English
Related papers

Related papers: Some strong limit theorems for the largest entries…

200 papers

We derive the Marchenko-Pastur (MP) law for sample covariance matrices of the form $V_n=\frac{1}{n}XX^T$, where $X$ is a $p\times n$ data matrix and $p/n\to y\in(0,\infty)$ as $n,p \to \infty$. We assume the data in $X$ stems from a…

Probability · Mathematics 2022-03-09 Michael Fleermann , Johannes Heiny

Let $M_n^{(k)}$ denote the $k$th largest maximum of a sample $(X_1,X_2,...,X_n)$ from parent $X$ with continuous distribution. Assume there exist normalizing constants $a_n>0$, $b_n\in \mathbb{R}$ and a nondegenerate distribution $G$ such…

Statistics Theory · Mathematics 2008-10-06 Zuoxiang Peng , Jiaona Li , Saralees Nadarajah

In this paper we study the convergence in distribution and the local limit theorem for the partial sums of linear random fields with i.i.d. innovations that have infinite second moment and belong to the domain of attraction of a stable law…

Probability · Mathematics 2022-05-10 Magda Peligrad , Hailin Sang , Yimin Xiao , Guangyu Yang

A sequence $(x_n)_{n=1}^{\infty}$ on the torus $\mathbb{T} \cong [0,1]$ is said to exhibit Poissonian pair correlation if the local gaps behave like the gaps of a Poisson random variable, i.e. $$ \lim_{N \rightarrow \infty}{ \frac{1}{N} \#…

Number Theory · Mathematics 2017-11-08 Stefan Steinerberger

Let X,X_1,X_2,... be independent identically distributed random variables and let h(x,y)=h(y,x) be a measurable function of two variables. It is shown that the bounded law of the iterated logarithm, $\limsup_n (n\log\log n)^{-1}|\sum_{1<=…

Probability · Mathematics 2014-11-17 Evarist Giné , Stanisław Kwapień , Rafał Latała , Joel Zinn

This article presents a limit theorem for the gaps $\widehat{G}_{i:n}:= X_{n-i+1:n} - X_{n-i:n}$ between order statistics $X_{1:n} \le \cdots \le X_{n:n}$ of a sample of size $n$ from a random discrete distribution on the positive integers…

Probability · Mathematics 2019-10-07 Jim Pitman , Yuri Yakubovich

The law of large numbers for the empirical density for the pairs of uniformly distributed integers with a given greatest common divisor is a classic result in number theory. In this paper, we study the large deviations of the empirical…

Probability · Mathematics 2016-10-07 Behzad Mehrdad , Lingjiong Zhu

We study the limiting spectral measure of large random Helson matrices and large random matrices of certain patterned structures. Given a real random variable $X \in L^{2+ \varepsilon}(\mathbb{P}) $ for some $\varepsilon > 0$ and…

Probability · Mathematics 2026-02-26 Yanqi Qiu , Guocheng Zhen

Elkies and McMullen [Duke Math.J.~123 (2004) 95--139] have shown that the gaps between the fractional parts of \sqrt n for n=1,\ldots,N, have a limit distribution as N tends to infinity. The limit distribution is non-standard and differs…

Number Theory · Mathematics 2013-06-28 Daniel El-Baz , Jens Marklof , Ilya Vinogradov

For integers $l \geq 2$, $d \geq 1$ we study (undirected) graphs with vertices $1, ..., n$ such that the vertices can be partitioned into $l$ parts such that every vertex has at most $d$ neighbours in its own part. The set of all such…

Logic · Mathematics 2013-02-19 Vera Koponen

Let $\log^{2+\varepsilon} n \le d \le n/2$ for some fixed $\varepsilon \in (0,1)$, and let $M_n$ be an $n\times n$ random matrix with entries in ${0,1}$, where each row is independently and uniformly sampled from the set of all vectors in…

Probability · Mathematics 2026-04-14 Dongbin Li , Alexander E. Litvak , Tingzhou Yu

Let $(\xi_i)_{i=1,...,n}$ be a sequence of independent and symmetric random variables. We consider the upper bounds on tail probabilities of self-normalized deviations $$ \mathbf{P} \Big( \max_{1\leq k \leq n} \sum_{i=1}^{k} |\xi_i|\big/…

Probability · Mathematics 2017-05-05 Xiequan Fan

We consider a stochastic directed graph on the integers whereby a directed edge between $i$ and a larger integer $j$ exists with probability $p_{j-i}$ depending solely on the distance between the two integers. Under broad conditions, we…

Probability · Mathematics 2017-11-29 Denis Denisov , Sergey Foss , Takis Konstantopoulos

Let $(X_i)_{1 \le i \le n}$ be independent and identically distributed (i.i.d.) standard Gaussian random variables, and denote by $X_{(n)} = \max_{1 \le i \le n} X_i$ the maximum order statistic. It is well-known in extreme value theory…

Probability · Mathematics 2025-07-15 Yutao Ma , Bingjie Tian

Let $X_{nr}$ be the $r$th largest of a random sample of size $n$ from a distribution $F (x) = 1 - \sum_{i = 0}^\infty c_i x^{-\alpha - i \beta}$ for $\alpha > 0$ and $\beta > 0$. An inversion theorem is proved and used to derive an…

Methodology · Statistics 2009-03-26 Saralees Nadarajah , Christopher S. Withers

The top eigenvalues of rank $r$ spiked real Wishart matrices and additively perturbed Gaussian orthogonal ensembles are known to exhibit a phase transition in the large size limit. We show that they have limiting distributions for…

Probability · Mathematics 2016-09-28 Alex Bloemendal , Bálint Virág

Large graphs are sometimes studied through their degree sequences (power law or regular graphs). We study graphs that are uniformly chosen with a given degree sequence. Under mild conditions, it is shown that sequences of such graphs have…

Probability · Mathematics 2011-08-31 Sourav Chatterjee , Persi Diaconis , Allan Sly

Let $N_n=\{1,2,...,n\}$. Elements are drawn from the set $N_n$ with replacement, assuming that each element has probability $1/n$ of being drawn. We determine the limiting distributions for the waiting time until the given portion of pairs…

Statistics Theory · Mathematics 2008-12-18 Pavle Mladenović

In this paper, we investigate the limiting spectral distribution of the sample correlation matrix, whose sample vectors are $k$-fold tensor products of $n$-dimensional vectors with i.i.d. entries. We focus on the limiting regime $n,k \to…

Probability · Mathematics 2026-05-28 Wangjun Yuan

The Mallows measure on the symmetric group $S_n$ is the probability measure such that each permutation has probability proportional to $q$ raised to the power of the number of inversions, where $q$ is a positive parameter and the number of…

Probability · Mathematics 2015-09-29 Carl Mueller , Shannon Starr
‹ Prev 1 4 5 6 7 8 10 Next ›