635 citations
- Centrum Wiskunde & InformaticaNL23 papers
- University of AmsterdamNL7 papers
- California Institute of TechnologyUS5 papers
- Centre National de la Recherche ScientifiqueFR5 papers
- Radboud University NijmegenNL5 papers
- Delft University of TechnologyNL4 papers
- Leiden UniversityNL4 papers
- Courant Institute of Mathematical SciencesUS3 papers
- IMECBE3 papers
- Max Planck Institute of Quantum OpticsDE3 papers
- Max Planck SocietyDE3 papers
- Microsoft (United States)US3 papers
6 papers · 2 filters
Large deviations for eigenvalues of sample covariance matrices, with applications to mobile communication systems
Anne Fey, Remco van der Hofstad, Marten Klok
We study sample covariance matrices of the form , where is a matrix with i.i.d. mean zero entries. This is a generalization of so-called Wishart m…
Mean-field behavior for long- and finite range Ising model, percolation and self-avoiding walk
Markus Heydenreich, Remco van der Hofstad, Akira Sakai
We consider self-avoiding walk, percolation and the Ising model with long and finite range. By means of the lace expansion we prove mean-field behavior for these models if $d>2(α\w…
Matching with shift for one-dimensional Gibbs measures
P. Collet, C. Giardina, F. Redig
We consider matching with shifts for Gibbsian sequences. We prove that the maximal overlap behaves as , where is explicitly identified in terms of the thermodynamic qu…
Stochastic bounds for two-layer loss systems
Matthieu Jonckheere, Lasse Leskela
This paper studies multiclass loss systems with two layers of servers, where each server at the first layer is dedicated to a certain customer class, while the servers at the secon…
Pattern theorems, ratio limit theorems and Gumbel maximal clusters for random fields
Remco van der Hofstad, Wouter Kager
We study occurrences of patterns on clusters of size n in random fields on Z^d. We prove that for a given pattern, there is a constant a>0 such that the probability that this patte…
On Lerch's transcendent and the Gaussian random walk
A. J. E. M. Janssen, J. S. H. van Leeuwaarden
Let be independent variables, each having a normal distribution with negative mean and variance 1. We consider the partial sums , with …