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We compute the limiting distributions of the lengths of the longest monotone subsequences of random (signed) involutions with or without conditions on the number of fixed points (and negated points) as the sizes of the involutions tend to…
The purpose of this paper is to give some refined results about the distribution of resonances in potential scattering. We use techniques and results from one and several complex variables, including properties of functions of completely…
The limit Gaussian distribution of multivariate weighted functionals of nonlinear transformations of Gaussian stationary processes, having multiple singular spectra, is derived, under very general conditions on the weight function. This…
We study limit distributions of independent random matrices as well as limit joint distributions of their blocks under normalized partial traces composed with classical expectation. In particular, we are concerned with the ensemble of…
We study mod-$\varphi$ convergence of several probability distributions on the set of positive integers that involve Stirling numbers of both kinds and, as a consequence, derive various limit theorems for these distributions. We also derive…
Diffusion of information in networks is at the core of many problems in AI. Common examples include the spread of ideas and rumors as well as marketing campaigns. Typically, information diffuses at a non-linear rate, for example, if markets…
In this work, we obtain the central limit theorem for fluctuations of Young diagrams around their limit shape in the bulk of the "spectrum" of partitions of a large integer n (under the Plancherel measure). More specifically, we show that,…
The Tracy-Widom distribution that has been much studied in recent years can be thought of as an extreme value distribution. We discuss interpolation between the classical extreme value distribution $\exp(-\exp(-x))$, the Gumbel distribution…
In statistical problems, a set of parameterized probability distributions is used to estimate the true probability distribution. If Fisher information matrix at the true distribution is singular, then it has been left unknown what we can…
A central limit theorem for binary tree is numerically examined. Two types of central limit theorem for higher-order branches are formulated. A topological structure of a binary tree is expressed by a binary sequence, and the…
The paper presents new simple sharp bounds for transition density functions for time-homogeneous diffusions processes. The bounds are obtained under mild conditions on the drift and diffusion coefficients, extending and substantially…
Tight bounds for several symmetric divergence measures are derived in terms of the total variation distance. It is shown that each of these bounds is attained by a pair of 2 or 3-element probability distributions. An application of these…
In this paper, we consider limit laws for the model, which is a generalisation of the random energy model (REM) to the case when the energy levels have the mixture distribution. More precisely, the distribution of the energy levels is…
Let $\bY =\bR+\bX$ be an $M\times N$ matrix, where $\bR$ is a rectangular diagonal matrix and $\bX$ consists of $i.i.d.$ entries. This is a signal-plus-noise type model. Its signal matrix could be full rank, which is rarely studied in…
Let $(Y_n)_n$ be a sequence of $\mathbb{R}^d$-valued random variables. Suppose that the generating function \[f(x, z) = \sum_{n = 0}^\infty \varphi_{Y_n}(x) z^n,\] where $\varphi_{Y_n}$ is the characteristic function of $Y_n$, extends to a…
We estimate the expected number of limit cycles situated in a neighbourhood of the origin of a planar polynomial vector field. Our main tool is a distributional inequality for the number of zeros of some families of univariate holomorphic…
The generating functions for the gauge theory observables are often represented in terms of the unitary matrix integrals. In this work, the perturbative and non-perturbative aspects of the generic multi-critical unitary matrix models are…
Two-sided bounds are explored for concentration functions and R\'enyi entropies in the class of discrete log-concave probability distributions. They are used to derive certain variants of the entropy power inequalities.
We consider the limiting location and limiting distribution of the largest eigenvalue in real symmetric ($\beta$ = 1), Hermitian ($\beta$ = 2), and Hermitian self-dual ($\beta$ = 4) random matrix models with rank 1 external source. They are…
We study the averaged product of characteristic polynomials of large random matrices in the Gaussian beta-ensemble perturbed by an external source of finite rank. We prove that at the edge of the spectrum, the limiting correlations involve…