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In this paper, we characterize the convergence of the (rescaled logarithmic) empirical spectral distribution of wavelet random matrices. We assume a moderately high-dimensional framework where the sample size $n$, the dimension $p(n)$ and,…

Probability · Mathematics 2024-01-08 Patrice Abry , Gustavo Didier , Oliver Orejola , Herwig Wendt

The delay experienced by a probe due to interactions with a scattering media is highly related to the internal dynamics inside that media. This property is well captured by the Wigner delay time and the resonance widths. By the use of the…

Disordered Systems and Neural Networks · Physics 2025-04-25 K. B. Hidalgo-Castro , L. A. Razo-López , A. M. Martínez-Argüello , J. A. Méndez-Bermúdez

By using the independence structure of points following a determinantal point process, we study the radii of the spherical ensemble, the truncation of the circular unitary ensemble and the product ensemble with parameter n and k. The…

Probability · Mathematics 2014-11-10 Tiefeng Jiang , Yongcheng Qi

When split conformal prediction operates in batch mode with exchangeable data, we determine the exact distribution of the empirical coverage of prediction sets produced for a finite batch of future observables, as well as the exact…

Statistics Theory · Mathematics 2025-01-23 Paulo C. Marques F

A quantum system (with Hilbert space $\mathscr{H}_1$) entangled with its environment (with Hilbert space $\mathscr{H}_2$) is usually not attributed a wave function but only a reduced density matrix $\rho_1$. Nevertheless, there is a precise…

Mathematical Physics · Physics 2016-06-07 Sheldon Goldstein , Joel L. Lebowitz , Christian Mastrodonato , Roderich Tumulka , Nino Zanghi

In applied research, Lee (2009) bounds are widely applied to bound the average treatment effect in the presence of selection bias. This paper extends the methodology of Lee bounds to accommodate outcomes in a general metric space, such as…

Econometrics · Economics 2026-01-15 Daisuke Kurisu , Yuta Okamoto , Taisuke Otsu

A runtime analysis of the Univariate Marginal Distribution Algorithm (UMDA) is presented on the OneMax function for wide ranges of its parameters $\mu$ and $\lambda$. If $\mu\ge c\log n$ for some constant $c>0$ and…

Neural and Evolutionary Computing · Computer Science 2018-06-08 Carsten Witt

Analysing statistical properties of the normal forms of random braids, we observe that, except for an initial and a final region whose lengths are uniformly bounded (that is, the bound is independent of the length of the braid), the…

Group Theory · Mathematics 2014-06-24 Volker Gebhardt , Stephen Tawn

We study the universality property of estimators for high-dimensional linear models, which implies that the distribution of estimators is independent of whether the covariates follow a Gaussian distribution. Recent developments in…

Statistics Theory · Mathematics 2025-10-14 Toshiki Tsuda , Masaaki Imaizumi

Probability distributions defined on the unit interval are widely used in fields ranging from econometrics to reliability studies. Traditional models such as the beta and Kumaraswamy distributions are well-established due to their…

Methodology · Statistics 2026-03-04 Roberto Vila , Helton Saulo , Poliana Matos , Subhankar Dutta

We investigate a generalized empirical likelihood approach in a two-group setting where the constraints on parameters have a form of U-statistics. In this situation, the summands that consist of the constraints for the empirical likelihood…

Methodology · Statistics 2015-05-04 Jihnhee Yu , Luge Yang , Albert Vexler , Alan D. Hutson

This paper studies the properties of the probability density function $p_{\alpha,\nu, n}(\mathbf{x})$ of the $n$-variate generalized Linnik distribution whose characteristic function $\varphi_{\alpha,\nu,n}(\boldsymbol{t})$ is given by…

Probability · Mathematics 2010-11-05 S. C. Lim , L. P. Teo

We report on systematic measurements of the distribution of normal forces exerted by granular material under uniaxial compression onto the interior surfaces of a confining vessel. Our experiments on three-dimensional, random packings of…

Materials Science · Physics 2009-10-31 Daniel M. Mueth , Heinrich M. Jaeger , Sidney R. Nagel

The Hartman-Watson distribution with density $f_r(t)$ is a probability distribution defined on $t \geq 0$ which appears in several problems of applied probability. The density of this distribution is expressed in terms of an integral…

Probability · Mathematics 2024-12-20 Dan Pirjol

The analytic inference, e.g. predictive distribution being in closed form, may be an appealing benefit for machine learning practitioners when they treat wide neural networks as Gaussian process in Bayesian setting. The realistic widths,…

Disordered Systems and Neural Networks · Physics 2023-08-01 Chi-Ken Lu

In this paper, we develop a general machinery for finding explicit uniform probability and moment bounds on sub-additive positive functionals of random processes. Using the developed general technique, we derive uniform bounds on the…

Probability · Mathematics 2012-02-09 Alexander Goldenshluger , Oleg Lepski

We present a new unified theory of critical finite-size scaling for lattice statistical mechanical models with periodic boundary conditions above the upper critical dimension. Our theory is based on recent mathematically rigorous results…

Statistical Mechanics · Physics 2026-03-02 Yucheng Liu , Jiwoon Park , Gordon Slade

Fr\'echet means, conceptually appealing, generalize the Euclidean expectation to general metric spaces. We explore how well Fr\'echet means can be estimated from independent and identically distributed samples and uncover a fundamental…

Statistics Theory · Mathematics 2024-02-20 Shayan Hundrieser , Benjamin Eltzner , Stephan F. Huckemann

In this paper we show that the empirical eigenvalue distribution of any sample covariance matrix generated by independent copies of a stationary regular sequence has a limiting distribution depending only on the spectral density of the…

Probability · Mathematics 2014-08-12 Florence Merlevede , Magda Peligrad

The time dependence of the survival probability, S(t), is determined for diffusing particles in two dimensions which are also driven by a random unidirectional zero-mean velocity field, v_x(y). For a semi-infinite system with unbounded y…

Statistical Mechanics · Physics 2009-10-30 Sidney Redner
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