Related papers: Asymptotic analysis of random matrices with extern…
Many statistical hypotheses can be formulated in terms of polynomial equalities and inequalities in the unknown parameters and thus correspond to semi-algebraic subsets of the parameter space. We consider large sample asymptotics for the…
We establish a large deviation principle for the empirical spectral measure of a sample covariance matrix with sub-Gaussian entries, which extends Bordenave and Caputo's result for Wigner matrices having the same type of entries [7]. To…
We establish the relation between two objects: an integrable system related to Painlev\'e II equation, and the symplectic invariants of a certain plane curve S(TW). This curve describes the average eigenvalue density of a random hermitian…
This paper gives a comprehensive treatment of local uniqueness, asymptotics and numerics for intrinsic means on the circle. It turns out that local uniqueness as well as rates of convergence are governed by the distribution near the…
We provide non-asymptotic bounds for first and higher order inclusion probabilities of the rejective sampling model with various size parameters. Further we derive bounds in the semi-definite ordering for matrices that collect (conditional)…
Asymptotic bootstrap validity is usually understood as consistency of the distribution of a bootstrap statistic, conditional on the data, for the unconditional limit distribution of a statistic of interest. From this perspective, randomness…
We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…
For a pair of quadratic forms with rational coefficients in at least $10$ variables, we prove an asymptotic formula for the number of common zeros under the assumption that the two forms determine a projective variety with exactly two…
Nearest neighbor random walks in the quarter plane that are absorbed when reaching the boundary are studied. The cases of positive and zero drift are considered. Absorption probabilities at a given time and at a given site are made…
We derive source integrals for multipole moments that describe the behaviour of static and axially symmetric spacetimes close to spatial infinity. We assume isolated non-singular sources but will not restrict the matter content otherwise.…
The first paper in this series introduced a \emph{short-to-long mixing} condition that captures mean-field GOE/GUE edge universality in the supercritical sparsity regime, for symmetric/Hermitian random matrices with independent entries and…
In several scale free graph models the asymptotic degree distribution and the characteristic exponent change when only a smaller set of vertices is considered. Looking at the common properties of these models, we present sufficient…
This paper introduces a unified framework for the detection of a source with a sensor array in the context where the noise variance and the channel between the source and the sensors are unknown at the receiver. The Generalized Maximum…
Central limit theorems for the log-volume of a class of random convex bodies in $\mathbb{R}^n$ are obtained in the high-dimensional regime, that is, as $n\to\infty$. In particular, the case of random simplices pinned at the origin and…
Wald-type tests are convenient because they allow one to test a wide array of linear and nonlinear restrictions from a single unrestricted estimator; we focus on the problem of implementing Wald-type tests for nonlinear restrictions. We…
We establish a precise three-term asymptotic expansion, with an optimal estimate of the error term, for the rightmost eigenvalue of an $n\times n$ random matrix with independent identically distributed complex entries as $n$ tends to…
In the present paper, we handle the problem of finding a hypersurface family from a given asymptotic curve in R^4. Using the Frenet frame of the given asymptotic curve, we express the hypersurface as a linear combination of this frame and…
We prove existence of asymptotic entropy of random walks on regular languages over a finite alphabet and we give formulas for it. Furthermore, we show that the entropy varies real-analytically in terms of probability measures of constant…
The asymptotics of a singularly perturbed problem is constructed. describing the transport of a polydisperse impurity in the atmosphere, taking into account the processes of precipitation and wind pick-up, as well as the processes of…
We establish necessary and sufficient conditions on simultaneous symplectic spectral decomposition of a family of $2n \times 2n$ real positive semidefinite matrices with symplectic kernels. We also provide a precise algebraic condition on a…