Displaying similar documents to “On the singular values of random matrices”

Random ε-nets and embeddings in N

Y. Gordon, A. E. Litvak, A. Pajor, N. Tomczak-Jaegermann (2007)

Studia Mathematica

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We show that, given an n-dimensional normed space X, a sequence of N = ( 8 / ε ) 2 n independent random vectors ( X i ) i = 1 N , uniformly distributed in the unit ball of X*, with high probability forms an ε-net for this unit ball. Thus the random linear map Γ : N defined by Γ x = ( x , X i ) i = 1 N embeds X in N with at most 1 + ε norm distortion. In the case X = ℓ₂ⁿ we obtain a random 1+ε-embedding into N with asymptotically best possible relation between N, n, and ε.

On the Law of Large Numbers for Nonmeasurable Identically Distributed Random Variables

Alexander R. Pruss (2013)

Bulletin of the Polish Academy of Sciences. Mathematics

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Let Ω be a countable infinite product Ω of copies of the same probability space Ω₁, and let Ξₙ be the sequence of the coordinate projection functions from Ω to Ω₁. Let Ψ be a possibly nonmeasurable function from Ω₁ to ℝ, and let Xₙ(ω) = Ψ(Ξₙ(ω)). Then we can think of Xₙ as a sequence of independent but possibly nonmeasurable random variables on Ω. Let Sₙ = X₁ + ⋯ + Xₙ. By the ordinary Strong Law of Large Numbers, we almost surely have E * [ X ] l i m i n f S / n l i m s u p S / n E * [ X ] , where E * and E* are the lower and upper expectations....

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 × n non-centered matrix 𝛴 n with a separable variance profile: 𝛴 n = D n 1 / 2 X n D ˜ n 1 / 2 n + A n . Matrices D n and 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:...

The absolute continuity of the invariant measure of random iterated function systems with overlaps

Balázs Bárány, Tomas Persson (2010)

Fundamenta Mathematicae

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We consider iterated function systems on the interval with random perturbation. Let Y ε be uniformly distributed in [1-ε,1+ ε] and let f i C 1 + α be contractions with fixpoints a i . We consider the iterated function system Y ε f i + a i ( 1 - Y ε ) i = 1 , where each of the maps is chosen with probability p i . It is shown that the invariant density is in L² and its L² norm does not grow faster than 1/√ε as ε vanishes. The proof relies on defining a piecewise hyperbolic dynamical system on the cube with an SRB-measure whose projection...

About the generating function of a left bounded integer-valued random variable

Charles Delorme, Jean-Marc Rinkel (2008)

Bulletin de la Société Mathématique de France

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We give a relation between the sign of the mean of an integer-valued, left bounded, random variable X and the number of zeros of 1 - Φ ( z ) inside the unit disk, where Φ is the generating function of X , under some mild conditions

Complete convergence theorems for normed row sums from an array of rowwise pairwise negative quadrant dependent random variables with application to the dependent bootstrap

Andrew Rosalsky, Yongfeng Wu (2015)

Applications of Mathematics

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Let { X n , j , 1 j m ( n ) , n 1 } be an array of rowwise pairwise negative quadrant dependent mean 0 random variables and let 0 < b n . Conditions are given for j = 1 m ( n ) X n , j / b n 0 completely and for max 1 k m ( n ) | j = 1 k X n , j | / b n 0 completely. As an application of these results, we obtain a complete convergence theorem for the row sums j = 1 m ( n ) X n , j * of the dependent bootstrap samples { { X n , j * , 1 j m ( n ) } , n 1 } arising from a sequence of i.i.d. random variables { X n , n 1 } .

Positivity of integrated random walks

Vladislav Vysotsky (2014)

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

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Take a centered random walk S n and consider the sequence of its partial sums A n : = i = 1 n S i . Suppose S 1 is in the domain of normal attraction of an α -stable law with 1 l t ; α 2 . Assuming that S 1 is either right-exponential (i.e. ( S 1 g t ; x | S 1 g t ; 0 ) = e - a x for some a g t ; 0 and all x g t ; 0 ) or right-continuous (skip free), we prove that { A 1 g t ; 0 , , A N g t ; 0 } C α N 1 / ( 2 α ) - 1 / 2 as N , where C α g t ; 0 depends on the distribution of the walk. We also consider a conditional version of this problem and study positivity of integrated discrete bridges.

Asymptotic behavior of a stochastic combustion growth process

Alejandro Ramírez, Vladas Sidoravicius (2004)

Journal of the European Mathematical Society

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We study a continuous time growth process on the d -dimensional hypercubic lattice 𝒵 d , which admits a phenomenological interpretation as the combustion reaction A + B 2 A , where A represents heat particles and B inert particles. This process can be described as an interacting particle system in the following way: at time 0 a simple symmetric continuous time random walk of total jump rate one begins to move from the origin of the hypercubic lattice; then, as soon as any random walk visits a site...

Giant component and vacant set for random walk on a discrete torus

Itai Benjamini, Alain-Sol Sznitman (2008)

Journal of the European Mathematical Society

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We consider random walk on a discrete torus E of side-length N , in sufficiently high dimension d . We investigate the percolative properties of the vacant set corresponding to the collection of sites which have not been visited by the walk up to time u N d . We show that when u is chosen small, as N tends to infinity, there is with overwhelming probability a unique connected component in the vacant set which contains segments of length const log N . Moreover, this connected component occupies a...

On uniqueness of distribution of a random variable whose independent copies span a subspace in L p

S. Astashkin, F. Sukochev, D. Zanin (2015)

Studia Mathematica

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Let 1 ≤ p < 2 and let L p = L p [ 0 , 1 ] be the classical L p -space of all (classes of) p-integrable functions on [0,1]. It is known that a sequence of independent copies of a mean zero random variable f L p spans in L p a subspace isomorphic to some Orlicz sequence space l M . We give precise connections between M and f and establish conditions under which the distribution of a random variable f L p whose independent copies span l M in L p is essentially unique.

Persistence of iterated partial sums

Amir Dembo, Jian Ding, Fuchang Gao (2013)

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

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Let S n ( 2 ) denote the iterated partial sums. That is, S n ( 2 ) = S 1 + S 2 + + S n , where S i = X 1 + X 2 + + X i . Assuming X 1 , X 2 , ... , X n are integrable, zero-mean, i.i.d. random variables, we show that the persistence probabilities p n ( 2 ) : = max 1 i n S i ( 2 ) l t ; 0 c 𝔼 | S n + 1 | ( n + 1 ) 𝔼 | X 1 | , with c 6 30 (and c = 2 whenever X 1 is symmetric). The converse inequality holds whenever the non-zero min ( - X 1 , 0 ) is bounded or when it has only finite third moment and in addition X 1 is squared integrable. Furthermore, p n ( 2 ) n - 1 / 4 for any non-degenerate squared integrable, i.i.d., zero-mean X i . In contrast, we show that for any 0 l t ; γ l t ; 1 / 4 there exist integrable,...

Stable random fields and geometry

Shigeo Takenaka (2010)

Banach Center Publications

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Let (M,d) be a metric space with a fixed origin O. P. Lévy defined Brownian motion X(a); a ∈ M as 0. X(O) = 0. 1. X(a) - X(b) is subject to the Gaussian law of mean 0 and variance d(a,b). He gave an example for M = S m , the m-dimensional sphere. Let Y ( B ) ; B ( S m ) be the Gaussian random measure on S m , that is, 1. Y(B) is a centered Gaussian system, 2. the variance of Y(B) is equal of μ(B), where μ is the uniform measure on S m , 3. if B₁ ∩ B₂ = ∅ then Y(B₁) is independent of Y(B₂). 4. for B i , i = 1,2,..., B i B j = ,...

The spread of a catalytic branching random walk

Philippe Carmona, Yueyun Hu (2014)

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

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We consider a catalytic branching random walk on that branches at the origin only. In the supercritical regime we establish a law of large number for the maximal position M n : For some constant α , M n n α almost surely on the set of infinite number of visits of the origin. Then we determine all possible limiting laws for M n - α n as n goes to infinity.

Geometrically strictly semistable laws as the limit laws

Marek T. Malinowski (2007)

Discussiones Mathematicae Probability and Statistics

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A random variable X is geometrically infinitely divisible iff for every p ∈ (0,1) there exists random variable X p such that X = d k = 1 T ( p ) X p , k , where X p , k ’s are i.i.d. copies of X p , and random variable T(p) independent of X p , 1 , X p , 2 , . . . has geometric distribution with the parameter p. In the paper we give some new characterization of geometrically infinitely divisible distribution. The main results concern geometrically strictly semistable distributions which form a subset of geometrically infinitely divisible distributions....

Hausdorff dimension of affine random covering sets in torus

Esa Järvenpää, Maarit Järvenpää, Henna Koivusalo, Bing Li, Ville Suomala (2014)

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

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We calculate the almost sure Hausdorff dimension of the random covering set lim sup n ( g n + ξ n ) in d -dimensional torus 𝕋 d , where the sets g n 𝕋 d are parallelepipeds, or more generally, linear images of a set with nonempty interior, and ξ n 𝕋 d are independent and uniformly distributed random points. The dimension formula, derived from the singular values of the linear mappings, holds provided that the sequences of the singular values are decreasing.

Coherent randomness tests and computing the K -trivial sets

Laurent Bienvenu, Noam Greenberg, Antonín Kučera, André Nies, Dan Turetsky (2016)

Journal of the European Mathematical Society

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We introduce Oberwolfach randomness, a notion within Demuth’s framework of statistical tests with moving components; here the components’ movement has to be coherent across levels. We show that a ML-random set computes all K -trivial sets if and only if it is not Oberwolfach random, and indeed that there is a K -trivial set which is not computable from any Oberwolfach random set. We show that Oberwolfach random sets satisfy effective versions of almost-everywhere theorems of analysis,...

Size of the giant component in a random geometric graph

Ghurumuruhan Ganesan (2013)

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

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In this paper, we study the size of the giant component C G in the random geometric graph G = G ( n , r n , f ) of n nodes independently distributed each according to a certain density f ( · ) in [ 0 , 1 ] 2 satisfying inf x [ 0 , 1 ] 2 f ( x ) g t ; 0 . If c 1 n r n 2 c 2 log n n for some positive constants c 1 , c 2 and n r n 2 as n , we show that the giant component of G contains at least n - o ( n ) nodes with probability at least 1 - e - β n r n 2 for all n and for some positive constant β . We also obtain estimates on the diameter and number of the non-giant components of G .

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 = , 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 ; . Consider sample covariance matrices (with/without empirical centering) 𝒮 = 1 n j = 1 n ( 𝐬 j - 𝐬 ¯ ) ( 𝐬 j - 𝐬 ¯ ) T and 𝐒 = 1 n j = 1 n 𝐬 j 𝐬 j T , where 𝐬 ¯ = 1 n 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 with p / n approaching a positive constant. Moreover, it is also proved that such a different behavior is not observed in the...

Soft local times and decoupling of random interlacements

Serguei Popov, Augusto Teixeira (2015)

Journal of the European Mathematical Society

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In this paper we establish a decoupling feature of the random interlacement process u d at level u , d 3 . Roughly speaking, we show that observations of u restricted to two disjoint subsets A 1 and A 2 of d are approximately independent, once we add a sprinkling to the process u by slightly increasing the parameter u . Our results differ from previous ones in that we allow the mutual distance between the sets A 1 and A 2 to be much smaller than their diameters. We then provide an important application...

Uniform mixing time for random walk on lamplighter graphs

Júlia Komjáthy, Jason Miller, Yuval Peres (2014)

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

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Suppose that 𝒢 is a finite, connected graph and X is a lazy random walk on 𝒢 . The lamplighter chain X associated with X is the random walk on the wreath product 𝒢 = 𝐙 2 𝒢 , the graph whose vertices consist of pairs ( f ̲ , x ) where f is a labeling of the vertices of 𝒢 by elements of 𝐙 2 = { 0 , 1 } and x is a vertex in 𝒢 . There is an edge between ( f ̲ , x ) and ( g ̲ , y ) in 𝒢 if and only if x is adjacent to y in 𝒢 and f z = g z for all z x , y . In each step, X moves from a configuration ( f ̲ , x ) by updating x to y using the transition rule of X and then...