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Consider random matrices $A$, of dimension $m\times (m+n)$, drawn from an ensemble with probability density $f(\rmtr AA^\dagger)$, with $f(x)$ a given appropriate function. Break $A = (B,X)$ into an $m\times m$ block $B$ and the…

We study the large-width asymptotics of random fully connected neural networks with weights drawn from $\alpha$-stable distributions, a family of heavy-tailed distributions arising as the limiting distributions in the Gnedenko-Kolmogorov…

In this paper we consider Wigner random matrices -- symmetric n by n random matrices whose entries are independent identically distributed real random variables. We prove that the probability distribution of one or several eigenvalues close…

We compute the Tracy-Widom distribution describing the asymptotic distribution of the largest eigenvalue of a large random matrix by solving a boundary-value problem posed by Bloemendal in his Ph.D. Thesis (2011). The distribution is…

This paper provides a precise error analysis for the maximum likelihood estimate $\hat{a}_{\text{ML}}(u_1^n)$ of the parameter $a$ given samples $u_1^n = (u_1, \ldots, u_n)'$ drawn from a nonstationary Gauss-Markov process $U_i = a U_{i-1}…

Consider a nonparametric regression model with one-sided errors and regression function in a general H\"older class. We estimate the regression function via minimization of the local integral of a polynomial approximation. We show uniform…

In wireless networks, the knowledge of nodal distances is essential for several areas such as system configuration, performance analysis and protocol design. In order to evaluate distance distributions in random networks, the underlying…

In this paper we calculate, in the large N limit, the eigenvalue density of an infinite product of random unitary matrices, each of them generated by a random hermitian matrix. This is equivalent to solving unitary diffusion generated by a…

Gaussian distributions can be generalized from Euclidean space to a wide class of Riemannian manifolds. Gaussian distributions on manifolds are harder to make use of in applications since the normalisation factors, which we will refer to as…

In this paper, we derive the explicit series expansion of the eigenvalue distribution of various models, namely the case of non-central Wishart distributions, as well as correlated zero mean Wishart distributions. The tools used extend…

By use of window functions, time-frequency analysis tools like Short Time Fourier Transform overcome a shortcoming of the Fourier Transform and enable us to study the time- frequency characteristics of signals which exhibit transient os-…

A spectral average which generalises the local spacing distribution of the eigenvalues of random $ N\times N $ hermitian matrices in the bulk of their spectrum as $ N\to\infty $ is known to be a $\tau$-function of the fifth Painlev\'e…

Let $2 \le N\in\mathbb{N}$, $\Omega$ be a bounded open in $\mathbb{R}^{N}$, $T\in (0,\infty)$, $Q=\Omega\times (0,T)$, $u$ be a weak solution of parabolic equation $\displaystyle \frac{\partial u}{\partial t} -Lu= f$, where $L$ is an…

We give a distribution-dependent concentration inequality for functions of independent variables. The result extends Bernstein's inequality from sums to more general functions, whose variation in any argument does not depend too much on the…

We study numerically the zero temperature Random Field Ising Model on cubic lattices of various linear sizes $ 6 \le L \le 90 $ in three dimensions with the purpose of verifying the validity of universality for disordered systems. For each…

In this article, we study high-dimensional behavior of empirical spectral distributions $\{L_N(t), t\in[0,T]\}$ for a class of $N\times N$ symmetric/Hermitian random matrices, whose entries are generated from the solution of stochastic…

We study scaling limits of periodically weighted skew plane partitions with semilocal interactions and general boundary conditions. The semilocal interactions correspond to the Macdonald symmetric functions which are $(q,t)$-deformations of…

We study nonlinear diffusion problems of the form $u_t=u_{xx}+f(u)$ with free boundaries. Such problems may be used to describe the spreading of a biological or chemical species, with the free boundary representing the expanding front. For…

The zero bias distribution $W^*$ of $W$, defined though the characterizing equation $\mathit{EW}f(W)=\sigma^2Ef'(W^*)$ for all smooth functions $f$, exists for all $W$ with mean zero and finite variance $\sigma^2$. For $W$ and $W^*$ defined…

The paper aims at finding widely and smoothly defined nonparametric location and scatter functionals. As a convenient vehicle, maximum likelihood estimation of the location vector m and scatter matrix S of an elliptically symmetric t…