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Using Hilbert transforms, we establish two families of sum rules involving Bessel moments, which are integrals associated with Feynman diagrams in two-dimensional quantum field theory. With these linear relations among Bessel moments, we…

Classical Analysis and ODEs · Mathematics 2019-01-23 Yajun Zhou

We study the total number of occurrences of several vincular (also called generalized) patterns and other statistics, such as the major index and the Denert statistic, on permutations avoiding a pattern of length 3, extending results of…

Combinatorics · Mathematics 2013-05-15 Alexander Burstein , Sergi Elizalde

We quantify the elementary Borel-Cantelli Lemma by higher moments of the overlap count statistic in terms of the weighted summability of the probabilities. Applications include mean deviation frequencies in the Strong Law and the Law of the…

Probability · Mathematics 2022-07-29 Luisa F. Estrada , Michael A. Högele

We prove the central limit theorem (CLT) for a sequence of independent zero-mean random variables $\xi_j$, perturbed by predictable multiplicative factors $\lambda_j$ with values in intervals $[\underline\lambda_j,\overline\lambda_j]$. It…

Probability · Mathematics 2015-08-31 Dmitry B. Rokhlin

We consider two related problems arising from a question of R. Graham on quasirandom phenomena in permutation patterns. A ``pattern'' in a permutation $\sigma$ is the order type of the restriction of $\sigma : [n] \to [n]$ to a subset $S…

Combinatorics · Mathematics 2008-01-29 Joshua Cooper , Andrew Petrarca

In this paper, we are interested in the moments of the characteristic polynomial $Z_n(x)$ of the $n\times n$ permutation matrices with respect to the uniform measure. We use a combinatorial argument to write down the generating function of…

Probability · Mathematics 2010-07-14 Dirk Zeindler

A law of large numbers and a central limit theorem are derived for linear statistics of random symmetric matrices whose on-or-above diagonal entries are independent, but neither necessarily identically distributed, nor necessarily all of…

Probability · Mathematics 2007-05-23 Greg Anderson , Ofer Zeitouni

This paper derives central limit theorems (CLTs) for general linear spectral statistics (LSS) of three important multi-spiked Hermitian random matrix ensembles. The first is the most common spiked scenario, proposed by Johnstone, which is a…

Statistics Theory · Mathematics 2014-06-05 Damien Passemier , Matthew R. Mckay , Yang Chen

We discuss CLT for the global and local linear statistics of random matrices from classical compact groups. The main part of our proofs are certain combinatorial identities much in the spirit of works by Kac and Spohn.

Probability · Mathematics 2007-05-23 Alexander Soshnikov

We extend a general result showing that the asymptotic behavior of high moments, factorial or standard, of random variables, determines the asymptotically normality, from the one dimensional to the multidimensional setting. This approach…

Probability · Mathematics 2023-12-08 Pawel HItczenko , Nick Wormald

We prove a central limit theorem for the linear statistics of one-dimensional log-gases, or $\beta$-ensembles. We use a method based on a change of variables which allows to treat fairly general situations, including multi-cut and, for the…

Mathematical Physics · Physics 2018-02-08 Florent Bekerman , Thomas Leblé , Sylvia Serfaty

The truncated moment problem asks to characterize finite sequences of real numbers that are the moments of a positive Borel measure on Rn. Its tracial analog is obtained by integrating traces of symmetric matrices and is the main topic of…

Functional Analysis · Mathematics 2020-02-03 Abhishek Bhardwaj , Aljaz Zalar

We investigate moment sequences of probability measures on $E\subset\mathbb{R}$ under constraints of certain moments being fixed. This corresponds to studying sections of $n$-th moment spaces, i.e. the spaces of moment sequences of order…

Probability · Mathematics 2022-12-12 Holger Dette , Dominik Tomecki , Martin Venker

The problem of calculating the scaled limit of the joint moments of the characteristic polynomial, and the derivative of the characteristic polynomial, for matrices from the unitary group with Haar measure first arose in studies relating to…

Mathematical Physics · Physics 2022-05-18 Peter J. Forrester

We obtain new connections between permutation patterns and singularities of Schubert varieties, by giving a new characterization of Gorenstein varieties in terms of so called bivincular patterns. These are generalizations of classical…

Combinatorics · Mathematics 2012-04-06 Henning Úlfarsson

This paper develops techniques to study the number of descents in random permutations via martingales. We relax an assumption in the Berry-Esseen theorem of Bolthausen (1982) to extend the theorem's scope to martingale differences of…

Probability · Mathematics 2021-03-16 Alperen Y. Özdemir

A small set of combinatorial sequences have coefficients that can be represented as moments of a nonnegative measure on $[0, \infty)$. Such sequences are known as Stieltjes moment sequences. This article focuses on some classical sequences…

Combinatorics · Mathematics 2020-10-20 Alin Bostan , Andrew Elvey Price , Anthony John Guttmann , Jean-Marie Maillard

Vincular and covincular patterns are generalizations of classical patterns allowing restrictions on the indices and values of the occurrences in a permutation. In this paper we study the integer sequences arising as the enumerations of…

Combinatorics · Mathematics 2017-06-12 Christian Bean , Anders Claesson , Henning Ulfarsson

Consider a $N\times n$ matrix $\Sigma_n=\frac{1}{\sqrt{n}}R_n^{1/2}X_n$, where $R_n$ is a nonnegative definite Hermitian matrix and $X_n$ is a random matrix with i.i.d. real or complex standardized entries. The fluctuations of the linear…

Probability · Mathematics 2016-06-29 Jamal Najim , Jianfeng Yao

The (classical) truncated moment problem, extensively studied by Curto and Fialkow, asks to characterize when a finite sequence of real numbers indexes by words in commuting variables can be represented with moments of a positive Borel…

Functional Analysis · Mathematics 2018-06-06 Abhishek Bhardwaj , Aljaž Zalar
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