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相关论文: Noncentral convergence of multiple integrals

200 篇论文

For fixed $m>1$, we consider $m$ independent $n \times n$ non-Hermitian random matrices $X_1, ..., X_m$ with i.i.d. centered entries with a finite $(2+\eta)$-th moment, $ \eta>0.$ As $n$ tends to infinity, we show that the empirical…

概率论 · 数学 2014-08-18 Sean O'Rourke , Alexander Soshnikov

A group $G$ is said to be $n$-centralizer if its number of element centralizers $\mid \Cent(G)\mid=n$, an F-group if every non-central element centralizer contains no other element centralizer and a CA-group if all non-central element…

群论 · 数学 2022-07-04 Sekhar Jyoti Baishya

We show that generalised extreme value statistics -the statistics of the k-th largest value among a large set of random variables- can be mapped onto a problem of random sums. This allows us to identify classes of non-identical and…

统计力学 · 物理学 2009-11-11 Eric Bertin , Maxime Clusel

We study real eigenvalues of $N\times N$ real elliptic Ginibre matrices indexed by a non-Hermiticity parameter $0\leq \tau<1$, in both the strong and weak non-Hermiticity regime. Here $N$ is assumed to be an even number. In both regimes, we…

数学物理 · 物理学 2025-03-27 Sung-Soo Byun , Leslie Molag , Nick Simm

Let $M_n$ be a $n \times n$ Wigner or sample covariance random matrix, and let $\mu_1(M_n), \mu_2(M_n), ..., \mu_n(M_n)$ denote the unordered eigenvalues of $M_n$. We study the fluctuations of the partial linear eigenvalue statistics $$…

概率论 · 数学 2015-08-06 Sean O'Rourke , Alexander Soshnikov

Zeckendorf's theorem states that every positive integer can be written uniquely as a sum of non-consecutive Fibonacci numbers ${F_n}$, with initial terms $F_1 = 1, F_2 = 2$. Previous work proved that as $n \to \infty$ the distribution of…

We consider the sums $S(k)=\sum_{n=0}^{\infty}\frac{(-1)^{nk}}{(2n+1)^k}$ and $\zeta(2k)=\sum_{n=1}^{\infty}\frac{1}{n^{2k}}$ with $k$ being a positive integer. We evaluate these sums with multiple integration, a modern technique. First, we…

概率论 · 数学 2018-11-16 Vivek Kaushik , Daniele Ritelli

We study the $k$-core of a random (multi)graph on $n$ vertices with a given degree sequence. In our previous paper [Random Structures Algorithms 30 (2007) 50--62] we used properties of empirical distributions of independent random variables…

概率论 · 数学 2009-09-29 Svante Janson , Malwina J. Luczak

Let $Z$ be an $n$-dimensional Gaussian vector and let $f: \mathbb R^n \to \mathbb R$ be a convex function. We show that: $$\mathbb P \left( f(Z) \leq \mathbb E f(Z) -t\sqrt{ {\rm Var} f(Z)} \right) \leq \exp(-ct^2),$$ for all $t>1$, where…

概率论 · 数学 2017-06-19 Grigoris Paouris , Petros Valettas

The Furstenberg recurrence theorem (or equivalently, Szemer\'edi's theorem) can be formulated in the language of von Neumann algebras as follows: given an integer $k \geq 2$, an abelian finite von Neumann algebra $(\M,\tau)$ with an…

算子代数 · 数学 2010-07-21 Tim Austin , Tanja Eisner , Terence Tao

We determine the limit distributions of sums of deterministic chaotic variables in unimodal maps assisted by a novel renormalization group (RG) framework associated to the operation of increment of summands and rescaling. In this framework…

统计力学 · 物理学 2015-05-14 Miguel A. Fuentes , A. Robledo

The purpose of this paper is to analyze the distribution distance between random vectors derived from the magnitude of the analytic wavelet transform of the squared envelopes of Gaussian processes and their large-scale limits. When the…

概率论 · 数学 2024-09-05 Gi-Ren Liu

We consider versions of the FIND algorithm where the pivot element used is the median of a subset chosen uniformly at random from the data. For the median selection we assume that subsamples of size asymptotic to $c \cdot n^\alpha$ are…

概率论 · 数学 2013-11-20 Henning Sulzbach , Ralph Neininger , Michael Drmota

We derive conditions under which random sequences of polarizations (two-point symmetrizations) converge almost surely to the symmetric decreasing rearrangement. The parameters for the polarizations are independent random variables whose…

泛函分析 · 数学 2013-01-16 Almut Burchard , Marc Fortier

Let $X$ be a centered random variable with unit variance, zero third moment, and such that $E[X^4] \ge 3$. Let $\{F_n : n\geq 1\}$ denote a normalized sequence of homogeneous sums of fixed degree $d\geq 2$, built from independent copies of…

概率论 · 数学 2014-07-24 Ivan Nourdin , Giovanni Peccati , Guillaume Poly , Rosaria Simone

We consider the extreme value statistics of $N$ independent and identically distributed random variables, which is a classic problem in probability theory. When $N\to\infty$, fluctuations around the maximum of the variables are described by…

统计力学 · 物理学 2021-07-14 Lior Zarfaty , Eli Barkai , David A. Kessler

We prove the $\Gamma$-convergence of sequences of differentially constrained, random integral functionals of the form \begin{equation*} \int_{U} f\Big(\omega, x/\varepsilon, \mathbb{A} u\Big) \mathrm{d} x \end{equation*} for the class of…

偏微分方程分析 · 数学 2023-08-08 Piotr Wozniak

Let $\mu$ be a probability measure on $\mathbb{R}$ with cumulative distribution function $F$, $(x_{i})_{1}^{n}$ a large i.i.d. sample from $\mu$, and $F_{n}$ the associated empirical distribution function. The Glivenko-Cantelli theorem…

概率论 · 数学 2011-02-22 Daniel Fresen

We investigate a hierarchy of semidefinite bounds $\vartheta^{(r)}(G)$ for the stability number $\alpha(G)$ of a graph $G$, based on its copositive programming formulation and introduced by de Klerk and Pasechnik [{\em SIAM J. Optim.} 12…

最优化与控制 · 数学 2024-01-23 Monique Laurent , Luis Felipe Vargas

Consider a sequence X_k=\sum_{j=0}^{\infty}c_j\xi_{k-j}, k\geq 1, where c_j, j\geq 0, is a sequence of constants and \xi_j, -\infty <j<\infty, is a sequence of independent identically distributed (i.i.d.) random variables (r.v.s) belonging…

概率论 · 数学 2007-05-23 P. Jeganathan