Related papers: Expected lengths and distribution functions for Yo…

We prove log-concavity of the lengths of the top rows of Young diagrams under Poissonized Plancherel measure. This is the first known positive result towards a 2008 conjecture of Chen that the length of the top row of a Young diagram under…

We study the number of $k \times r$ plane partitions, weighted on the sum of the first row. Using Erhart reciprocity, we prove an identity for the generating function. For the special case $k=1$ this result follows from the classical theory…

We provide precise asymptotic estimates for the number of several classes of labelled cubic planar graphs, and we analyze properties of such random graphs under the uniform distribution. This model was first analyzed by Bodirsky et al.…

Many functionals of interest in statistics and machine learning can be written as minimizers of expected loss functions. Such functionals are called $M$-estimands, and can be estimated by $M$-estimators -- minimizers of empirical average…

The present paper provides exact expressions for the probability distributions of linear functionals of the two-parameter Poisson--Dirichlet process $\operatorname {PD}(\alpha,\theta)$. We obtain distributional results yielding exact forms…

We study averages of multiplicative eigenvalue statistics in ensembles of orthogonal Haar distributed matrices, which can alternatively be written as Toeplitz+Hankel determinants. We obtain new asymptotics for symbols with Fisher-Hartwig…

In this paper the asymptotic distribution of estimators is derived in a general regression setting where rank restrictions on a submatrix of the coefficient matrix are imposed and the regressors can include stationary or I(1) processes.…

We show that Haar measures of connected semisimple groups, embedded via a representation into a matrix space, have a homogeneous asymptotic limit when viewed from far away and appropriately rescaled. This is still true if the Haar measure…

We further develop the asymptotic analytic approach to the study of scattering diagrams. We do so by analyzing the asymptotic behavior of Maurer-Cartan elements of a differential graded Lie algebra constructed from a (not-necessarily…

The asymptotic behavior of the tail probabilities for the first hitting times of the Bessel process with arbitrary index is shown without using the explicit expressions for the distribution function obtained in the authors' previous works.

We show that Kerov's central limit theorem related to the fluctuations of Young diagrams under the Plancherel measure extends to the case of Schur-Weyl measures, which are the probability measures on partitions associated to the…

In this work, we attempt to refine the classic asymptotic formulae to describe the probability distribution of likelihood-ratio statistical tests. The idea is to split the probability distribution function into two parts. One part is…

We analyse the asymptotic behaviour of the probability of observing the expected number of successes at each stage of a sequence of nested Bernoulli trials. Our motivation is the attempt to give a genuinely frequentist interpretation to the…

We consider the asymptotic behavior of the mean square of truncations of the Dirichlet series of $\zeta(s)^k$. We discuss the connections of this problem with that of the variance of the divisor function in short intervals and in arithmetic…

We obtain results on the asymptotic equidistribution of the pre-images of linear subspaces for sequences of rational mappings between projective spaces. As an application to complex dynamics, we consider the iterates $P_k$ of a rational…

In longitudinal and spatial studies, observations often demonstrate strong correlations that are stationary in time or distance lags, and the times or locations of these data being sampled may not be homogeneous. We propose a nonparametric…

We study the geometry associated to the distribution of certain arithmetic functions, including the von Mangoldt function and the M\"obius function, in short intervals of polynomials over a finite field $\mathbb{F}_q$. Using the…

In econometrics, many parameters of interest can be written as ratios of expectations. The main approach to construct confidence intervals for such parameters is the delta method. However, this asymptotic procedure yields intervals that may…

A celebrated result of Kerov-Vershik and Logan-Shepp gives an asymptotic shape for large partitions under the Plancherel measure. We prove that when we consider $e$-regularisations of such partitions we still have a convex limit shape,…

Let K be a d-dimensional convex body, and let $K^{(n)}$ be the intersection of n halfspaces containing $K$ whose bounding hyperplanes are independent and identically distributed. Under suitable distributional assumptions, we prove an…