Related papers: Integrals over Grassmannians and Random permutatio…

Let $(P_n(x;z;\lambda))_{n\geq 0}$ be the sequence of monic orthogonal polynomials with respect to the symmetric linear functional $\mathbf{s}$ defined by $$\langle\mathbf{s},p\rangle=\int_{-1}^1 p(x)(1-x^2)^{(\lambda-1/2)}…

The maximum correlation of functions of a pair of random variables is an important measure of stochastic dependence. It is known that this maximum nonlinear correlation is identical to the absolute value of the Pearson correlation for a…

Consider the binomial model $G^{d+1}(n,p)$ of the random $(d+1)$-uniform hypergraph on $n$ vertices, where each edge is present, independently of one another, with probability $p:\mathbb{N}\to[0,1]$. We prove that, for all…

We consider the distribution of the sum and the maximum of a collection of independent exponentially distributed random variables. The focus is laid on the explicit form of the density functions (pdf) of non-i.i.d. sequences. Those are…

A general piecewise (including pointwise) probability distribution with space-saving notation and its hierarchical particular cases are considered. The explicit closed-form normalization, expectation, and variance formulas along with the…

Embedding Feynman integrals in Grassmannians, we can write Feynman integrals as some finite linear combinations of generalized hypergeometric functions. In this paper we present a general method to obtain Gauss relations among those…

We consider Gaussian subordinated L\'evy fields (GSLFs) that arise by subordinating L\'evy processes with positive transformations of Gaussian random fields on some spatial domain $\mathcal{D}\subset \mathbb{R}^d$, $d\geq 1$. The resulting…

Integral expressions for positive-part moments E X_+^p (p>0) of random variables X are presented, in terms of the Fourier-Laplace or Fourier transforms of the distribution of X. A necessary and sufficient condition for the validity of such…

In this paper, we address the problem of testing independence between two high-dimensional random vectors. Our approach involves a series of max-sum tests based on three well-known classes of rank-based correlations. These correlation…

The paper considers so-called adaptive estimations of regression, distribution density and spectral density of a Gaussian stationary sequence, asymptotically optimal in order at a growing number of observation on any regular subspace…

Symmetries in the Lagrangian formalism of arbitrary order are analysed with the help of the so-called Anderson-Duchamp-Krupka equations. For the case of second order equations and a scalar field we establish a polynomial structure in the…

Consider n unit intervals, say [1,2], [3,4], ..., [2n-1,2n]. Identify their endpoints in pairs at random, with all (2n-1)!! = (2n-1) (2n-3) ... 3 1 pairings being equally likely. The result is a collection of cycles of various lengths, and…

The relativistic Hopfield model constitutes a generalization of the standard Hopfield model that is derived by the formal analogy between the statistical-mechanic framework embedding neural networks and the Lagrangian mechanics describing a…

Working with a rather general notion of independence, we provide a transference method which allows to compare the p-norm of sums of independent copies with the p-norm of sums of free copies. Our main technique is to construct explicit…

We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…

A correlation is a binary vector that encodes all possible positions of overlaps of two words, where an overlap for an ordered pair of words (u,v) occurs if a suffix of word u matches a prefix of word v. As multiple pairs can have the same…

We give, as $L$ grows to infinity, an explicit lower bound of order $L^{n/m}$ for the expected Betti numbers of the vanishing locus of a random linear combination of eigenvectors of $P$ with eigenvalues below $L$. Here, $P$ denotes an…

Several classical results on boundary crossing probabilities of Brownian motion and random walks are extended to asymptotically Gaussian random fields, which include sums of i.i.d. random variables with multidimensional indices,…

We consider a weighted family of $n$ generic parallelly translated hyperplanes in $\C^k$ and describe the characteristic variety of the Gauss-Manin differential equations for associated hypergeometric integrals. The characteristic variety…

Let $f_1, f_2, ..., f_n$ be a family of independent copies of a given random variable f in a probability space $(\Omega, \mathcal{F}, \mu)$. Then, the following equivalence of norms holds whenever $1 \le q \le p < \infty$…