## Recursos de colección

#### Project Euclid (Hosted at Cornell University Library) (204.217 recursos)

The Annals of Probability

1. #### Errata to “Distance covariance in metric spaces”

Lyons, Russell
We correct several statements and proofs in our paper, Ann. Probab. 41, no. 5 (2013), 3284–3305.

2. #### On the mixing time of Kac’s walk and other high-dimensional Gibbs samplers with constraints

S. Pillai, Natesh; Smith, Aaron
Determining the total variation mixing time of Kac’s random walk on the special orthogonal group $\mathrm{SO}(n)$ has been a long-standing open problem. In this paper, we construct a novel non-Markovian coupling for bounding this mixing time. The analysis of our coupling entails controlling the smallest singular value of a certain random matrix with highly dependent entries. The dependence of the entries in our matrix makes it not amenable to existing techniques in random matrix theory. To circumvent this difficulty, we extend some recent bounds on the smallest singular values of matrices with independent entries to our setting. These bounds imply...

3. #### Stochastic Airy semigroup through tridiagonal matrices

We determine the operator limit for large powers of random symmetric tridiagonal matrices as the size of the matrix grows. The result provides a novel expression in terms of functionals of Brownian motions for the Laplace transform of the Airy$_{\beta}$ process, which describes the largest eigenvalues in the $\beta$ ensembles of random matrix theory. Another consequence is a Feynman–Kac formula for the stochastic Airy operator of Edelman–Sutton and Ramirez–Rider–Virag. ¶ As a side result, we find that the difference between the area underneath a standard Brownian excursion and one half of the integral of its squared local times is a Gaussian...

4. #### On the spectral radius of a random matrix: An upper bound without fourth moment

Bordenave, Charles; Caputo, Pietro; Chafaï, Djalil; Tikhomirov, Konstantin
Consider a square matrix with independent and identically distributed entries of zero mean and unit variance. It is well known that if the entries have a finite fourth moment, then, in high dimension, with high probability, the spectral radius is close to the square root of the dimension. We conjecture that this holds true under the sole assumption of zero mean and unit variance. In other words, that there are no outliers in the circular law. In this work, we establish the conjecture in the case of symmetrically distributed entries with a finite moment of order larger than two. The...

5. #### Weak symmetric integrals with respect to the fractional Brownian motion

Binotto, Giulia; Nourdin, Ivan; Nualart, David
The aim of this paper is to establish the weak convergence, in the topology of the Skorohod space, of the $\nu$-symmetric Riemann sums for functionals of the fractional Brownian motion when the Hurst parameter takes the critical value $H=(4\ell+2)^{-1}$, where $\ell=\ell(\nu)\geq1$ is the largest natural number satisfying $\int_{0}^{1}\alpha^{2j}\nu(d\alpha)=\frac{1}{2j+1}$ for all $j=0,\ldots,\ell-1$. As a consequence, we derive a change-of-variable formula in distribution, where the correction term is a stochastic integral with respect to a Brownian motion that is independent of the fractional Brownian motion.

6. #### Indistinguishability of the components of random spanning forests

Timár, Ádám
We prove that the infinite components of the Free Uniform Spanning Forest (FUSF) of a Cayley graph are indistinguishable by any invariant property, given that the forest is different from its wired counterpart. Similar result is obtained for the Free Minimal Spanning Forest (FMSF). We also show that with the above assumptions there can only be 0, 1 or infinitely many components, which solves the problem for the FUSF of Caylay graphs completely. These answer questions by Benjamini, Lyons, Peres and Schramm for Cayley graphs, which have been open up to now. Our methods apply to a more general class...

7. #### Critical density of activated random walks on transitive graphs

Stauffer, Alexandre; Taggi, Lorenzo
We consider the activated random walk model on general vertex-transitive graphs. A central question in this model is whether the critical density $\mu_{c}$ for sustained activity is strictly between 0 and 1. It was known that $\mu_{c}>0$ on $\mathbb{Z}^{d}$, $d\geq1$, and that $\mu_{c}<1$ on $\mathbb{Z}$ for small enough sleeping rate. We show that $\mu_{c}\to0$ as $\lambda\to0$ in all vertex-transitive transient graphs, implying that $\mu_{c}<1$ for small enough sleeping rate. We also show that $\mu_{c}<1$ for any sleeping rate in any vertex-transitive graph in which simple random walk has positive speed. Furthermore, we prove that $\mu_{c}>0$ in any vertex-transitive amenable graph,...

8. #### The Brownian limit of separable permutations

Bassino, Frédérique; Bouvel, Mathilde; Féray, Valentin; Gerin, Lucas; Pierrot, Adeline
We study uniform random permutations in an important class of pattern-avoiding permutations: the separable permutations. We describe the asymptotics of the number of occurrences of any fixed given pattern in such a random permutation in terms of the Brownian excursion. In the recent terminology of permutons, our work can be interpreted as the convergence of uniform random separable permutations towards a “Brownian separable permuton”.