Related papers: Airy-kernel determinant on two large intervals
We study the spherical cap packing problem with a probabilistic approach. Such probabilistic considerations result in an asymptotic sharp universal uniform bound on the maximal inner product between any set of unit vectors and a…
We study the spherical cap packing problem with a probabilistic approach. Such probabilistic considerations result in an asymptotic sharp universal uniform bound on the maximal inner product between any set of unit vectors and a…
We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…
We introduce random matrix ensembles that correspond to the infinite families of irreducible Riemannian symmetric spaces of type I. In particular, we recover the Circular Orthogonal and Symplectic Ensembles of Dyson, and find other families…
We study the probabilistic existence of point configurations satisfying the $(0, m, d)$-net property in base $b$ within a randomly generated point set of size $N$ in the $d$-dimensional unit cube. We first derive an upper bound on the…
Recovering causal structure in the presence of latent variables is an important but challenging task. While many methods have been proposed to handle it, most of them require strict and/or untestable assumptions on the causal structure. In…
We investigate the structure of large uniform random maps with $n$ edges, $\mathrm{f}_n$ faces, and with genus $\mathrm{g}_n$ in the so-called sparse case, where the ratio between the number vertices and edges tends to $1$. We focus on two…
An infinite log-gas formalism, due to Dyson, and independently Fogler and Shklovskii, is applied to the computation of conditioned gap probabilities at the hard and soft edges of random matrix $\beta$-ensembles. The conditioning is that…
We study the annealed complexity of a random Gaussian homogeneous polynomial on the $N$-dimensional unit sphere in the presence of deterministic polynomials that depend on fixed unit vectors and external parameters. In particular, we…
The eigenvalue correlations of random matrices from the Jacobi Unitary Ensemble have a known asymptotic behavior as their size tends to infinity. In the bulk of the spectrum the behavior is described in terms of the sine kernel, and at the…
A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…
We construct examples of contingency tables on $n$ binary random variables where the gap between the linear programming lower/upper bound and the true integer lower/upper bounds on cell entries is exponentially large. These examples provide…
Finding independent sets of maximum size in fixed graphs is well known to be an NP-hard task. Using scaling limits, we characterise the asymptotics of sequential degree-greedy explorations and provide sufficient conditions for this…
We consider operator-valued polynomials in Gaussian Unitary Ensemble random matrices and we show that its $L^p$-norm can be upper bounded, up to an asymptotically small error, by the operator norm of the same polynomial evaluated in free…
We study the gaps between consecutive singular values of random rectangular matrices. Specifically, if $M$ is an $n \times p$ random matrix with independent and identically distributed entries and $\Sigma$ is a $n \times n$ deterministic…
The Airy point process is a determinantal point process that arises from the spectral edge of the Gaussian Unitary Ensemble. In this paper, we establish a large deviation principle for the Airy point process. Our result also extends to…
We impose the uniform probability measure on the set of all discrete Gelfand-Tsetlin patterns of depth $n$ with the particles on row $n$ in deterministic positions. These systems equivalently describe a broad class of random tilings models,…
We consider two non-Gaussian ensembles of large Hermitian random matrices with strong level confinement and show that near the soft edge of the spectrum both scaled density of states and eigenvalue correlations follow so-called Airy laws…
We prove large (and moderate) deviations for a class of linear combinations of spacings generated by i.i.d. exponentially distributed random variables. We allow a wide class of coefficients which can be expressed in terms of continuous…
Covariance parameter estimation of Gaussian processes is analyzed in an asymptotic framework. The spatial sampling is a randomly perturbed regular grid and its deviation from the perfect regular grid is controlled by a single scalar…