相关论文: On random quadratic forms: supports of potential l…

In this work we construct an optimal linear shrinkage estimator for the covariance matrix in high dimensions. The recent results from the random matrix theory allow us to find the asymptotic deterministic equivalents of the optimal…

For a non-degenerate integral quadratic form $F(x_1, \dots , x_d)$ in $d\geq5$ variables, we prove an optimal strong approximation theorem. Let $\Omega$ be a fixed compact subset of the affine quadric $F(x_1,\dots,x_d)=1$ over the real…

In a remarkable paper, Peter Hall [{\it On the rate of convergence of normal extremes}, J. App. Prob, {\bf 16} (1979) 433--439] proved that the supremum norm distance between the distribution function of the normalized maximum of $n$…

We study Hermitian non-commutative quadratic polynomials of multiple independent Wigner matrices. We prove that, with the exception of some specific reducible cases, the limiting spectral density of the polynomials always has a square root…

Let $Q_n$ be the $n$-dimensional Hamming cube and $N=2^n$. We prove that the number of maximal independent sets in $Q_n$ is asymptotically \[2n2^{N/4},\] as was conjectured by Ilinca and the first author in connection with a question of…

Maximum likelihood estimation is one of the most used methods in quantum state tomography, where the aim is to reconstruct the density matrix of a physical system from measurement results. One strategy to deal with positivity and unit trace…

Let $X$ be a finite-area non-compact hyperbolic surface. We study the spectrum of the Laplacian on random covering surfaces of X and on random unitary bundles over X. We show that there is a constant $c > 0$ such that, with probability…

This paper considers testing a covariance matrix $\Sigma$ in the high dimensional setting where the dimension $p$ can be comparable or much larger than the sample size $n$. The problem of testing the hypothesis $H_0:\Sigma=\Sigma_0$ for a…

We study extreme-value statistics of Brownian trajectories in one dimension. We define the maximum as the largest position to date and compare maxima of two particles undergoing independent Brownian motion. We focus on the probability P(t)…

Let $G(n,\, M)$ be the uniform random graph with $n$ vertices and $M$ edges. Let $B_n$ be the maximum block-size of $G(n,\, M)$ or the maximum size of its maximal $2$-connected induced subgraphs. We determine the expectation of $B_n$ near…

Height fluctuations of growing surfaces can be characterized by the probability distribution of height in a spatial point at a finite time. Recently there has been spectacular progress in the studies of this quantity for the…

We study the slicing inequality for the surface area instead of volume. This is the question whether there exists a constant $\alpha_n$ depending (or not) on the dimension $n$ so that $$S(K)\leq\alpha_n|K|^{\frac{1}{n}}\max_{\xi\in…

The aim of this paper is to provide several novel upper bounds on the excess risk with a primal focus on classification problems. We suggest two approaches and the obtained bounds are represented via the distribution dependent local…

Given a probability distribution in R^n with general (non-white) covariance, a classical estimator of the covariance matrix is the sample covariance matrix obtained from a sample of N independent points. What is the optimal sample size N =…

We consider two connected aspects of maximum likelihood estimation of the parameter for high-dimensional discrete graphical models: the existence of the maximum likelihood estimate (mle) and its computation. When the data is sparse, there…

We study the growth of the support size of the capacity-achieving input distribution for the amplitude-constrained additive white Gaussian noise (AWGN) channel. While it is known since Smith (1971) that the optimal input is discrete with…

Under the assumption that the distribution of a nonnegative random variable $X$ admits a bounded coupling with its size biased version, we prove simple and strong concentration bounds. In particular the upper tail probability is shown to…

Let $\{Z_k\}_{k\geqslant 1}$ denote a sequence of independent Bernoulli random variables defined by ${\mathbb P}(Z_k=1)=1/k=1-{\mathbb P}(Z_k=0)$ $(k\geqslant 1)$ and put $T_n:=\sum_{1\leqslant k\leqslant n}kZ_k$. It is then known that…

We give the distribution of $M_n$, the maximum of a sequence of $n$ observations from a moving average of order 1. Solutions are first given in terms of repeated integrals and then for the case where the underlying independent random…

We give an upper bound in O(d ^((n+1)/2)) for the number of critical points of a normal random polynomial with degree d and at most n variables. Using the large deviation principle for the spectral value of large random matrices we obtain…