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Variational methods for parameter estimation are an active research area, potentially offering computationally tractable heuristics with theoretical performance bounds. We build on recent work that applies such methods to network data, and…

Statistics Theory · Mathematics 2013-10-30 Peter Bickel , David Choi , Xiangyu Chang , Hai Zhang

We consider parameterized exponential integrals coming from the time evolution of the probability distribution of Brownian motion on globally subanalytic sets. We establish definability results and asymptotic expansions.

Classical Analysis and ODEs · Mathematics 2017-10-20 Tobias Kaiser , Julia Ruppert

Let $M_n$ be an $n$ by $n$ random matrix where each entry is +1 or -1 independently with probability 1/2. Our main result implies that the probability that $M_n$ is singular is at most $(1/\sqrt{2} + o(1))^n$, improving on the previous best…

Combinatorics · Mathematics 2009-05-05 Jean Bourgain , Van Vu , Philip Matchett Wood

We study n by n symmetric random matrices H, possibly discrete, with iid above-diagonal entries. We show that H is singular with probability at most exp(-n^c), and the spectral norm of the inverse of H is O(sqrt{n}). Furthermore, the…

Probability · Mathematics 2014-03-05 Roman Vershynin

The spectra of random feature matrices provide essential information on the conditioning of the linear system used in random feature regression problems and are thus connected to the consistency and generalization of random feature models.…

Machine Learning · Statistics 2022-12-13 Zhijun Chen , Hayden Schaeffer , Rachel Ward

In this work is presented a study on matrix biorthogonal polynomials sequences that satisfy a nonsymmetric recurrence relation with unbounded coefficients. The ratio asymptotic for this family of matrix biorthogonal polynomials is derived…

Classical Analysis and ODEs · Mathematics 2017-10-05 Amilcar Branquinho , Juan Carlos García-Ardila , Francisco Marcellán

We study random uniform permutations in an important class of pattern-avoiding permutations: the separable permutations. We describe the asymptotics of the number of occurrences of any fixed given pattern in such a random permutation in…

Probability · Mathematics 2018-10-18 Frédérique Bassino , Mathilde Bouvel , Valentin Féray , Lucas Gerin , Adeline Pierrot

We study the universal properties of distributions of eigenvalues of random matrices in the large $N$ limit. The distributions fall in universality classes characterized entirely by the support of the spectral density.

Condensed Matter · Physics 2009-10-28 J. Ambjorn , G. Akemann

We consider a class of random banded Hessenberg matrices with independent entries having identical distributions along diagonals. The distributions may be different for entries belonging to different diagonals. For a sequence of $n\times n$…

Probability · Mathematics 2023-08-30 Abey López-García , Vasiliy A. Prokhorov

Given natural parameters s and r, where $2\leq s\leq r$, we consider the distribution of a random variable $\xi=\sum\limits_{k=1}^{\infty}s^{-k}\xi_k\equiv\Delta^{r_s}_{\xi_1\xi_2...\xi_k...},$ where $(\xi_k)$ is a sequence of independent…

Probability · Mathematics 2026-01-06 Mykola Pratsiovytyi , Sofiia Ratushniak

In this manuscript, we study the limiting distribution for the joint law of the largest and the smallest singular values for random circulant matrices with generating sequence given by independent and identically distributed random elements…

Probability · Mathematics 2023-05-05 Gerardo Barrera , Paulo Manrique-Mirón

In the paper is discussed complete probabilistic description of quantum systems with application to multiqubit quantum computations. In simplest case it is a set of probabilities of transitions to some fixed set of states. The probabilities…

Quantum Physics · Physics 2007-05-23 Alexander Yu. Vlasov

This work sets the matrix variate Birnbaum-Saunders theory in the context of singular distributions and elliptical models. The so termed singular matrix variate generalised Birnbaum-Saunders distribution is obtained with respect the…

Statistics Theory · Mathematics 2019-12-23 José A. Díaz-García , Francisco J. Caro-Lopera

The distribution of the spectral numbers of an isolated hypersurface singularity is studied in terms of the Bernoulli moments. These are certain rational linear combinations of the higher moments of the spectral numbers. They are related to…

Algebraic Geometry · Mathematics 2007-05-23 Thomas Brélivet , Claus Hertling

We introduce new method for generating correlated or uncorrelated Bernoulli random variables by using the binary expansion of a continuous random variable with support on the unit interval. We show that when this variable has a symmetric…

Probability · Mathematics 2023-09-11 Francisco Marcos de Assis , Juliana Martins de Assis , Micael Andrade Dias

This paper is concerned with the causally symmetric version of the familiar de Broglie-Bohm interpretation, this version allowing the spacelike nonlocality and the configuration space ontology of the original model to be avoided via the…

Quantum Physics · Physics 2025-02-24 Roderick Sutherland

We show that finite rank perturbations of certain random matrices fit in the framework of infinitesimal (type B) asymptotic freeness. This can be used to explain the appearance of free harmonic analysis (such as subordination functions…

Probability · Mathematics 2015-09-30 D. Shlyakhtenko

We present new and streamlined proofs of various formulae for products and ratios of characteristic polynomials of random Hermitian matrices that have appeared recently in the literature.

Mathematical Physics · Physics 2015-06-26 Jinho Baik , Percy Deift , Eugene Strahov

Let $M_n$ be an $n\times n$ random matrix with i.i.d. Bernoulli(p) entries. We show that there is a universal constant $C\geq 1$ such that, whenever $p$ and $n$ satisfy $C\log n/n\leq p\leq C^{-1}$, \begin{align*} {\mathbb…

Probability · Mathematics 2020-04-08 Alexander E. Litvak , Konstantin E. Tikhomirov

In this work, we study convergence in probability and almost sure convergence for weighted partial sums of random variables that are related to the class of generalized Oppenheim expansions. It is worth noting that the random variables…

Probability · Mathematics 2022-07-21 Rita Giuliano , Milto Hadjikyriakou