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We consider the problem of estimating the mean of a random vector based on $N$ independent, identically distributed observations. We prove the existence of an estimator that has a near-optimal error in all directions in which the variance…

Statistics Theory · Mathematics 2020-10-23 Gabor Lugosi , Shahar Mendelson

For fixed $\alpha \in [0,1]$, consider the set $S_{\alpha,N}$ of dilated squares $\alpha, 4\alpha, 9\alpha, \dots, N^2\alpha \, $ modulo $1$. Rudnick and Sarnak conjectured that for Lebesgue almost all such $\alpha$ the gap-distribution of…

Number Theory · Mathematics 2021-04-22 Niclas Technau , Aled Walker

The coordinates along any fixed direction(s), of points on the sphere $S^{n-1}(\sqrt{n})$, roughly follow a standard Gaussian distribution as $n$ approaches infinity. We revisit this classical result from a nonstandard analysis perspective,…

Probability · Mathematics 2024-10-17 Irfan Alam

The circular law asserts that the empirical distribution of eigenvalues of appropriately normalized $n\times n$ matrix with i.i.d. entries converges to the uniform measure on the unit disc as the dimension $n$ grows to infinity. Consider an…

Probability · Mathematics 2019-03-05 Mark Rudelson , Konstantin Tikhomirov

A measure on a locally compact group is called spread out if one of its convolution powers is not singular with respect to Haar measure. Using Markov chain theory, we conduct a detailed analysis of random walks on homogeneous spaces with…

Dynamical Systems · Mathematics 2023-06-22 Roland Prohaska

The projected normal distribution, also known as the angular Gaussian distribution, is obtained by dividing a multivariate normal random variable $\mathbf{x}$ by its norm $\sqrt{\mathbf{x}^T \mathbf{x}}$. The resulting random variable…

Methodology · Statistics 2025-06-24 Daniel Herrera-Esposito , Johannes Burge

We give a nearly-optimal algorithm for testing uniformity of distributions supported on $\{-1,1\}^n$, which makes $\tilde O (\sqrt{n}/\varepsilon^2)$ queries to a subcube conditional sampling oracle (Bhattacharyya and Chakraborty (2018)).…

Data Structures and Algorithms · Computer Science 2021-02-08 Clément L. Canonne , Xi Chen , Gautam Kamath , Amit Levi , Erik Waingarten

Given an $n \times n$ complex matrix $A$, let $$\mu_{A}(x,y):= \frac{1}{n} |\{1\le i \le n, \Re \lambda_i \le x, \Im \lambda_i \le y\}|$$ be the empirical spectral distribution (ESD) of its eigenvalues $\lambda_i \in \BBC, i=1, ... n$. We…

Probability · Mathematics 2009-04-24 Terence Tao , Van Vu , Manjunath Krishnapur

Consider an ensemble of $N\times N$ non-Hermitian matrices in which all entries are independent identically distributed complex random variables of mean zero and absolute mean-square one. If the entry distributions also possess bounded…

Probability · Mathematics 2007-05-23 B. Rider , Jack W. Silverstein

Let $X$ be a matrix sampled uniformly from the set of doubly stochastic matrices of size $n\times n$. We show that the empirical spectral distribution of the normalized matrix $\sqrt{n}(X-{\mathbf {E}}X)$ converges almost surely to the…

Combinatorics · Mathematics 2014-03-28 Hoi H. Nguyen

Some recent all-loop results on the renormalization of supersymmetric theories are summarized and reviewed. In particular, we discuss how it is possible to construct expressions which do not receive quantum corrections in all orders for…

High Energy Physics - Theory · Physics 2025-12-30 Konstantin Stepanyantz

In this work we are considering the behavior of the limit shape of Young diagrams associated to random permutations on the set $\{1,\dots,n\}$ under a particular class of multiplicative measures. Our method is based on generating functions…

Probability · Mathematics 2014-07-10 Alessandra Cipriani , Dirk Zeindler

The loop $O(n)$ model is a model for a random collection of non-intersecting loops on the hexagonal lattice, which is believed to be in the same universality class as the spin $O(n)$ model. It has been predicted by Nienhuis that for $0\le…

Probability · Mathematics 2020-04-23 Hugo Duminil-Copin , Alexander Glazman , Ron Peled , Yinon Spinka

This work introduces a family of univariate constrained mixtures of generalized normal distributions (CMGND) where the location, scale, and shape parameters can be constrained to be equal across any subset of mixture components. An…

Methodology · Statistics 2025-06-05 Pierdomenico Duttilo , Stefano Antonio Gattone , Alfred Kume

We develop Stein's method for the half-normal distribution and apply it to derive rates of convergence in distributional limit theorems for three statistics of the simple symmetric random walk: the maximum value, the number of returns to…

Probability · Mathematics 2015-11-24 Christian Döbler

We prove that if a rescaled mean curvature flow is a global graph over the round cylinder with small gradient and converges super-exponentially fast, then it must coincide with the cylinder itself. We also show that the result is sharp with…

Differential Geometry · Mathematics 2025-10-28 Yiqi Huang , Xinrui Zhao

We develop a path-integral formalism to study the formation of large-scale structures in the universe. Starting from the equations of motion of hydrodynamics (single-stream approximation) we derive the action which describes the statistical…

Astrophysics · Physics 2009-11-11 Patrick Valageas

In this paper we study the spectrum of the random geometric graph $G(n,r)$, in a regime where the graph is dense and highly connected. In the \erdren $G(n,p)$ random graph it is well known that upon connectivity the spectrum of the…

Probability · Mathematics 2020-04-13 Kartick Adhikari , Robert J. Adler , Omer Bobrowski , Ron Rosenthal

Let $G$ be a group with a non-elementary action on a proper CAT(0) space $X$, and let $\mu$ be a measure on $G$ such that the random walk $(Z_n)_n$ generated by $\mu$ has finite second moment on $X$. Let $o$ be a basepoint in $X$, and…

Group Theory · Mathematics 2024-07-31 Corentin Le Bars

In decision theoretic estimation of parameters in Euclidean space $\mathbb{R}^p$, the action space is chosen to be the convex closure of the estimand space. In this paper, the concept has been extended to the estimation of circular…

Statistics Theory · Mathematics 2016-06-28 Kanika , Somesh Kumar