相关论文: Joint exceedances of random products
We show that $L_1$-norm of linear combinations (with scalar or vector coefficients) of products of i.i.d. nonnegative mean one random variables is comparable to $l_1$-norm of coefficients.
For products $P_N$ of $N$ random matrices of size $d \times d$, there is a natural notion of finite $N$ Lyapunov exponents $\{\mu_i\}_{i=1}^d$. In the case of standard Gaussian random matrices with real, complex or real quaternion elements,…
We consider products of independent random matrices with independent entries. The limit distribution of the expected empirical distribution of eigenvalues of such products is computed. Let $X^{(\nu)}_{jk},{}1\le j,r\le n$, $\nu=1,...,m$ be…
We analyze the asymptotic behavior of random variables $x(n,x\_0)$ defined by $x(0,x\_0)=x\_0$ and $x(n+1,x\_0)=A(n)x(n,x\_0)$, where $\sAn$ is a stationary and ergodic sequence of random matrices with entries in the semi-ring…
For each $n$, let $A_n=(\sigma_{ij})$ be an $n\times n$ deterministic matrix and let $X_n=(X_{ij})$ be an $n\times n$ random matrix with i.i.d. centered entries of unit variance. We study the asymptotic behavior of the empirical spectral…
In health cohort studies, repeated measures of markers are often used to describe the natural history of a disease. Joint models allow to study their evolution by taking into account the possible informative dropout usually due to clinical…
It is well known that the product of two independent regularly varying random variables with the same tail index is again regularly varying with this index. In this paper, we provide sharp sufficient conditions for the regular variation…
In this paper we study the asymptotics of linear regression in settings with non-Gaussian covariates where the covariates exhibit a linear dependency structure, departing from the standard assumption of independence. We model the covariates…
In this paper we study the factors of some alternating sums of products of binomial and q-binomial coefficients. We prove that for all positive integers n_1,...,n_m, n_{m+1}=n_1, and 0\leq j\leq m-1, {n_1+n_{m}\brack…
A variety of estimators for the parameters of the Generalized Pareto distribution, the approximating distribution for excesses over a high threshold, have been proposed, always assuming the underlying data to be independent. We recently…
We would desire to have done the calculations of this paper in the measure on nxn matrices that weights uniformly all 0-1 matrices with row and column sum equal to r, other matrices given weight zero. Instead we work with all matrices that…
Extreme events are a major concern in statistical modeling. Ran\-dom missing data can constitute a problem when modeling such rare events. Imputation is crucial in these situations and therefore models that describe different imputation…
Let $\alpha \in (0,1)$ and irrational. We investigate the asymptotic behaviour of sequences of certain trigonometric products (Sudler products) $(P_N(\alpha))_{N\in\mathbb{N}}$ with $$P_N(\alpha) =\prod_{r=1}^N|2\sin(\pi r \alpha)|.$$ More…
Probabilistic models are proposed for bounding the forward error in the numerically computed inner product (dot product, scalar product) between of two real $n$-vectors. We derive probabilistic perturbation bounds, as well as probabilistic…
Let $\beta>1$ be a real number and $M: \mathbb{R}\to {\rm GL(\CC^d)}$ be a uniformly almost periodic matrix-valued function. We study the asymptotic behavior of the product $$ P_n(x) =M(\beta^{n-1}x)... M(\beta x) M(x). $$ Under some…
In this article, we consider a series $X(t)=\sum_{j \geq 1}\Psi_j(t) Z_j(t),t \in [0,1]$ of random processes with sample paths in the space $D=D[0,1]$ of c\`adl\`ag functions (i.e. right-continuous functions with left limits) on $[0,1]$. We…
For fixed $m > 1$, we study the product of $m$ independent $N \times N$ elliptic random matrices as $N$ tends to infinity. Our main result shows that the empirical spectral distribution of the product converges, with probability $1$, to the…
We study the quantum evolution under the combined action of the exponentials of two not necessarily commuting operators. We consider the limit in which the two evolutions alternate at infinite frequency. This case appears in a plethora of…
We study the asymptotic behavior of the long cycles of a random permutation of $n$ objects with respect to multiplicative measures with polynomial growing cycle weights. We show that the longest cycle and the length differences between the…
A grid poset -- or grid for short -- is a product of chains. We ask, what does a random linear extension of a grid look like? In particular, we show that the average "jump number," i.e., the number of times that two consecutive elements in…