Related papers: Limiting Laws of Linear Eigenvalue Statistics for …
In an instrumental variable model, the score statistic can be bounded for any alternative in parts of the parameter space. These regions involve a constraint on the first-stage regression coefficients and the reduced-form covariance matrix.…
We prove the almost sure invariance principle with rate $o(n^{\varepsilon})$ for every $\varepsilon > 0$ for H\"older continuous observables on nonuniformly expanding and nonuniformly hyperbolic transformations with exponential tails.…
We investigate the asymptotic behavior of the empirical eigenvalues distribution of the partial transpose of a random quantum state. The limiting distribution was previously investigated via Wishart random matrices indirectly (by…
We consider the real eigenvalues of an $(N \times N)$ real elliptic Ginibre matrix whose entries are correlated through a non-Hermiticity parameter $\tau_N\in [0,1]$. In the almost-Hermitian regime where $1-\tau_N=\Theta(N^{-1})$, we obtain…
Classical mathematical statistics deals with models that are parametrized by a Euclidean, i.e. finite dimensional, parameter. Quite often such models have been and still are chosen in practical situations for their mathematical simplicity…
Latent variable models for ordinal data represent a useful tool in different fields of research in which the constructs of interest are not directly observable. In such models, problems related to the integration of the likelihood function…
We study the asymptotic behavior of permanents of $n \times n$ random matrices $A$ with positive entries. We assume that $A$ has either i.i.d. entries or is a symmetric matrix with the i.i.d. upper triangle. Under the assumption that…
We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…
This work addresses the Galerkin isogeometric discretization of the one-dimensional Laplace eigenvalue problem subject to homogeneous Dirichlet boundary conditions on a bounded interval. We employ GLT theory to analyze the behavior of the…
We consider $N\times N$ Hermitian random matrices with i.i.d. entries. The matrix is normalized so that the average spacing between consecutive eigenvalues is of order $1/N$. We study the connection between eigenvalue statistics on…
We compute the limit distribution of partial transposes (when both the number and the size of blocks tends to infinity) for a large class of ensembles of unitarily invariant random matrices. Furthermore, it is shown the asymptotic freeness…
The special relativity laws emerge as one-parameter (light speed) generalizations of the corresponding laws of classical physics. These generalizations, imposed by the Lorentz transformations, affect both the definition of the various…
It has been observed that the statistical distribution of the eigenvalues of random matrices possesses universal properties, independent of the probability law of the stochastic matrix. In this article we find the correlation functions of…
The likelihood ratio test (LRT) is widely used for comparing the relative fit of nested latent variable models. Following Wilks' theorem, the LRT is conducted by comparing the LRT statistic with its asymptotic distribution under the…
We compute analytically the joint probability density of eigenvalues and the level spacing statistics for an ensemble of random matrices with interesting features. It is invariant under the standard symmetry groups (orthogonal and unitary)…
The variance of the number of particles in a set is an important quantity in understanding the statistics of non-interacting fermionic systems in low dimensions. An exact map of their ground state in a harmonic trap in one and two…
Consider a real diagonal deterministic matrix $X_n$ of size $n$ with spectral measure converging to a compactly supported probability measure. We perturb this matrix by adding a random finite rank matrix, with delocalized eigenvectors. We…
Random hyperspherical harmonics are Gaussian Laplace eigenfunctions on the unit $d$-sphere ($d\ge 2$). We investigate the distribution of their defect i.e., the difference between the measure of positive and negative regions. Marinucci and…
We consider singular perturbed eigenvalue problem for Laplace operator in a two-dimensional domain. In the boundary we select a set depending on a character small parameter and consisting of a great number of small disjoint parts. On this…
We study vectors chosen at random from a compact convex polytope in $\mathbb{R}^n$ given by a finite number of linear constraints. We determine which projections of these random vectors are asymptotically normal as $n\to\infty$. Marginal…