相关论文: Iterating random functions on a finite set
We prove the Central Limit Theorem for the number of eigenvalues near the spectrum edge for hermitian ensembles of random matrices. To derive our results, we use a general theorem, essentially due to Costin and Lebowitz, concerning the…
We show that the functional renormalization group (FRG) allows for the calculation of the probability distribution function of the sum of strongly correlated random variables. On the example of the three-dimensional Ising model at…
This paper determines the group of continuous invariants corresponding to an inner function $ \Theta $ with finitely many singularities on the unit circle $T$; that is, the continuous mappings $g: T \to T$ such that $\Theta \circ g = \Theta…
First passage distributions of semi-Markov processes are of interest in fields such as reliability, survival analysis, and many others. The problem of finding or computing first passage distributions is, in general, quite challenging. We…
We prove two universality results for random tensors of arbitrary rank D. We first prove that a random tensor whose entries are N^D independent, identically distributed, complex random variables converges in distribution in the large N…
Let $(Y_n)_n$ be a sequence of $\mathbb{R}^d$-valued random variables. Suppose that the generating function \[f(x, z) = \sum_{n = 0}^\infty \varphi_{Y_n}(x) z^n,\] where $\varphi_{Y_n}$ is the characteristic function of $Y_n$, extends to a…
The probability distribution function for an out of equilibrium system may sometimes be approximated by a physically motivated "trial" distribution. A particularly interesting case is when a driven system (e.g., active matter) is…
We prove a.s. (almost sure) unisolvency of interpolation by continuous random sampling with respect to any given density, in spaces of multivariate a.e. (almost everywhere) analytic functions. Examples are given concerning polynomial and…
The estimation of categorical distributions under marginal constraints summarizing some sample from a population in the most-generalizable way is key for many machine-learning and data-driven approaches. We provide a parameter-agnostic…
In this paper, we reformulate the definition of the iterated function systems (denoted by general IFSs in this paper) and show the existence and uniqueness (in some sense) of the limit sets generated by the general IFSs, to unify the…
Let $T\$ be a stopping time associated with a sequence of independent random variables $Z_{1},Z_{2},...$ . By applying a suitable change in the probability measure we present relations between the moment or probability generating functions…
For a variant of the algorithm in [Pit19] (arXiv:1903.10816) to compute the approximate density or distribution function of a linear mixture of independent random variables known by a finite sample, it is presented a proof of the functional…
Let V be an infinite matrix with rows and columns indexed by the positive integers, and entries in a field F. Suppose that v_{i,j} only depends on i-j and is 0 for |i-j| large. Then V^n is defined for all n, and one has a "generating…
For random piecewise linear systems T of the interval that are expanding on average we construct explicitly the density functions of absolutely continuous T-invariant measures. In case the random system uses only expanding maps our…
We consider a notion of uniform thinning for a finite sequence of random variables $(X_1,...,X_n)$ obtained by removing one random variable, uniformly at random. If a triangular array of random variables $(X_{n,k} : n \in \mathbb{N}_+, 1…
We establish bounds for the covariance of a large class of functions of infinite variance stable random variables, including unbounded functions such as the power function and the logarithm. These bounds involve measures of dependence…
We study the properties of algebraic independence and pointwise algebraic independence in a class of continuous theories, the randomizations $T^R$ of complete first order theories $T$. If algebraic and definable closure coincide in $T$,…
A recursive method is derived to calculate all eigenvalue correlation functions of a random hermitian matrix in the large size limit, and after smoothing of the short scale oscillations. The property that the two-point function is…
Pippenger's Galois theory of finite functions and relational constraints is extended to the infinite case. The functions involved are functions of several variables on a set $A$ and taking values in a possibly different set $B$, where any…
By using the matrix formulation of the two-step approach to distributions of patterns in random sequences, recurrence and explicit formulas for the generating functions of successions in random permutations of arbitrary multisets are…