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相关论文: The Sixth Moment of Random Determinants

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For a pair of random Gaussian integers chosen uniformly and independently from the set of Gaussian integers of norm $x$ or less as $x$ goes to infinity, we find asymptotics for the average norm of their greatest common divisor, with…

数论 · 数学 2020-12-10 Tai-Danae Bradley , Yin Choi Cheng , Yan Fei Luo

We study some connections between the random moment problem and the random matrix theory. A uniform draw in a space of moments can be lifted into the spectral probability measure of the pair (A,e) where A is a random matrix from a classical…

概率论 · 数学 2009-09-29 Fabrice Gamboa , Alain Rouault

We consider a centered random walk with finite variance and investigate the asymptotic behaviour of the probability that the area under this walk remains positive up to a large time $n$. Assuming that the moment of order $2+\delta$ is…

概率论 · 数学 2012-07-11 Denis Denisov , Vitali Wachtel

We revisit the problem of perturbing a large, i.i.d. random matrix by a finite rank error. It is known that when elements of the i.i.d. matrix have finite fourth moment, then the outlier eigenvalues of the perturbed matrix are close to the…

概率论 · 数学 2025-10-02 Yi Han

We calculate analytically the probability of large deviations from its mean of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we show that the…

统计力学 · 物理学 2009-11-11 David S. Dean , Satya N. Majumdar

We consider the moment space $\mathcal{M}_n^{K}$ corresponding to $p \times p$ complex matrix measures defined on $K$ ($K=[0,1]$ or $K=\D$). We endow this set with the uniform law. We are mainly interested in large deviations principles…

概率论 · 数学 2011-10-17 Fabrice Gamboa , Jan Nagel , Alain Rouault , Jens Wagener

This papers contains two results concerning random $n \times n$ Bernoulli matrices. First, we show that with probability tending to one the determinant has absolute value $\sqrt {n!} \exp(O(\sqrt(n log n)))$. Next, we prove a new upper…

组合数学 · 数学 2008-07-01 Terence Tao , Van Vu

In the present paper, we prove that under the assumption of the finite sixth moment for elements of a Wigner matrix, the convergence rate of its empirical spectral distribution to the Wigner semicircular law in probability is $O(n^{-1/2})$…

概率论 · 数学 2011-05-17 Zhidong Bai , Jiang Hu , Guangming Pan , Wang Zhou

We discuss the question of how to pick a matrix uniformly (in an appropriate sense) at random from groups big and small. We give algorithms in some cases, and indicate interesting problems in others.

群论 · 数学 2013-12-18 Igor Rivin

We consider a generalization of the Ewens measure for the symmetric group, calculating moments of the characteristic polynomial and similar multiplicative statistics. In addition, we study the asymptotic behavior of linear statistics (such…

概率论 · 数学 2013-03-14 Christopher Hughes , Joseph Najnudel , Ashkan Nikeghbali , Dirk Zeindler

The decision time of an infinite time algorithm is the supremum of its halting times over all real inputs. The decision time of a set of reals is the least decision time of an algorithm that decides the set; semidecision times of…

逻辑 · 数学 2022-01-25 Merlin Carl , Philipp Schlicht , Philip Welch

We investigate determinants of random unitary pencils (with scalar or matrix coefficients), which generalize the characteristic polynomial of a single unitary matrix. In particular we examine moments of such determinants, obtained by…

泛函分析 · 数学 2025-06-06 Michael T. Jury , George Roman

The purpose of this article is to present a general method to find limiting laws for some renormalized statistics on random permutations. The model considered here is Ewens sampling model, which generalizes uniform random permutations. We…

概率论 · 数学 2013-10-28 Valentin Féray

We offer a new proof of the classical law of large numbers for a general class of branching Markov processes based on the asymptotic behaviour of the moments developed in \cite{bmoments, gonzalez2022erratum}. Moreover, we show that the law…

概率论 · 数学 2025-12-01 Christopher B. C. Dean , János Engländer , Emma Horton

Consider a symmetric aperiodic random walk in $Z^d$, $d\geq 3$. There are points (called heavy points) where the number of visits by the random walk is close to its maximum. We investigate the local times around these heavy points and show…

概率论 · 数学 2007-05-23 Endre Csáki , Antónia Földes , Pál Révész

Random matrices whose entries come from a stationary Gaussian process are studied. The limiting behavior of the eigenvalues as the size of the matrix goes to infinity is the main subject of interest in this work. It is shown that the…

概率论 · 数学 2016-04-22 Arijit Chakrabarty , Rajat Subhra Hazra , Deepayan Sarkar

We prove a formula, with power savings, for the sixth moment of Dirichlet L-functions averaged over moduli $q$, over primitive characters $\chi$ modulo $q$, and over the critical line. Our formula agrees precisely with predictions motivated…

数论 · 数学 2012-02-14 J. B. Conrey , H. Iwaniec , K. Soundararajan

We consider random rooted maps without regard to their genus, with fixed large number of edges, and address the problem of limiting distributions for six different parameters: vertices, leaves, loops, root edges, root isthmus, and root…

组合数学 · 数学 2018-02-21 Olivier Bodini , Julien Courtiel , Sergey Dovgal , Hsien-Kuei Hwang

We survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner random matrix ensembles, focusing in particular on the Four Moment Theorem and its applications.

概率论 · 数学 2011-12-12 Terence Tao , Van Vu

In this work we study symmetric random matrices with variance profile satisfying certain conditions. We establish the convergence of the operator norm of these matrices to the largest element of the support of the limiting empirical…

概率论 · 数学 2024-04-23 Dimitris Cheliotis , Michail Louvaris