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- Joint Institute for Nuclear ResearchRU57 papers
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6 papers · 2 filters
On the accuracy of the normal approximation for the free energy in the REM
Raphael Meiners, Anselm Reichenbachs
In the present paper we consider the fluctuations of the free energy in the random energy model (REM) on a moderate deviation scale. We find that for high temperatures the normal a…
Emergence of condensation in Kingman's model of selection and mutation
Steffen Dereich, Peter Mörters
We describe the onset of condensation in the simple model for the balance between selection and mutation given by Kingman in terms of a scaling limit theorem. Loosely speaking, thi…
Moderate deviations for random field Curie-Weiss models
Matthias Löwe, Raphael Meiners
The random field Curie-Weiss model is derived from the classical Curie-Weiss model by replacing the deterministic global magnetic field by random local magnetic fields. This opens…
Heavy tailed solutions of multivariate smoothing transforms
Dariusz Buraczewski, Ewa Damek, Sebastian Mentemeier +1
Let be a fixed integer and a random element of . We consider solutions of multivariate smoothing transforms, i.e. random variables $R…
A phase transition for the limiting spectral density of random matrices
Olga Friesen, Matthias Löwe
We analyze the spectral distribution of symmetric random matrices with correlated entries. While we assume that the diagonals of these random matrices are stochastically independen…
Gaussian Fluctuations for Sample Covariance Matrices with Dependent Data
Olga Friesen, Matthias Löwe, Michael Stolz
It is known (Hofmann-Credner and Stolz (2008)) that the convergence of the mean empirical spectral distribution of a sample covariance matrix W_n = 1/n Y_n Y_n^t to the Marčenko-Pa…