Related papers: A Statistical Characterization of Regular Simplice…

The asymptotic normality for a large family of eigenvalue statistics of a general sample covariance matrix is derived under the ultra-high dimensional setting, that is, when the dimension to sample size ratio $p/n \to \infty$. Based on this…

A complete classification is established for continuous and SL(n) covariant matrix-valued valuations on Lp(Rn,|x|2dx). The assumption of matrix symmetry is eliminated. For n>2, such valuation is uniquely characterized by the moment matrix…

Testing independence among a number of (ultra) high-dimensional random samples is a fundamental and challenging problem. By arranging $n$ identically distributed $p$-dimensional random vectors into a $p \times n$ data matrix, we investigate…

Thanks to its favorable properties, the multivariate normal distribution is still largely employed for modeling phenomena in various scientific fields. However, when the number of components $p$ is of the same asymptotic order as the sample…

We prove for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n has the order of square root of n. Moment or symmetry assumptions are not necessary. In removing…

Let $f$ be a polynomial with integer coefficients such that $f(n)$ positive for any positive integer $n$. We consider diverging sequences $\{ y_n\}$ given by $y_0 = b$ and $y_{n+1} = f^{y_n}(a)$ with positive integers $a$ and $b$. We show…

We define linear and semilinear isometry for general subspace codes, used for random network coding. Furthermore, some results on isometry classes and automorphism groups of known constant dimension code constructions are derived.

Let $\mathcal{I}$ be an analytic P-ideal [respectively, a summable ideal] on the positive integers and let $(x_n)$ be a sequence taking values in a metric space $X$. First, it is shown that the set of ideal limit points of $(x_n)$ is an…

This work concerns the distance in 2-norm from a matrix polynomial to a nearest polynomial with a specified number of its eigenvalues at specified locations in the complex plane. Perturbations are allowed only on the constant coefficient…

We derive sharp, explicit constants in inverse trace inequalities for polynomial functions belonging to $\mathbb{P}_p(T)$ (polynomial space with total degree $p$) that are orthogonal to the lower-order subspace $\mathbb{P}_n(T)$, $n\leq p$,…

The problem of estimating the covariance matrix $\Sigma$ of a $p$-variate distribution based on its $n$ observations arises in many data analysis contexts. While for $n>p$, the classical sample covariance matrix $\hat{\Sigma}_n$ is a good…

Let $P_1, P_2,\ldots, P_{d+1}$ be pairwise disjoint $n$-element point sets in general position in $d$-space. It is shown that there exist a point $O$ and suitable subsets $Q_i\subseteq P_i \; (i=1, 2, \ldots, d+1)$ such that $|Q_i|\geq…

I show analytically that the average of $k$ bootstrapped correlation matrices rapidly becomes positive-definite as $k$ increases, which provides a simple approach to regularize singular Pearson correlation matrices. If $n$ is the number of…

Corresponding to the concept of $p$-angular distance $\alpha_p[x,y]:=\left\lVert\lVert x\rVert^{p-1}x-\lVert y\rVert^{p-1}y\right\rVert$, we first introduce the notion of skew $p$-angular distance $\beta_p[x,y]:=\left\lVert \lVert…

We examine the extent to which sublinear-sample property testing and estimation apply to settings where samples are independently but not identically distributed. Specifically, we consider the following distributional property testing…

We characterize the graphs for which the independence number equals the packing number. As a consequence we obtain simple structural descriptions of the graphs for which (i) the distance-$k$-packing number equals the distance-$2k$-packing…

This paper deals with the asymptotic statistical properties of a class of redescending M-estimators in linear models with increasing dimension. This class is wide enough to include popular high breakdown point estimators such as…

We consider the discrepancy of the integer lattice with respect to the collection of all translated copies of a dilated convex body having a finite number of flat, possibly non-smooth, points in its boundary. We estimate the $L^{p}$ norm of…

We consider finite Bernoulli convolutions with a parameter $1/2 < r < 1$ supported on a discrete point set, generically of size $2^N$. These sequences are uniformly distributed with respect to the infinite Bernoulli convolution measure…

We introduce a new random matrix model called distance covariance matrix in this paper, whose normalized trace is equivalent to the distance covariance. We first derive a deterministic limit for the eigenvalue distribution of the distance…