On the second-order correlation function of the characteristic polynomial of a real symmetric Wigner matrix.
On the singular values of random matrices
We present an approach that allows one to bound the largest and smallest singular values of an random matrix with iid rows, distributed according to a measure on that is supported in a relatively small ball and linear functionals are uniformly bounded in for some , in a quantitative (non-asymptotic) fashion. Among the outcomes of this approach are optimal estimates of not only in the case of the above mentioned measure, but also when the measure is log-concave or when it a product measure...
On the Skorokhod topology
On the space of vector-valued functions integrable with respect to the white noise
On the spectral norm of a random Toeplitz matrix.
On the stability of interacting processes with applications to filtering and genetic algorithms
On the strong law for arrays and for the bootstrap mean and variance.
On the structure of monoids of admissible translates of probability measures.
On the Support of the Measures in a Symmetric Convolution Semigroup.
On the Supports of Absolutely Continous Gauss Measures on Connected Lie Groups.
On the tail estimation of the norm of Rademacher sums.
On the traces of Laguerre processes.
On the two definitions of independence
On the unitary representations of abelian locally compact groups
On the Urysohn condition and the convergence of probability distributions
On the Wiener-Eberlein theorem
On uniform tail expansions of multivariate copulas and wide convergence of measures
The theory of copulas provides a useful tool for modeling dependence in risk management. In insurance and finance, as well as in other applications, dependence of extreme events is particularly important, hence there is a need for a detailed study of the tail behaviour of multivariate copulas. We investigate the class of copulas having regular tails with a uniform expansion. We present several equivalent characterizations of uniform tail expansions. Next, basing on them, we determine the class of...
On Urbanik's characterization of Gaussian measures on locally compact abelian groups
On Vector Measures Related to Deterministic Non-Stationary Stochastic Processes.
On weak convergence of filtrations