Results 41 to 50 of about 135,156 (153)
Moderate deviations for the determinant of Wigner matrices
, 2013 We establish a moderate deviations principle (MDP) for the log-determinant $\log | \det (M_n) |$ of a Wigner matrix $M_n$ matching four moments with either the GUE or GOE ensemble.
A Dembo +14 more
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Multivariate spatial conditional U-quantiles: a Bahadur–Kiefer representation
Results in Applied MathematicsQuantiles constitute a core concept in probability theory and theoretical statistics, providing an indispensable instrument in a wide array of applications.
Salim Bouzebda, Nourelhouda Taachouche
doaj +1 more source
, 2016 Random matrix theory is a well-developed area of probability theory that has numerous connections with other areas of mathematics and its applications. Much of the literature in this area is concerned with matrices that possess many exact or approximate ...
F. Lust-Piquard +12 more
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Mod-Gaussian convergence: new limit theorems in probability and number theory [PDF]
, 2017 We introduce a new type of convergence in probability theory, which we call "mod-Gaussian convergence”. It is directly inspired by theorems and conjectures, in random matrix theory and number theory, concerning moments of values of characteristic ...
Jacod, Jean +2 more
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Determinantal random point fields
, 2000 The paper contains an exposition of recent as well as old enough results on determinantal random point fields. We start with some general theorems including the proofs of the necessary and sufficient condition for the existence of the determinantal ...
Soshnikov, Alexander
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Non-commutative (quantum) probability, master fields and stochastic bosonization [PDF]
, 1998 In this report we discuss some results of non--commutative (quantum) probability theory relating the various notions of statistical independence and the associated quantum central limit theorems to different aspects of mathematics and physics including:
Accardi, L, Lu, Y.G, Volovich, I
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Limit theory for point processes in manifolds
, 2013 Let $Y_i,i\geq1$, be i.i.d. random variables having values in an $m$-dimensional manifold $\mathcal {M}\subset \mathbb{R}^d$ and consider sums $\sum_{i=1}^n\xi(n^{1/m}Y_i,\{n^{1/m}Y_j\}_{j=1}^n)$, where $\xi$ is a real valued function defined on pairs ...
Penrose, Mathew D., Yukich, J. E.
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Generalized Probability-Probability Plots [PDF]
We introduce generalized Probability-Probability (P-P) plots in order to study the one-sample goodness-of-fit problem and the two-sample problem, for real valued data.These plots, that are constructed by indexing with the class of closed intervals ...
Einmahl, J.H.J., Mushkudiani, N.A.
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On q-Gaussians and Exchangeability
, 2009 The q-Gaussians are discussed from the point of view of variance mixtures of normals and exchangeability. For each q< 3, there is a q-Gaussian distribution that maximizes the Tsallis entropy under suitable constraints.
Andrews D F +12 more
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Evolution as a language that speaks itself [PDF]
, 2010 The 'self-referential' character of evolutionary process noted by Goldenfeld and Woese (2010) can be restated through a 'language' model in which genes, gene expression, and environment are represented as interacting information ...
Rodrick Wallace
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