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Let $p, q \in (0, \infty]$ and $\ell_p^m(\ell_q^n)$ be the mixed-norm sequence space of real matrices $x = (x_{i, j})_{i \leq m, j \leq n}$ endowed with the (quasi-)norm $\Vert x \Vert_{p, q} := \big\Vert \big( \Vert (x_{i, j})_{j \leq n}…

Probability · Mathematics 2024-11-12 Michael Juhos , Zakhar Kabluchko , Joscha Prochno

We prove that, for general test functions, the limiting behavior of the linear statistic of an independent entry random matrix is determined only by the first four moments of the entry distributions. This immediately generalizes the known…

Probability · Mathematics 2015-10-13 Phil Kopel

Let $\mu$ be a $p$-dimensional vector, and let $\Sigma_1$ and $\Sigma_2$ be $p \times p$ positive definite covariance matrices. On being given random samples of sizes $N_1$ and $N_2$ from independent multivariate normal populations…

Statistics Theory · Mathematics 2007-09-10 Max-Louis G. Buot , Serkan Hosten , Donald St. P. Richards

Maximum entropy models are increasingly being used to describe the collective activity of neural populations with measured mean neural activities and pairwise correlations, but the full space of probability distributions consistent with…

Biological Physics · Physics 2017-08-22 Badr F. Albanna , Christopher Hillar , Jascha Sohl-Dickstein , Michael R. DeWeese

We define the min-min expectation selection problem (resp. max-min expectation selection problem) to be that of selecting k out of n given discrete probability distributions, to minimize (resp. maximize) the expectation of the minimum value…

Data Structures and Algorithms · Computer Science 2007-05-23 David Eppstein , George Lueker

We estimate the frequency of singular matrices and of matrices of a given rank whose entries are parametrised by arbitrary polynomials over the integers and modulo a prime $p$. In particular, in the integer case, we improve a recent bound…

Number Theory · Mathematics 2023-10-20 Ali Mohammadi , Alina Ostafe , Igor Shparlinski

Sampling from multivariate normal distributions, subjected to a variety of restrictions, is a problem that is recurrent in statistics and computing. In the present work, we demonstrate a general framework to efficiently sample a…

In this paper, we consider the problem of column subset selection. We present a novel analysis of the spectral norm reconstruction for a simple randomized algorithm and establish a new bound that depends explicitly on the sampling…

Numerical Analysis · Mathematics 2015-05-05 Tianbao Yang , Lijun Zhang , Rong Jin , Shenghuo Zhu

We introduce a solvable model of randomly growing systems consisting of many independent subunits. Scaling relations and growth rate distributions in the limit of infinite subunits are analysed theoretically. Various types of scaling…

Physics and Society · Physics 2015-06-12 Misako Takayasu , Hayafumi Watanabe , Hideki Takayasu

We consider two classical ensembles of the random matrix theory: the Wigner matrices and sample covariance matrices, and prove Central Limit Theorem for linear eigenvalue statistics under rather weak (comparing with results known before)…

Mathematical Physics · Physics 2011-01-18 Mariya Shcherbina

This article is concerned with the spectral behavior of $p$-dimensional linear processes in the moderately high-dimensional case when both dimensionality $p$ and sample size $n$ tend to infinity so that $p/n\to0$. It is shown that, under an…

Statistics Theory · Mathematics 2015-04-27 Lili Wang , Alexander Aue , Debashis Paul

In this paper we address the complexity of solving linear programming problems with a set of differential equations that converge to a fixed point that represents the optimal solution. Assuming a probabilistic model, where the inputs are…

Computational Complexity · Computer Science 2007-05-23 Asa Ben-Hur , Joshua Feinberg , Shmuel Fishman , Hava T. Siegelmann

For entropy driven balanced processes we obtain final states with Poisson, Bernoulli, negative binomial and P\'olya distributions. We apply this both for complex networks and particle production. For random networks we follow the evolution…

Statistical Mechanics · Physics 2017-03-08 Tamás S. Biró , Zoltán Néda

Let us fix a prime $p$ and a homogeneous system of $m$ linear equations $a_{j,1}x_1+\dots+a_{j,k}x_k=0$ for $j=1,\dots,m$ with coefficients $a_{j,i}\in\mathbb{F}_p$. Suppose that $k\geq 3m$, that $a_{j,1}+\dots+a_{j,k}=0$ for $j=1,\dots,m$…

Combinatorics · Mathematics 2021-05-17 Lisa Sauermann

We consider an ensemble of nxn real symmetric random matrices A whose entries are determined by independent identically distributed random variables that have symmetric probability distribution. Assuming that the moment 12+2delta of these…

Probability · Mathematics 2012-12-18 O. Khorunzhiy

Let $\nu\in M^1([0,\infty[)$ be a fixed probability measure. For each dimension $p\in \mathbb{N}$, let $(X_n^{p})_{n\geq1}$ be i.i.d. $\mathbb{R}^p$-valued random variables with radially symmetric distributions and radial distribution…

Probability · Mathematics 2019-02-20 Waldemar Grundmann

A general principle is advanced allowing the classification of nonunique solutions to nonlinear evolution equations, corresponding to different spatio-temporal patterns. This is done by defining the probability distribution of patterns,…

Condensed Matter · Physics 2009-11-07 V. I. Yukalov

The classic problems of testing uniformity of and learning a discrete distribution, given access to independent samples from it, are examined under general $\ell_p$ metrics. The intuitions and results often contrast with the classic…

Data Structures and Algorithms · Computer Science 2015-03-24 Bo Waggoner

We develop a new tool, namely polynomial and linear algebraic methods, for studying systems of word equations. We illustrate its usefulness by giving essentially simpler proofs of several hard problems. At the same time we prove extensions…

Combinatorics · Mathematics 2015-02-10 Aleksi Saarela

We consider the problem of distilling uniform random bits from an unknown source with a given $p$-entropy using linear hashing. As our main result, we estimate the expected $p$-divergence from the uniform distribution over the ensemble of…

Information Theory · Computer Science 2025-06-06 Madhura Pathegama , Alexander Barg