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Uniform asymptotic normality for the Bernoulli scheme

Wojciech Niemiro, Ryszard Zieliński (2007)

Applicationes Mathematicae

It is easy to notice that no sequence of estimators of the probability of success θ in a Bernoulli scheme can converge (when standardized) to N(0,1) uniformly in θ ∈ ]0,1[. We show that the uniform asymptotic normality can be achieved if we allow the sample size, that is, the number of Bernoulli trials, to be chosen sequentially.

Uniqueness and approximate computation of optimal incomplete transportation plans

P. C. Álvarez-Esteban, E. del Barrio, J. A. Cuesta-Albertos, C. Matrán (2011)

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

For α∈(0, 1) an α-trimming, P∗, of a probability P is a new probability obtained by re-weighting the probability of any Borel set, B, according to a positive weight function, f≤1/(1−α), in the way P∗(B)=∫Bf(x)P(dx). If P, Q are probability measures on euclidean space, we consider the problem of obtaining the best L2-Wasserstein approximation between: (a) a fixed probability and trimmed versions of the other; (b) trimmed versions of both probabilities. These best trimmed approximations naturally...

Universality for certain hermitian Wigner matrices under weak moment conditions

Kurt Johansson (2012)

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

We study the universality of the local eigenvalue statistics of Gaussian divisible Hermitian Wigner matrices. These random matrices are obtained by adding an independent GUE matrix to an Hermitian random matrix with independent elements, a Wigner matrix. We prove that Tracy–Widom universality holds at the edge in this class of random matrices under the optimal moment condition that there is a uniform bound on the fourth moment of the matrix elements. Furthermore, we show that universality holds...

Universality for random tensors

Razvan Gurau (2014)

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

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 limit to the same limit as the distributional limit of a Gaussian tensor model. This generalizes the universality of random matrices to random tensors. We then prove a second, stronger, universality result. Under the weaker assumption that the joint probability distribution...

Universality in the bulk of the spectrum for complex sample covariance matrices

Sandrine Péché (2012)

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

We consider complex sample covariance matrices MN = (1/N)YY* where Y is a N × p random matrix with i.i.d. entries Yij, 1 ≤ i ≤ N, 1 ≤ j ≤ p, with distribution F. Under some regularity and decay assumptions on F, we prove universality of some local eigenvalue statistics in the bulk of the spectrum in the limit where N → ∞ and limN→∞ p/N = γ for any real number γ ∈ (0, ∞).

Universality of slow decorrelation in KPZ growth

Ivan Corwin, Patrik L. Ferrari, Sandrine Péché (2012)

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

There has been much success in describing the limiting spatial fluctuations of growth models in the Kardar–Parisi–Zhang (KPZ) universality class. A proper rescaling of time should introduce a non-trivial temporal dimension to these limiting fluctuations. In one-dimension, the KPZ class has the dynamical scaling exponent z = 3/2, that means one should find a universal space–time limiting process under the scaling of time as tT, space like t2/3X and fluctuations like t1/3 as t → ∞. In this paper we...

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