Localization and delocalization for heavy tailed band matrices

Florent Benaych-Georges; Sandrine Péché

Displaying similar documents to “Localization and delocalization for heavy tailed band matrices”

Limit theorems for one and two-dimensional random walks in random scenery

Fabienne Castell, Nadine Guillotin-Plantard, Françoise Pène (2013)

Annales de l'I.H.P. Probabilités et statistiques

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Random walks in random scenery are processes defined by $Z_{n} : = \sum_{k = 1}^{n} ξ_{X_{1} + \dots + X_{k}}$ , where $(X_{k}, k \geq 1)$ and $(ξ_{y}, y \in ℤ^{d})$ are two independent sequences of i.i.d. random variables with values in $ℤ^{d}$ and $ℝ$ respectively. We suppose that the distributions of $X_{1}$ and $ξ_{0}$ belong to the normal basin of attraction of stable distribution of index $α \in (0, 2]$ and $β \in (0, 2]$ . When $d = 1$ and $α \neq 1$ , a functional limit theorem has been established in ( (1979) 5–25) and a local limit theorem in (To appear). In this paper, we establish the convergence in distribution...

The critical barrier for the survival of branching random walk with absorption

Bruno Jaffuel (2012)

Annales de l'I.H.P. Probabilités et statistiques

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We study a branching random walk on $ℝ$ with an absorbing barrier. The position of the barrier depends on the generation. In each generation, only the individuals born below the barrier survive and reproduce. Given a reproduction law, Biggins et al. [ (1991) 573–581] determined whether a linear barrier allows the process to survive. In this paper, we refine their result: in the boundary case in which the speed of the barrier matches the speed of the minimal position of a...

Ergodic behaviour of “signed voter models”

G. Maillard, T. S. Mountford (2013)

Annales de l'I.H.P. Probabilités et statistiques

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We answer some questions raised by Gantert, Löwe and Steif ( (2005) 767–780) concerning “signed” voter models on locally finite graphs. These are voter model like processes with the difference that the edges are considered to be either positive or negative. If an edge between a site $x$ and a site $y$ is negative (respectively positive) the site $y$ will contribute towards the flip rate of $x$ if and only if the two current spin values are equal (respectively opposed). ...

The fundamental theorem of prehomogeneous vector spaces modulo $p^{m}$ (With an appendix by F. Sato)

Raf Cluckers, Adriaan Herremans (2007)

Bulletin de la Société Mathématique de France

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For a number field $K$ with ring of integers $𝒪_{K}$ , we prove an analogue over finite rings of the form $𝒪_{K} / 𝒫^{m}$ of the fundamental theorem on the Fourier transform of a relative invariant of prehomogeneous vector spaces, where $𝒫$ is a big enough prime ideal of $𝒪_{K}$ and $m > 1$ . In the appendix, F.Sato gives an application of the Theorems 1.1, 1.3 and the Theorems A, B, C in J.Denef and A.Gyoja [, Compos. Math., (1998), 237–346] to the functional equation of $L$ -functions of Dirichlet type associated with prehomogeneous...

Large scale behaviour of the spatial $𝛬$ -Fleming–Viot process

N. Berestycki, A. M. Etheridge, A. Véber (2013)

Annales de l'I.H.P. Probabilités et statistiques

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We consider the spatial $𝛬$ -Fleming–Viot process model ( (2010) 162–216) for frequencies of genetic types in a population living in $ℝ^{d}$ , in the special case in which there are just two types of individuals, labelled $0$ and $1$ . At time zero, everyone in a given half-space has type 1, whereas everyone in the complementary half-space has type $0$ . We are concerned with patterns of frequencies of the two types at large space and time scales. We consider two cases, one in which the...

Local percolative properties of the vacant set of random interlacements with small intensity

Alexander Drewitz, Balázs Ráth, Artëm Sapozhnikov (2014)

Annales de l'I.H.P. Probabilités et statistiques

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Random interlacements at level $u$ is a one parameter family of connected random subsets of $ℤ^{d}$ , $d \geq 3$ ( (2010) 2039–2087). Its complement, the vacant set at level $u$ , exhibits a non-trivial percolation phase transition in $u$ ( (2009) 831–858; (2010) 2039–2087), and the infinite connected component, when it exists, is almost surely unique ( (2009) 454–466). In this paper we study local percolative properties of the vacant set of random...

Some results on spaces with $ℵ_{1}$ -calibre

Wei-Feng Xuan, Wei-Xue Shi (2016)

Commentationes Mathematicae Universitatis Carolinae

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We prove that, assuming , if $X$ is a space with $ℵ_{1}$ -calibre and a zeroset diagonal, then $X$ is submetrizable. This gives a consistent positive answer to the question of Buzyakova in Observations on spaces with zeroset or regular $G_{δ}$ -diagonals, Comment. Math. Univ. Carolin. 46 (2005), no. 3, 469–473. We also make some observations on spaces with $ℵ_{1}$ -calibre.

Spatially adaptive density estimation by localised Haar projections

Florian Gach, Richard Nickl, Vladimir Spokoiny (2013)

Annales de l'I.H.P. Probabilités et statistiques

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Given a random sample from some unknown density $f_{0} : ℝ \to [0, \infty)$ we devise Haar wavelet estimators for $f_{0}$ with variable resolution levels constructed from localised test procedures (as in Lepski, Mammen and Spokoiny ( (1997) 927–947)). We show that these estimators satisfy an oracle inequality that adapts to heterogeneous smoothness of $f_{0}$ , simultaneously for every point $x$ in a fixed interval, in sup-norm loss. The thresholding constants involved in the test procedures can be chosen in...

Comparison between two types of large sample covariance matrices

Guangming Pan (2014)

Annales de l'I.H.P. Probabilités et statistiques

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Let ${X_{i j}}$ , $i, j = \dots$ , be a double array of independent and identically distributed (i.i.d.) real random variables with $E X_{11} = μ$ , $E | X_{11} {- μ |}^{2} = 1$ and $E | X_{11} |^{4} l t; \infty$ . Consider sample covariance matrices (with/without empirical centering) $𝒮 = \frac{1}{n} \sum_{j = 1}^{n} (𝐬_{j} - \bar{𝐬}) {(𝐬_{j} - \bar{𝐬})}^{T}$ and $𝐒 = \frac{1}{n} \sum_{j = 1}^{n} 𝐬_{j} 𝐬_{j}^{T}$ , where $\bar{𝐬} = \frac{1}{n} \sum_{j = 1}^{n} 𝐬_{j}$ and $𝐬_{j} = 𝐓_{n}^{1 / 2} {(X_{1 j}, ..., X_{p j})}^{T}$ with ${(𝐓_{n}^{1 / 2})}^{2} = 𝐓_{n}$ , non-random symmetric non-negative definite matrix. It is proved that central limit theorems of eigenvalue statistics of $𝒮$ and $𝐒$ are different as $n \to \infty$ with $p / n$ approaching a positive constant. Moreover, it is also proved that such a different behavior is not observed in the...

On bilinear forms based on the resolvent of large random matrices

Walid Hachem, Philippe Loubaton, Jamal Najim, Pascal Vallet (2013)

Annales de l'I.H.P. Probabilités et statistiques

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Consider a $N \times n$ non-centered matrix $𝛴_{n}$ with a separable variance profile: $𝛴_{n} = \frac{D_{n}^{1 / 2} X_{n} {\tilde{D}}_{n}^{1 / 2}}{\sqrt{n}} + A_{n} .$ Matrices $D_{n}$ and ${\tilde{D}}_{n}$ are non-negative deterministic diagonal, while matrix $A_{n}$ is deterministic, and $X_{n}$ is a random matrix with complex independent and identically distributed random variables, each with mean zero and variance one. Denote by $Q_{n} (z)$ the resolvent associated to $𝛴_{n} 𝛴_{n}^{*}$ , i.e. $Q_{n} (z) = {(𝛴_{n} 𝛴_{n}^{*} - z I_{N})}^{- 1} .$ Given two sequences of deterministic vectors $(u_{n})$ and $(v_{n})$ with bounded Euclidean norms, we study the limiting behavior of the random bilinear form:...

G-tridiagonal majorization on $𝐌_{n, m}$

Ahmad Mohammadhasani, Yamin Sayyari, Mahdi Sabzvari (2021)

Communications in Mathematics

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For $X, Y \in 𝐌_{n, m}$ , it is said that $X$ is majorized by $Y$ (and it is denoted by $X ≺_{g t} Y$ ) if there exists a tridiagonal g-doubly stochastic matrix $A$ such that $X = A Y$ . In this paper, the linear preservers and strong linear preservers of $≺_{g t}$ are characterized on $𝐌_{n, m}$ .

The parabolic Anderson model in a dynamic random environment: Basic properties of the quenched Lyapunov exponent

D. Erhard, F. den Hollander, G. Maillard (2014)

Annales de l'I.H.P. Probabilités et statistiques

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In this paper we study the parabolic Anderson equation $\partial u (x, t) / \partial t = κ 𝛥 u (x, t) + ξ (x, t) u (x, t)$ , $x \in ℤ^{d}$ , $t \geq 0$ , where the $u$ -field and the $ξ$ -field are $ℝ$ -valued, $κ \in [0, \infty)$ is the diffusion constant, and $𝛥$ is the discrete Laplacian. The $ξ$ -field plays the role of athat drives the equation. The initial condition $u (x, 0) = u_{0} (x)$ , $x \in ℤ^{d}$ , is taken to be non-negative and bounded. The solution of the parabolic Anderson equation describes the evolution of a field of particles performing independent simple random walks with binary branching: particles jump at rate $2 d κ$ ,...