Related papers: Asymptotic Distribution of Eigenvalues for a Self-…
This paper derives the asymptotic distribution of variance weighted Kolmogorov-Smirnov statistics for conditional moment inequality models for the case of a one dimensional covariate. The asymptotic distribution depends on the data…
We consider a singularly perturbed second order elliptic system in the whole space. The coefficients of the systems fast oscillate and depend both of slow and fast variables. We obtain the homogenized operator and in the uniform norm sense…
We study asymptotic distribution of eigen-values $\omega$ of a quadratic operator polynomial of the following form $(\omega^2-L(\omega))\phi_\omega=0$, where $L(\omega)$ is a second order differential positive elliptic operator with…
We prove a sharp Weyl estimate for the number of eigenvalues belonging to a fixed interval of energy of a self-adjoint difference operator acting on $\ell^2(\epsilon\mathbb{Z}^d)$ if the associated symplectic volume of phase space in…
Consider the task of generating samples from a tilted distribution of a random vector whose underlying distribution is unknown, but samples from it are available. This finds applications in fields such as finance and climate science, and in…
The transmission eigenvalue problem is a type of non-elliptic and non-selfadjoint spectral problem that arises in the wave scattering theory when invisibility/transparency occurs. The transmission eigenfunctions are the interior resonant…
Recent work of Belinschi, Mai and Speicher resulted in a general algorithm to calculate the distribution of any selfadjoint polynomial in free variables. Since many classes of independent random matrices become asymptotically free if the…
We derive asymptotic formulas for central extended binomial coefficients, which are generalizations of binomial coefficients. To do so, we relate the exact distribution of the sum of independent discrete uniform random variables to the…
This paper studies the joint limiting behavior of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model, where the asymptotic regime is such that the dimension and sample size grow…
We consider the self-normalized sums $T_{n}=\sum_{i=1}^{n}X_{i}Y_{i}/\sum_{i=1}^{n}Y_{i}$, where ${Y_{i} : i\geq 1}$ are non-negative i.i.d. random variables, and ${X_{i} : i\geq 1} $ are i.i.d. random variables, independent of ${Y_{i} : i…
We study asymptotics of fiber integrals depending on a large parameter. When the critical fiber is singular, full-asymptotic expansions are established in two different cases : local extremum and isolated real principal type singularities.…
For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…
We study eigenvibrations for inhomogeneous string consisting of two parts with strongly contrasting stiffness and mass density. In this work we treat a critical case for the high frequency approximations, namely the case when the order of…
We develop an asymptotical control theory for one of the simplest distributed oscillating systems, namely, for a closed string under a bounded load applied to a single distinguished point. We find exact classes of string states that admit…
We study the asymptotic behavior of the rank statistic for unimodal sequences. We use analytic techniques involving asymptotic expansions in order to prove asymptotic formulas for the moments of the rank. Furthermore, when appropriately…
We derive the probability distribution of product of two independent random variables, each distributed according the one-dimensional stable law. We represent the density by its power series and its asymptotic expansions. As Fox's…
In this paper we classify the pathwise asymptotic behaviour of the discretisation of a general autonomous scalar differential equation which has a unique and globally stable equilibrium. The underlying continuous equation is subjected to a…
We analyze a stochastic particle system of 5 neighbors. Considering eigenvalue problem of transition matrix, we propose a conjecture that asymptotic distribution of the system is determined by the number of specific local patterns in the…
In this article we recover the distribution function (and possible density) of an arbitrary random variable that is subject to an additive measurement error. This problem is also known as deconvolution and has a long tradition in…
We consider the distribution of the major index on standard tableaux of arbitrary straight shape and certain skew shapes. We use cumulants to classify all possible limit laws for any sequence of such shapes in terms of a simple auxiliary…