相关论文: Integrals over Grassmannians and Random permutatio…

Random integral mappings $I^{h,r}_{(a,b]}$ give isomorphisms between the sub-semigroups of the classical $(ID, \ast)$ and the free-infinite divisible $(ID,\boxplus)$ probability measures. This allows us to introduce new examples of such…

We consider very general "random integers" and (attempt to) prove that many multiplicative and additive functions of such integers have limiting distributions. These integers include, for instance, the curvatures of Apollonian circle…

This paper studies the asymptotic behaviors of the pairwise angles among n randomly and uniformly distributed unit vectors in R^p as the number of points n -> infinity, while the dimension p is either fixed or growing with n. For both…

We investigate the order of the $r$-th, $1\le r < +\infty$, central moment of the length of the longest common subsequence of two independent random words of size $n$ whose letters are identically distributed and independently drawn from a…

The envelope of an elliptical Gaussian complex vector, or equivalently, the amplitude or norm of a bivariate normal random vector has application in many weather and signal processing contexts. We explicitly characterize its distribution in…

A Laplacian matrix is a real symmetric matrix whose row and column sums are zero. We investigate the limiting distribution of the largest eigenvalues of a Laplacian random matrix with Gaussian entries. Unlike many classical matrix…

We study mixed long-range percolation on the square lattice. Each vertical edge of unit length is independently open with probability $\varepsilon$, and each horizontal edge of length $i$ is independently open with probability $p_i$. Also,…

We treat the problem of testing independence between m continuous variables when m can be larger than the available sample size n. We consider three types of test statistics that are constructed as sums or sums of squares of pairwise rank…

This paper develops methods to study the distribution of Eulerian statistics defined by second-order recurrence relations. We define a random process to decompose the statistics over compositions of integers. It is shown that the numbers of…

Let $(X_k)_{k\geq 1}$ and $(Y_k)_{k\geq 1}$ be two independent sequences of i.i.d. random variables, with values in a finite and totally ordered alphabet $\mathcal{A}_m:=\{1,\dots,m\}$, and having respective probability mass function…

The classical Gaussian concentration inequality for Lipschitz functions is adapted to a setting where the classical assumptions (i.e. Lipschitz and Gaussian) are not met. The theory is more direct than much of the existing theory designed…

Selecting N random points in a unit square corresponds to selecting a random permutation. By putting 5 types of symmetry restrictions on the points, we obtain subsets of permutations : involutions, signed permutations and signed…

For every odd prime $p$ and every integer $n\geq 12$ there is a Heisenberg group of order $p^{5n/4+O(1)}$ that has $p^{n^2/24+O(n)}$ pairwise nonisomorphic quotients of order $p^{n}$. Yet, these quotients are virtually indistinguishable.…

Probability functions figure prominently in optimization problems of engineering. They may be nonsmooth even if all input data are smooth.This fact motivates the consideration of subdifferentials for such typically just continuous…

We show norm estimates for the sum of independent random variables in noncommutative $L_p$-spaces for $1<p<\infty$ following our previous work. These estimates generalize the classical Rosenthal inequality in the commutative case. Among…

We define the notion of asymptotically free for locally restricted compositions, which means roughly that large parts can often be replaced by any larger parts. Two well-known examples are Carlitz and alternating compositions. We show that…

We show that, in an alphabet of $n$ symbols, the number of words of length $n$ whose number of different symbols is away from $(1-1/e)n$, which is the value expected by the Poisson distribution, has exponential decay in $n$. We use…

Using the character expansion method, we generalize several well-known integrals over the unitary group to the case where general complex matrices appear in the integrand. These integrals are of interest in the theory of random matrices and…

We investigate the order of the variance of the optimal alignments score of two independent iid binary random words having the same length. The letters are equiprobable, but the scoring function is such that one letter has a larger score…

Using the diagrammatic approach to integrals over Gaussian random matrices, we find a representation for polynomial Lie group integrals as infinite sums over certain maps on surfaces. The maps involved satisfy a specific condition: they…