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We present a simple solution to a question posed by Candes, Romberg and Tao on the uniform uncertainty principle for Bernoulli random matrices. More precisely, we show that a rectangular k*n random subgaussian matrix (with k < n) has the…

Statistics Theory · Mathematics 2007-06-13 Shahar Mendelson , Alain Pajor , Nicole Tomczak-Jaegermann

We discuss an approach to compute the first and second moments of the number of eigenvalues $I_N$ that lie in an arbitrary interval of the real line for $N \times N$ Gaussian random matrices. The method combines the standard…

Statistical Mechanics · Physics 2017-11-22 Fernando L. Metz

In this paper, we derive some identities involving special numbers and moments of random variables by using the generating functions of the moments of certain random variables. Here the related special numbers are Stirling numbers of the…

Number Theory · Mathematics 2018-02-06 Taekyun Kim , Yonghong Yao , Dae San Kim , Hyuck-In Kwon

We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some appropriate moment conditions. Our techniques rely on a…

Probability · Mathematics 2009-09-30 Ivan Nourdin , Giovanni Peccati

We consider a notion of uniform thinning for a finite sequence of random variables $(X_1,...,X_n)$ obtained by removing one random variable, uniformly at random. If a triangular array of random variables $(X_{n,k} : n \in \mathbb{N}_+, 1…

Probability · Mathematics 2007-05-23 Shannon Starr

Consider finite sequences $X_{[1,n]}=X_1\dots X_n$ and $Y_{[1,n]}=Y_1\dots Y_n$ of length $n$, consisting of i.i.d.\ samples of random letters from a finite alphabet, and let $S$ and $T$ be chosen i.i.d.\ randomly from the unit ball in the…

Probability · Mathematics 2014-09-30 Raphael Hauser , Heinrich Matzinger , Ionel Popescu

Let \beta_k(n) be the number of self-intersections of order k, appropriately renormalized, for a mean zero random walk X_n in Z^2 with 2+\delta moments. On a suitable probability space we can construct X_n and a planar Brownian motion W_t…

Probability · Mathematics 2007-05-23 Richard F. Bass , Jay Rosen

This article is concerned with an extension of univariate Chebyshev polynomials of the first kind to the multivariate setting, where one chases best approximants to specific monomials by polynomials of lower degree relative to the uniform…

Optimization and Control · Mathematics 2024-10-29 Mareike Dressler , Simon Foucart , Mioara Joldes , Etienne de Klerk , Jean Bernard Lasserre , Yuan Xu

Consider Bernoulli(1/2) percolation on $\mathbb{Z}^d$, and define a perfect matching between open and closed vertices in a way that is a deterministic equivariant function of the configuration. We want to find such matching rules that make…

Probability · Mathematics 2020-05-11 Adam Timar

We consider the problem of distilling uniform random bits from an unknown source with a given $p$-entropy using linear hashing. As our main result, we estimate the expected $p$-divergence from the uniform distribution over the ensemble of…

Information Theory · Computer Science 2025-06-06 Madhura Pathegama , Alexander Barg

In this note we present a series expansion of inverse moments of a non-negative discrete random variate in terms of its factorial cumulants, based on the Poisson-Charlier expansion of a discrete distribution. We apply the general method to…

Statistics Theory · Mathematics 2008-09-25 Koenraad M. R. Audenaert

Let $X_1,..., X_n$ be i.i.d.\ copies of a random variable $X=Y+Z,$ where $ X_i=Y_i+Z_i,$ and $Y_i$ and $Z_i$ are independent and have the same distribution as $Y$ and $Z,$ respectively. Assume that the random variables $Y_i$'s are…

Statistics Theory · Mathematics 2018-04-17 Shota Gugushvili , Bert van Es , Peter Spreij

A complete answer to the question about subspaces generated by $\{\pm 1\}$-vectors, which arose in the work of I.Kanter and H.Sompolinsky on associative memories, is given. More precisely, let vectors $v_1, \ldots , v_p,$ $p\leq n-1,$ be…

Combinatorics · Mathematics 2024-05-09 Anwar A. Irmatov

Consider a random $n\times n$ zero-one matrix with "density" $p$, sampled according to one of the following two models: either every entry is independently taken to be one with probability $p$ (the "Bernoulli" model), or each row is…

Combinatorics · Mathematics 2021-04-22 Asaf Ferber , Matthew Kwan , Lisa Sauermann

We present a combinatorial approach to rigorously show the existence of fixed points, periodic orbits, and symbolic dynamics in discrete-time dynamical systems, as well as to find numerical approximations of such objects. Our approach…

Dynamical Systems · Mathematics 2017-06-28 Marian Gidea , Yitzchak Shmalo

In studying the enumerative theory of super characters' of the group of upper triangular matrices over a finite field we found that the moments (mean, variance and higher moments) of novel statistics on set partitions have simple closed…

Combinatorics · Mathematics 2013-06-12 Bobbie Chern , Persi Diaconis , Daniel M. Kane , Robert C. Rhoades

We use moment method to understand the cycle structure of the composition of independent invariant permutations. We prove that under a good control on fixed points and cycles of length 2, the limiting joint distribution of the number of…

Combinatorics · Mathematics 2019-10-10 Mohamed Slim Kammoun , Mylène Maïda

Given random variables $X$ and $Y$ having finite moments of all orders, their uncorrelatedness set is defined as the set of all pairs $(j,k)\in{\mathbb N}^2,$ for which $X^j$ and $Y^k$ are uncorrelated. It is known that, broadly put, any…

Probability · Mathematics 2018-11-27 Mehmet Turan , Sofiya Ostrovska , Ahmet Yaşar Özban

We investigate moment sequences of probability measures on $E\subset\mathbb{R}$ under constraints of certain moments being fixed. This corresponds to studying sections of $n$-th moment spaces, i.e. the spaces of moment sequences of order…

Probability · Mathematics 2022-12-12 Holger Dette , Dominik Tomecki , Martin Venker

The present paper concentrates on the analogues of Rosenthal's inequalities for ordinary and decoupled bilinear forms in symmetric random variables. More specifically, we prove the exact moment inequalities for these objects in terms of…

Probability · Mathematics 2007-05-23 R. Ibragimov , Sh. Sharakhmetov , A. Cecen