相关论文: A CLT for Information-theoretic statistics of Non-…

Motivated by discrete kinetic models for non-cooperative molecular motors on periodic tracks, we consider random walks (also not Markov) on quasi one dimensional (1d) lattices, obtained by gluing several copies of a fundamental graph in a…

The open problem of calculating the limiting spectrum (or its Shannon transform) of increasingly large random Hermitian finite-band matrices is described. In general, these matrices include a finite number of non-zero diagonals around their…

In this paper, we establish the central limit theorem (CLT) for linear spectral statistics (LSSs) of a large-dimensional sample covariance matrix when the population covariance matrices are involved with diverging spikes. This constitutes a…

Consider a matrix $\Sigma_n$ with random independent entries, each non-centered with a separable variance profile. In this article, we study the limiting behavior of the random bilinear form $u_n^* Q_n(z) v_n$, where $u_n$ and $v_n$ are…

As an important topic in Mathematical Physics and statistics, random matrices theory has found uses in many aspects of modern physics and multivariate analysis. This paper is to investigate the Gaussian fluctuations for linear spectral…

We carry out the asymptotic analysis of repulsive ensembles of N particles which are discrete analogues of continuous 1d log-gases or beta-ensembles of random matrix theory. The ensembles that we study have several groups of particles which…

By constructing a multicanonical Monte Carlo simulation, we obtain the full probability distribution $\rho_N(r)$ of the degree assortativity coefficient $r$ on configuration networks of size $N$ by using the multiple histogram reweighting…

Complex networks have been mostly characterized from the point of view of the degree distribution of their nodes and a few other motifs (or modules), with a special attention to triangles and cliques. The most exotic phenomena have been…

This paper investigates the rate of convergence for the central limit theorem of linear spectral statistic (LSS) associated with large-dimensional sample covariance matrices. We consider matrices of the form ${\mathbf…

This paper is concerned with the limiting spectral behaviors of large dimensional Kendall's rank correlation matrices generated by samples with independent and continuous components. We do not require the components to be identically…

We study the real eigenvalue statistics of products of independent real Ginibre random matrices. These are matrices all of whose entries are real i.i.d. standard Gaussian random variables. For such product ensembles, we demonstrate the…

This article provides a central limit theorem for a consistent estimator of population eigenvalues with large multiplicities based on sample covariance matrices. The focus is on limited sample size situations, whereby the number of…

We study the normalized trace $g_n(z)=n^{-1} \mbox{tr} \, (H-zI)^{-1}$ of the resolvent of $n\times n$ real symmetric matrices $H=\big[(1+\delta_{jk})W_{jk}/\sqrt n\big]_{j,k=1}^n$ assuming that their entries are independent but not…

We consider random geometric graphs on the plane characterized by a non-uniform density of vertices. In particular, we introduce a graph model where $n$ vertices are independently distributed in the unit disc with positions, in polar…

Let $\mathbf{a}_{ij}$, $1\leq i\leq j\leq n$, be independent random variables and $\mathbf{a}_{ji}=\mathbf{a}_{ij}$, for all $i,j$. Suppose that every $\mathbf{a}_{ij}$ is bounded, has zero mean, and its variance is given by…

We analyze the asymptotic behavior and scaling limits of large random matrices rescaled via the Sinkhorn algorithm to match prescribed row and column margins. For a random matrix with independent sub-exponential entries, we show that its…

We obtain large deviations estimates for both sequential and random compositions of intermittent maps. We also address the question of whether or not centering is necessary for the quenched central limit theorems (CLT) obtained by Nicol,…

We consider a system of $N$ neurons, each spiking randomly with rate depending on its membrane potential. When a neuron spikes, its potential is reset to $0$ and all other neurons receive an additional amount $h/N$ of potential, where $ h >…

Let $A$ be an $n\times n$ matrix with mutually independent centered Gaussian entries. Define \begin{align*} \sigma^*:=\max\limits_{i,j\leq n}\sqrt{{\mathbb E}\,|A_{i,j}|^2}, \quad \sigma:=\max\bigg(\max\limits_{j\leq n}\sqrt{{\mathbb…

We consider uniformly random strictly upper-triangular matrices in $\operatorname{Mat}_n(\mathbb{F}_q)$. For such a matrix $A_n$, we show that $n-\operatorname{rank}(A_n) \approx \log_q n$ as $n \to \infty$, and find that the fluctuations…