics 2015-03-17 Yuri Kondratiev , Tobias Kuna , Eugene Lytvynov

A central limit theorem for arrays of symmetric row-wise exchangeable random variables is presented. The result is valid for finite and infinite extendable and non-extendable sequences. Unlike most reported versions of the central limit…

Probability · Mathematics 2020-06-22 Ilya Soloveychik

We define and study the categorical sequence of a space, which is a new formalism that streamlines the computation of the Lusternik-Schnirelmann category of a space X by induction on its CW skeleta. The k-th term in the categorical sequence…

Algebraic Topology · Mathematics 2009-04-06 Rob Nendorf , Nick Scoville , Jeffrey Strom

We introduce the notion of hidden quantum correlations. We present the mean values of observables depending on one classical random variable described by the probability distribution in the form of correlation functions of two (three, etc.)…

Quantum Physics · Physics 2015-07-23 Margarita A. Man'ko , Vladimir I. Man'ko

Let $X \in \{0,\ldots,n \}$ be a random variable, with mean $\mu$ and standard deviation $\sigma$ and let \[f_X(z) = \sum_{k} \mathbb{P}(X = k) z^k, \] be its probability generating function. Pemantle conjectured that if $\sigma$ is large…

Probability · Mathematics 2019-08-29 Marcus Michelen , Julian Sahasrabudhe
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