Related papers: What Intraclass Covariance Structures Can Symmetri…

For a random variable $N = 0, 1, 2, \ldots$ we study the following question: When does the sum of $N$ many independent and identically distributed copies of a random variable $X$ have the same law a a nontrivial rescaling of $X$? We show…

A complete characterization of the asymptotic singularity probability of random circulant Bernoulli matrices is given for all values of the probability parameter.

Linear structural equation models are multivariate statistical models encoded by mixed graphs. In particular, the set of covariance matrices for distributions belonging to a linear structural equation model for a fixed mixed graph $G=(V,…

Let $\mathbb{S}_n$ denote the symmetric group on $[n]=\{1,\ldots,n\}$ with the uniform probability measure. For a permutation $\pi \in \mathbb{S}_n$ let $X_{\pi}$ denote the simplicial complex on the vertex set $[n]$ whose simplices are all…

Many data-science applications involve detecting a shared signal between two high-dimensional variables. Using random matrix theory methods, we determine when such signal can be detected and reconstructed from sample correlations, despite…

Let $(X_1,X_2,...)$ be a random partition of the unit interval $[0,1]$, i.e. $X_i\geq0$ and $\sum_{i\geq1} X_i=1$, and let $(\varepsilon_1,\varepsilon_2,...)$ be i.i.d. Bernoulli random variables of parameter $p \in (0,1)$. The Bernoulli…

The properties of the normal distribution under linear transformation, as well the easy way to compute the covariance matrix of marginals and conditionals, offer a unique opportunity to get an insight about several aspects of uncertainties…

In this paper, we investigate the eigenvalue distribution of a class of kernel random matrices whose $(i,j)$-th entry is $f(X_i,X_j)$ where $f$ is a symmetric function belonging to the Paley-Wiener space $\mathcal{B}_c$ and $(X_i)_{1\leq i…

We consider random stochastic matrices $M$ with elements given by $M_{ij}=|U_{ij}|^2$, with $U$ being uniformly distributed on one of the classical compact Lie groups or associated symmetric spaces. We observe numerically that, for large…

We consider ensembles of real symmetric band matrices with entries drawn from an infinite sequence of exchangeable random variables, as far as the symmetry of the matrices permits. In general the entries of the upper triangular parts of…

To any Hamiltonian action of a reductive algebraic group $G$ on a smooth irreducible symplectic variety $X$ we associate certain combinatorial invariants: Cartan space, Weyl group, weight and root lattices. For cotangent bundles our…

We find particular relations which we call "Bernoulli-type" in some noncommutative polynomial ring with a single nontrivial relation. More precisely, our ring is isomorphic to the universal enveloping algebra of a two-dimensional…

Model sets (also called cut and project sets) are generalizations of lattices, and multi-component model sets are generalizations of lattices with colourings. In this paper, we study self-similarities of multi-component model sets. The main…

We show that correlation matrices with particular average and variance of the correlation coefficients have a notably restricted spectral structure. Applying geometric methods, we derive lower bounds for the largest eigenvalue and the…

We have discussed earlier the correlation functions of the random variables $\det(\la-X)$ in which $X$ is a random matrix. In particular the moments of the distribution of these random variables are universal functions, when measured in the…

First order invariants of generic immersions of manifolds of dimension nm-1 into manifolds of dimension n(m+1)-1, m,n>1 are constructed using the geometry of self-intersections. The range of one of these invariants is related to Bernoulli…

Let $n \ge 3$ be an integer. Let $P_n = \{1, 2, 3, ..., n-1, n \}$ and let $S_n$ be the symmetric group of permutations on $P_n$. Motivated by the theory of discrete dynamical systems on the interval, we associate each permutation $\si_n$…

Recently we introduced a new class of relations for Bernoulli symmetric polynomials. This manuscript shows that these relations are valid for arbitrary homogeneous symmetric polynomial. Analysis of these relations leads to the discovery of…

The paper is devoted to infinite Bernoulli convolutions generated by positive multigeometric series and to probability distributions of random variables whose digits in an even integer base-$s$ expansion with two redundant digits form a…

In this note we discuss uniform integrability of random variables. In a probability space, we introduce two new notions on uniform integrability of random variables, and prove that they are equivalent to the classic one. In a sublinear…