Related papers: Limiting Root Distribution of Random Log-concave P…
We provide a general framework for proving asymptotic equidistribution, convexity, and log concavity of coefficients of generating functions on arithmetic progressions. Our central tool is a variant of Wright's Circle Method proved by two…
In the paper we study characterizations of probability measures in free probability. By constancy of regressions for random variable $\V(\I-\U)\V$ given by $\V\U\V$, where $\U$ and $\V$ are free, we characterize free Poisson and free…
We give a stochastic comparison and ordering of the Tracy-Widom distribution with parameter $\beta$. In particular, we show that as $\beta$ grows, the Tracy-Widom random variables get smaller modulo a multiplicative coefficient.
The study of sums of possibly associated Bernoulli random variables has been hampered by an asymmetry between positive correlation and negative correlation. The Conway-Maxwell Binomial (COMB) distribution and its multivariate extension, the…
We introduce the beta generalized normal distribution which is obtained by compounding the beta and generalized normal [Nadarajah, S., A generalized normal distribution, \emph{Journal of Applied Statistics}. 32, 685--694, 2005]…
The Kac polynomial $$f_n(x) = \sum_{i=0}^{n} \xi_i x^i$$ with independent coefficients of variance 1 is one of the most studied models of random polynomials. It is well-known that the empirical measure of the roots converges to the uniform…
We study the expected volume of random polytopes generated by taking the convex hull of independent identically distributed points from a given distribution. We show that for log-concave distributions supported on convex bodies, we need at…
Bi-log-concavity of probability measures is a univariate extension of the notion of log-concavity that has been recently proposed in a statistical literature. Among other things, it has the nice property from a modelisation perspective to…
In a uniform random recursive k-dag, there is a root, 0, and each node in turn, from 1 to n, chooses k uniform random parents from among the nodes of smaller index. If S_n is the shortest path distance from node n to the root, then we…
We give a streamlined proof of a quantitative version of a result from [DG1] which is crucial for the proof of universality in the bulk [DG1] and also at the edge [DG2] for orthogonal and symplectic ensembles of random matrices. As a…
We investigate stochastic comparisons between exponential family distributions and their mixtures with respect to the usual stochastic order, the hazard rate order, the reversed hazard rate order, and the likelihood ratio order. A general…
We establish a new comparison between the Legendre transform of the cumulant generating function and the half-space depth of an arbitrary log-concave probability distribution on the real line, that carries on to the multidimensional…
We study the asymptotic distribution of zeros for the random polynomials $P_n(z) = \sum_{k=0}^n A_k B_k(z)$, where $\{A_k\}_{k=0}^{\infty}$ are non-trivial i.i.d. complex random variables. Polynomials $\{B_k\}_{k=0}^{\infty}$ are…
We provide an elementary geometric derivation of the Kac integral formula for the expected number of real zeros of a random polynomial with independent standard normally distributed coefficients. We show that the expected number of real…
We present an extension of the famous Littlewood-Offord problem when Bernoulli distributions are replaced with discrete log-concave distributions. A variant of the Littlewood-Offord problem for arithmetic progressions, as well as an…
The use of continuous probability distributions has been widespread in problems with purely discrete nature. In general, such distributions are not appropriate in this scenario. In this paper, we introduce a class of discrete and asymmetric…
Let $r=r(n)$ be a sequence of integers such that $r\leq n$ and let $X_1,\ldots,X_{r+1}$ be independent random points distributed according to the Gaussian, the Beta or the spherical distribution on $\mathbb{R}^n$. Limit theorems for the…
An important theme in recent work in asymptotic geometric analysis is that many classical implications between different types of geometric or functional inequalities can be reversed in the presence of convexity assumptions. In this note,…
We analyze the density of roots of random polynomials where each complex coefficient is constructed of a random modulus and a fixed, deterministic phase. The density of roots is shown to possess a singular component only in the case for…
Consider a random trigonometric polynomial $X_n: \mathbb R \to \mathbb R$ of the form $$ X_n(t) = \sum_{k=1}^n \left( \xi_k \sin (kt) + \eta_k \cos (kt)\right), $$ where $(\xi_1,\eta_1),(\xi_2,\eta_2),\ldots$ are independent identically…