Related papers: Extremes of generalized inversions on permutation …

In this article, we obtain a super-exponential rate of convergence in total variation between the traces of the first $m$ powers of an $n\times n$ random unitary matrices and a $2m$-dimensional Gaussian random variable. This generalizes…

We consider a positive stationary generalized Ornstein--Uhlenbeck process \[V_t=\mathrm{e}^{-\xi_t}\biggl(\int_0^t\mathrm{e}^{\xi_{s-}}\ ,\mathrm{d}\eta_s+V_0\biggr)\qquadfor t\geq0,\] and the increments of the integrated generalized…

Models for extreme values are generally derived from limit results, which are meant to be good enough approximations when applied to finite samples. Depending on the speed of convergence of the process underlying the data, these…

Let $G, G_1,\dots,G_N$ be independent copies of a standard gaussian random vector in $\mathbb{R}^d$ and denote by $\Gamma = \sum_{i=1}^N \langle G_i,\cdot\rangle e_i$ the standard gaussian ensemble. We show that, for any set $A\subset…

Let $(X,\mu)$ be a probability space equipped with an invertible, measure-preserving transformation $T\colon X \to X$. We exhibit a wide class of weights $w$ so that whenever $f,g \in L^{\infty}(X)$, the bilinear ergodic averages \[…

We consider the classification problem of a high-dimensional mixture of two Gaussians with general covariance matrices. Using the replica method from statistical physics, we investigate the asymptotic behavior of a general class of…

We study extremal statistics and return intervals in stationary long-range correlated sequences for which the underlying probability density function is bounded and uniform. The extremal statistics we consider e.g., maximum relative to…

We consider the eigenvalues of a large dimensional real or complex Ginibre matrix in the region of the complex plane where their real parts reach their maximum value. This maximum follows the Gumbel distribution and that these extreme…

In this note, we study the Gaussian fluctuations for the Wishart matrices $d^{-1}\mathcal{X}_{n, d}\mathcal{X}^{T}_{n, d}$, where $\mathcal{X}_{n, d}$ is a $n\times d$ random matrix whose entries are jointly Gaussian and correlated with row…

For a nondegenerate projective variety $X$, the Eisenbud-Goto conjecture asserts that $\operatorname{reg}X\leq\operatorname{deg}X-\operatorname{codim}X+1$. Despite the existence of counterexamples, identifying the classes of varieties for…

We study the joint distribution of descents and inverse descents over the set of permutations of n letters. Gessel conjectured that the two-variable generating function of this distribution can be expanded in a given basis with nonnegative…

In this paper we characterize the limiting behavior of sums of extreme values of long range dependent sequences defined as functionals of linear processes with finite variance. The extremal sums behave completely different by compared to…

In this paper we revisited the classical problem of max-sum equivalence of randomly weighted sums in two dimensions. In opposite to the most papers in literature, we consider that there exists some interdependence between the primary random…

In many biological, agricultural, military activity problems and in some quality control problems, it is almost impossible to have a fixed sample size, because some observations are always lost for various reasons. Therefore, the sample…

For a finite abelian group $G$ written additively, and a non-empty subset $A\subset [1,\exp(G)-1]$ the weighted Davenport Constant of $G$ with respect to the set $A$, denoted $D_A(G)$, is the least positive integer $k$ for which the…

We quantify the large deviations of Gaussian extreme value statistics on closed convex sets in d-dimensional Euclidean space. The asymptotics imply that the extreme value distribution exhibits a rate function that is a simple quadratic…

A general model of dialton-Maxwell gravity in two dimensions is investigated. The corresponding one-loop effective action and the generalized $\beta$-functions are obtained. A set of models that are fixed points of the renormalization group…

We consider the spectral gap of a uniformly chosen random $(d_1,d_2)$-biregular bipartite graph $G$ with $|V_1|=n, |V_2|=m$, where $d_1,d_2$ could possibly grow with $n$ and $m$. Let $A$ be the adjacency matrix of $G$. Under the assumption…

For a finite subset $I$ of positive integers, the descent polynomial $\mathcal{D}(I;n)$ counts the number of permutations in $S_n$ that have descent set $I$. We generalize descent polynomials by considering permutations with a specific…

We present a random-matrix realization of a two-dimensional percolation model with the occupation probability $p$. We find that the behavior of the model is governed by the two first extreme eigenvalues. While the second extreme eigenvalue…