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Random matrices formed from i.i.d. standard real Gaussian entries have the feature that the expected number of real eigenvalues is non-zero. This property persists for products of such matrices, independently chosen, and moreover it is…

Mathematical Physics · Physics 2016-08-16 P. J. Forrester , J. R. Ipsen

In this note, we prove that under some conditions, certain products of integers related to Gauss factorials are always quadratic residues.

Number Theory · Mathematics 2016-03-16 Timothy Foo

We establish, under a moment matching hypothesis, the local universality of the correlation functions associated with products of $M$ independent iid random matrices, as $M$ is fixed, and the sizes of the matrices tend to infinity. This…

Probability · Mathematics 2019-04-25 Phil Kopel , Sean O'Rourke , Van Vu

We fuse between the Rogers-Shephard inequality for the Lebesgue measure and Royen's Gaussian Correlation Inequality, simultaneously extending both into a single sharp inequality for the Gaussian measure $\gamma$ on $\mathbb{R}^n$, stating…

Functional Analysis · Mathematics 2026-02-10 Emanuel Milman , Shohei Nakamura , Hiroshi Tsuji

We propose algebraic criteria that yield sharp H\"{o}lder types of inequalities for the product of functions of Gaussian random vectors with arbitrary covariance structure. While our lower inequality appears to be new, we prove that the…

Probability · Mathematics 2013-10-08 Wei-Kuo Chen , Nikos Dafnis , Grigoris Paouris

In this paper, we compare two variances of maxima of $N$ standard Gaussian random variables. One is a sequence of $N$ i.i.d. standard Gaussians, and the other one is $N$ standard Gaussians with covariances $\sigma_{1,2}=\rho \in(0,1)$ and…

Probability · Mathematics 2023-04-18 Chien-Hao Huang

In this article we review the standard versions of the Central and of the Levy-Gnedenko Limit Theorems, and illustrate their application to the convolution of independent random variables associated with the distribution known as…

Soft Condensed Matter · Physics 2007-12-16 Constantino Tsallis , Silvio M. Duarte Queiros

It was shown by E. Gluskin and V.D. Milman in [GAFA Lecture Notes in Math. 1807, 2003] that the classical arithmetic-geometric mean inequality can be reversed (up to a multiplicative constant) with high probability, when applied to…

Classical Analysis and ODEs · Mathematics 2018-10-16 Zakhar Kabluchko , Joscha Prochno , Vladislav Vysotsky

Let $\{X_{i,j}:(i,j)\in\mathbb N^2\}$ be a two-dimensional array of independent copies of a random variable $X$, and let $\{N_n\}_{n\in\mathbb N}$ be a sequence of natural numbers such that $\lim_{n\to\infty}e^{-cn}N_n=1$ for some $c>0$.…

Probability · Mathematics 2009-11-24 Zakhar Kabluchko

We give a new proof for a product formula of Jacobi which turns out to be equivalent to a $q$-trigonometric product which was stated without proof by Gosper. We apply this formula to derive a $q$-analogue for the Gauss multiplication…

Number Theory · Mathematics 2019-01-29 Mohamed El Bachraoui , József Sándor

This article presents a limit theorem for the gaps $\widehat{G}_{i:n}:= X_{n-i+1:n} - X_{n-i:n}$ between order statistics $X_{1:n} \le \cdots \le X_{n:n}$ of a sample of size $n$ from a random discrete distribution on the positive integers…

Probability · Mathematics 2019-10-07 Jim Pitman , Yuri Yakubovich

In this paper we extend the notion of g-evaluation, in particular g-expectation, to the case where the generator g is allowed to have a quadratic growth. We show that some important properties of the g-expectations, including a…

Probability · Mathematics 2009-12-19 Jin Ma , Song Yao

The singular values of products of standard complex Gaussian random matrices, or sub-blocks of Haar distributed unitary matrices, have the property that their probability distribution has an explicit, structured form referred to as a…

Probability · Mathematics 2020-07-28 Mario Kieburg , Peter J. Forrester , Jesper R. Ipsen

We prove versions of Goldbach conjectures for Gaussian primes in arbitrary sectors. Fix an interval $\omega \subset \mathbb{T}$. There is an integer $N_\omega $, so that every odd integer $n$ with $N(n)>N_\omega $ and $\text{dist}(…

Number Theory · Mathematics 2024-03-21 Christina Giannitsi , Ben Krause , Michael Lacey , Hamed Mousavi , Yaghoub Rahimi

Let $X_i$ denote free identically-distributed random variables. This paper investigates how the norm of products $\Pi_n=X_1 X_2 ... X_n$ behaves as $n$ approaches infinity. In addition, for positive $X_i$ it studies the asymptotic behavior…

Probability · Mathematics 2007-09-03 Vladislav Kargin

This paper considers extreme values attained by a centered, multidimensional Gaussian process $X(t)= (X_1(t),\ldots,X_n(t))$ minus drift $d(t)=(d_1(t),\ldots,d_n(t))$, on an arbitrary set $T$. Under mild regularity conditions, we establish…

Probability · Mathematics 2015-05-22 Krzysztof Dębicki , Kamil Marcin Kosiński , Michel Mandjes , Tomasz Rolski

Multi-output regression models must exploit dependencies between outputs to maximise predictive performance. The application of Gaussian processes (GPs) to this setting typically yields models that are computationally demanding and have…

Machine Learning · Statistics 2019-02-27 James Requeima , Will Tebbutt , Wessel Bruinsma , Richard E. Turner

For $m,n\in \mathbb{N}$, let $0 < \alpha_i,\beta_j,\lambda_{ij} \leq 1$ be such that $\sum_{j=1}^n \lambda_{ij} = \alpha_i$, $\sum_{i=1}^m \lambda_{ij} = \beta_j$, and $\sum_{i=1}^m \alpha_i = \sum_{j=1}^n \beta_j \leq 1$. We prove that the…

Classical Analysis and ODEs · Mathematics 2019-11-07 Frédéric Ouimet

We prove a very general sharp inequality of the H\"older--Young--type for functions defined on infinite dimensional Gaussian spaces. We begin by considering a family of commutative products for functions which interpolates between the…

Probability · Mathematics 2015-04-24 Paolo Da Pelo , Alberto Lanconelli , Aurel I. Stan

The Hilali conjecture claims that a simply connected rationally elliptic space $X$ satisfies the inequality $\operatorname{dim} (\pi_*(X)\otimes \mathbb Q ) \leqq \operatorname{dim} H_*(X;\mathbb Q )$. In this paper we show that for any…

Algebraic Topology · Mathematics 2019-12-10 Shoji Yokura