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We consider random hermitian matrices in which distant above-diagonal entries are independent but nearby entries may be correlated. We find the limit of the empirical distribution of eigenvalues by combinatorial methods. We also prove that…

Probability · Mathematics 2007-10-21 Greg Anderson , Ofer Zeitouni

We prove concentration inequalities for functions of independent random variables {under} sub-gaussian and sub-exponential conditions. The utility of the inequalities is demonstrated by an extension of the now classical method of Rademacher…

Probability · Mathematics 2021-06-24 Andreas Maurer , Massimiliano Pontil

In this paper we focus on the large n probability distribution function of the largest eigenvalue in the Gaussian Orthogonal Ensemble of n by n matrices (GOEn). We prove an Edgeworth type Theorem for the largest eigenvalue probability…

Probability · Mathematics 2009-11-13 Leonard N. Choup

We provide asymptotic results for the distribution of weighted nonlinear functionals of Gaussian field with long-range dependence. We also show that integral functionals and the corresponding additive functionals have same distributions…

Probability · Mathematics 2017-10-06 Tareq Alodat , Andriy Olenko

In dealing with asymptotic approximation of possibly divergent nets of probability distributions, we are led to study uniform structures on the set of distributions. This paper identifies a class of such uniform structures that may be…

Probability · Mathematics 2010-11-23 Jan Pachl

In this paper we consider the inference rules of System P in the framework of coherent imprecise probabilistic assessments. Exploiting our algorithms, we propagate the lower and upper probability bounds associated with the conditional…

Probability · Mathematics 2007-05-23 Angelo Gilio

We study concentration inequalities for structured weighted sums of random data, including (i) tensor inner products and (ii) sequential matrix sums. We are interested in tail bounds and concentration inequalities for those structured…

Statistics Theory · Mathematics 2026-02-11 Chen Cheng , Rina Foygel Barber

We compute the limiting statistical distribution of the eigenvalues of sequences of matrices whose entries satisfy what we call a vanishing mean variation condition and are $\mu$-distributed for some probability measure. As an application…

Spectral Theory · Mathematics 2015-11-20 A. Bourget , T. K. McMillen

Pencils of Hankel matrices whose elements have a joint Gaussian distribution with nonzero mean and not identical covariance are considered. An approximation to the distribution of the squared modulus of their determinant is computed which…

Statistics Theory · Mathematics 2012-09-28 Piero Barone

Let $\{X, X_n, n\geq 1\}$ be a sequence of independent identically distributed non-degenerate random variables. Put $S_0=0, S_n = \sum^n_{i=1} X_i$ and $V_n^2=\sum^n_{i=1} X_i^2, n\ge 1.$ A weak convergence theorem is established for the…

Probability · Mathematics 2013-06-21 Miklós Csörgő , Zhishui Hu

Let f_1,f_2,..., be functions chosen independently and uniformly from the set of all functions from a set of cardinality n into itself. Let g_t be the composition of the first t functions, and let T be the smallest t for which g_t is…

Combinatorics · Mathematics 2007-05-23 W. M. Y. Goh , P. Hitczenko , E. Schmutz

We study the limiting eigenvalue distribution of $n\times n$ banded Toeplitz matrices as $n\to \infty$. From classical results of Schmidt-Spitzer and Hirschman it is known that the eigenvalues accumulate on a special curve in the complex…

Complex Variables · Mathematics 2007-10-10 Maurice Duits , Arno B. J. Kuijlaars

For functions of independent random variables, various upper and lower variance bounds are revisited in diverse settings. These are then specialized to the Bernoulli, Gaussian, infinitely divisible cases and to Banach space valued random…

Probability · Mathematics 2024-10-16 Clément Deslandes , Christian Houdré

In this paper, we study the distribution of the minimal distance (in the Hamming metric) of a random linear code of dimension $k$ in $\mathbb{F}_q^n$. We provide quantitative estimates showing that the distribution function of the minimal…

Information Theory · Computer Science 2020-07-15 Jing Hao , Han Huang , Galyna Livshyts , Konstantin Tikhomirov

We consider a finite sequence of random points in a finite domain of a finite-dimensional Euclidean space. The points are sequentially allocated in the domain according to a model of cooperative sequential adsorption. The main peculiarity…

Probability · Mathematics 2009-11-11 V. Shcherbakov

Words in natural language follow a Zipfian distribution whereby some words are frequent but most are rare. Learning representations for words in the "long tail" of this distribution requires enormous amounts of data. Representations of rare…

Machine Learning · Computer Science 2018-03-08 Dzmitry Bahdanau , Tom Bosc , Stanisław Jastrzębski , Edward Grefenstette , Pascal Vincent , Yoshua Bengio

We find large deviations rates for consensus-based distributed inference for directed networks. When the topology is deterministic, we establish the large deviations principle and find exactly the corresponding rate function, equal at all…

Information Theory · Computer Science 2016-06-29 Dragana Bajović , José M. F. Moura , João Xavier , Bruno Sinopoli

We give an explicit construction of the weak local limit of a class of preferential attachment graphs. This limit contains all local information and allows several computations that are otherwise hard, for example, joint degree…

Probability · Mathematics 2014-01-14 Noam Berger , Christian Borgs , Jennifer T. Chayes , Amin Saberi

Categorical compositional distributional model of Coecke et al. (2010) suggests a way to combine grammatical composition of the formal, type logical models with the corpus based, empirical word representations of distributional semantics.…

Computation and Language · Computer Science 2015-10-15 Esma Balkir , Mehrnoosh Sadrzadeh , Bob Coecke

Block Toeplitz and Hankel matrices arise in many aspects of applications. In this paper, we will research the distributions of eigenvalues for some models and get the semicircle law. Firstly we will give trace formulae of block Toeplitz and…

Probability · Mathematics 2010-10-18 Yi-Ting Li , Dang-Zheng Liu , Zheng-Dong Wang
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