26 citations · 305 across the 66 of their papers we have counts for
8 papers · 2 filters
Overlap distributions under the Gibbs measure of a Haar model of on and near the critical line
Frédéric Ouimet
We study the Gibbs measure of , a random field modeling large values of the log-modulus of the Riemann zeta function on an…
A proof of the strong Gaussian product inequality conjecture
Frédéric Ouimet, Dylan Greaves
Let be a centered Gaussian vector, not necessarily nondegenerate. It is proved that, for every , \[ \mathsf{E}\left[\prod_{i…
Bounds for the median of the generalized hyperbolic and related distributions
Robert E. Gaunt, Frédéric Ouimet
We prove monotonicity properties for medians of gamma sums and differences of the form , where and are independent gamma random variables with…
On a conjecture of Lamkin and Tkocz: Log-convexity of moments of Bernoulli sample means
Frédéric Ouimet
Let be independent random variables, and let . We prove that, for every real , the sequenc…
Log-convexity and log-concavity of noncentral gamma sums and differences
Robert E. Gaunt, Frédéric Ouimet
We study log-convexity and log-concavity of densities obtained from sums and differences of two independent noncentral gamma random variables. We give a complete classification of…
On Wilks' problem: Exact recursive formulas via Stein's method for the joint moments of disjoint principal minors of Wishart random matrices
Robert E. Gaunt, Frédéric Ouimet
In a 1934 Annals of Mathematics paper, Samuel S. Wilks posed the problem of computing joint moments of disjoint principal minors of Wishart random matrices, describing the general…
Stein's method for the symmetric matrix normal distribution with an application to the approximation of the Wishart law
Robert E. Gaunt, Frédéric Ouimet
In this paper, we extend Stein's method to the symmetric matrix normal distribution. In particular, we obtain a Stein characterization of the symmetric matrix normal distribution i…
Stein's method for the Wishart distribution
Gabriel Bailly, Robert E. Gaunt, Frédéric Ouimet +2
In this work, we develop Stein's method for the Wishart distribution on the cone of positive definite matrices. We establish the basic ingredients of a Wishart Stein framework: we…