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Several classical results on boundary crossing probabilities of Brownian motion and random walks are extended to asymptotically Gaussian random fields, which include sums of i.i.d. random variables with multidimensional indices,…

概率论 · 数学 2007-05-23 Hock Peng Chan , Tze Leung Lai

It is shown that the correlation functions of the random variables $\det(\lambda - X)$, in which $X$ is a real symmetric $ N\times N$ random matrix, exhibit universal local statistics in the large $N$ limit. The derivation relies on an…

数学物理 · 物理学 2009-11-07 E. Brezin , S. Hikami

In a proximity region graph ${\cal G}$ in $\mathbb{R}^d$, two distinct points $x,y$ of a point process $\mu$ are connected when the 'forbidden region' $S(x,y)$ these points determine has empty intersection with $\mu$. The Gabriel graph,…

概率论 · 数学 2019-09-25 Larry Goldstein , Tobias Johnson , Raphaël Lachièze-Rey

In this work, we discuss new bounds for the normal approximation of multivariate Poisson functionals under minimal moment assumptions. Such bounds require one to estimate moments of so-called add-one costs of the functional. Previous works…

概率论 · 数学 2024-09-05 Tara Trauthwein

In condensed-matter, level statistics has long been used to characterize the phases of a disordered system. We provide evidence within the context of a simple model that in a disordered large-N gauge theory with a gravity dual, there exist…

高能物理 - 理论 · 物理学 2012-06-12 Omid Saremi

Pick n points independently at random in R^2, according to a prescribed probability measure mu, and let D^n_1 <= D^n_2 <= ... be the areas of the binomial n choose 3 triangles thus formed, in non-decreasing order. If mu is absolutely…

概率论 · 数学 2007-05-23 Geoffrey Grimmett , Svante Janson

Suppose $X = (X_x, x$ in $Z^d)$ is a family of i.i.d. variables in some measurable space, $B_0$ is a bounded set in $R^d$, and for $t > 1$, $H_t$ is a measure on $tB_0$ determined by the restriction of $X$ to lattice sites in or adjacent to…

概率论 · 数学 2007-05-23 Mathew D Penrose

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…

概率论 · 数学 2009-11-11 V. Shcherbakov

Consider a graph on randomly scattered points in an arbitrary space, with two points $x,y$ connected with probability $\phi(x,y)$. Suppose the number of points is large but the mean number of isolated points is $O(1)$. We give general…

概率论 · 数学 2017-09-21 Mathew D. Penrose

We prove an almost sure central limit theorem on the Poisson space, which is perfectly tailored for stabilizing functionals emerging in stochastic geometry. As a consequence, we provide almost sure central limit theorems for $(i)$ the total…

概率论 · 数学 2019-12-16 Giovanni-Luca Torrisi , Emilio Leonardi

The on-line nearest-neighbour graph on a sequence of $n$ uniform random points in $(0,1)^d$ ($d \in \N$) joins each point after the first to its nearest neighbour amongst its predecessors. For the total power-weighted edge-length of this…

概率论 · 数学 2009-05-07 Andrew R. Wade

We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. ``Quasi-stationary states'' are defined as probability measures, on the \sigma-algebra generated by the gap variables,…

概率论 · 数学 2007-05-23 Anastasia Ruzmaikina , Michael Aizenman

In this paper, we address the problem of approximating a multivariate function defined on a general domain in $d$ dimensions from sample points. We consider weighted least-squares approximation in an arbitrary finite-dimensional space $P$…

数值分析 · 数学 2019-12-17 Ben Adcock , Juan M. Cardenas

In the regression framework, the empirical measure based on the responses resulting from the nearest neighbors, among the covariates, to a given point $x$ is introduced and studied as a central statistical quantity. First, the associated…

统计理论 · 数学 2024-04-11 François Portier

We prove limit theorems for functionals of a Poisson point process using the Malliavin calculus on the Poisson space. The target distribution is conditionally either a Gaussian vector or a Poisson random variable. The convergence is stable…

概率论 · 数学 2024-06-21 Ronan Herry

Asymptotics for Dickman's number theoretic function $\rho(u)$, as $u \rightarrow \infty$, were given de Bruijn and Alladi, and later in sharper form by Hildebrand and Tenenbaum. The perspective in these works is that of analytic number…

概率论 · 数学 2016-06-14 Richard Arratia , Fred Kochman , Sandy Zabell

This paper investigates the asymptotic behavior of the Multi-set Allocation Occupancy (MAO) distribution, which models the count vector $X=(X_{=0},\ldots,X_{=T})$ from $T$ independent rounds of sampling without replacement of size $m$ from…

概率论 · 数学 2026-02-24 Xing-gang Mao

The concentration inequality approach for normal approximation by Stein's method is generalized to the multivariate setting. We use this approach to prove a non-smooth function distance for multivariate normal approximation for standardized…

概率论 · 数学 2015-05-19 Louis H. Y. Chen , Xiao Fang

There is a result of Diaconis and Freedman which says that, in a limiting sense, for large collections of high-dimensional data most one-dimensional projections of the data are approximately Gaussian. This paper gives quantitative versions…

概率论 · 数学 2010-05-18 Elizabeth Meckes

For a Borel set $A$ and a stationary Poisson point process $\eta_t$ in $\mathbb R^d$ of intensity $t>0$, the Poisson-Delaunay approximation $ A_{\eta_t}$ of $A$ is the union of all Delaunay cells generated by $\eta_t$ with center in $A$. It…

概率论 · 数学 2024-10-31 Matthias Reitzner , Anna Strotmann