211 citations
- Universidad Nacional Autónoma de MéxicoMX29 papers
- Secretaría de Ciencia, Humanidades, Tecnología e InnovaciónMX19 papers
- Centre National de la Recherche ScientifiqueFR18 papers
- Universidad de Los AndesCO7 papers
- Unité de Mathématiques Pures et AppliquéesFR6 papers
- University of BathGB6 papers
- University of HelsinkiFI6 papers
- École Normale Supérieure de LyonFR5 papers
- École PolytechniqueFR5 papers
- Hokkaido UniversityJP5 papers
- Kansai UniversityJP5 papers
- Universidad Nacional de ColombiaCO5 papers
6 papers · 2 filters
The Asymptotic Infinitesimal Distribution of a Real Wishart Random Matrix
James A. Mingo, Josue Vazquez-Becerra
Let be a real Wishart random matrix with aspect ratio . The limit eigenvalue distribution of is the Marchenko-Pastur law with parameter $c = \lim_N M/…
Monotone Cumulant-Moment Formula and Schröder Trees
Octavio Arizmendi, Adrian Celestino
We prove a formula to express multivariate monotone cumulants of random variables in terms of their moments by using a Hopf algebra of decorated Schröder trees.
The cutoff phenomenon in Wasserstein distance for nonlinear stable Langevin systems with small Lévy noise
Gerardo Barrera, Michael A. Högele, Juan Carlos Pardo
This article establishes the cutoff phenomenon in the Wasserstein distance for systems of nonlinear ordinary differential equations with a unique coercive stable fixed point subjec…
The cutoff phenomenon for the stochastic heat and the wave equation subject to small Lévy noise
G. Barrera, M. A. Högele, J. C. Pardo
This article generalizes the small noise cutoff phenomenon to the strong solutions of the stochastic heat equation and the damped stochastic wave equation over a bounded domain sub…
Bernoulli sums and Rényi entropy inequalities
Mokshay Madiman, James Melbourne, Cyril Roberto
We investigate the Rényi entropy of independent sums of integer valued random variables through Fourier theoretic means, and give sharp comparisons between the variance and the Rén…
Extremal Laws for Laplacian Random Matrices
Santiago Arenas-Velilla, Victor Pérez-Abreu
For an Laplacian random matrix with Gaussian entries it is proven that the fluctuations of the largest eigenvalue and the largest diagonal entry of a…