Zobrazeno 1 - 10
of 3 021
pro vyhledávání: '"60G50"'
Autor:
Atsiwo, Abraham, Sarantsev, Andrey
The Capital Asset Pricing Model (CAPM) relates a well-diversified stock portfolio to a benchmark portfolio. We insert size effect in CAPM, capturing the observation that small stocks have higher risk and return than large stocks, on average. Dividing
Externí odkaz:
http://arxiv.org/abs/2411.19444
The Airy line ensemble is a random collection of continuous ordered paths that plays an important role within random matrix theory and the Kardar-Parisi-Zhang universality class. The aim of this paper is to prove a universality property of the Airy l
Externí odkaz:
http://arxiv.org/abs/2411.17827
Autor:
Díaz, Mario, Jaramillo, Arturo
We present a straightforward formulation of Stein's method for the semicircular distribution, specifically designed for the analysis of non-commutative random variables. Our approach employs a non-commutative version of Stein's heuristic, interpolati
Externí odkaz:
http://arxiv.org/abs/2411.16103
Autor:
Wu, Bingyao, Zhu, Jie-Xiang
Fix an irrational number $\alpha$. Let $X_1,X_2,\cdots$ be independent, identically distributed, integer-valued random variables with characteristic function $\varphi$, and let $S_n=\sum_{i=1}^n X_i$ be the partial sums. Consider the random walk $\{S
Externí odkaz:
http://arxiv.org/abs/2411.15724
Autor:
Markering, Maarten
We study the capacity of loop-erased random walk (LERW) on $\mathbb{Z}^d$. For $d\geq4$, we prove a strong law of large numbers and give explicit expressions for the limit in terms of the non-intersection probabilities of a simple random walk and a t
Externí odkaz:
http://arxiv.org/abs/2411.13505
We study internal diffusion limited aggregation on $\mathbb{Z}$, where a cluster is grown by sequentially adding the first site outside the cluster visited by each random walk dispatched from the origin. We assume that the increment distribution $X$
Externí odkaz:
http://arxiv.org/abs/2411.10113
Autor:
Temur, Faruk, Sahillioğulları, Cihan
In this article we study two fundamental problems on exponential sums via randomization of frequencies with stochastic processes. These are the Hardy-Littlewood majorant problem, and $L^{2n}(\mathbb{T}), \ n\in \mathbb{N}$ norms of exponential sums,
Externí odkaz:
http://arxiv.org/abs/2411.06517
Autor:
Kammerer, Emmanuel
We prove that for $n = 2$ the gaskets of critical rigid O(n) loop-decorated random planar maps are $3/2$-stable maps. The case $n = 2$ thus corresponds to the critical case in random planar maps. The proof relies on the Wiener-Hopf factorisation for
Externí odkaz:
http://arxiv.org/abs/2411.05541
Let $G$ be a group with a non-elementary action on a (not necessarily discrete) $\tilde{A}_2$-buildings. We prove that, given a random walk on $G$, isometries in $G$ are strongly regular hyperbolic with high probability. As a consequence, we prove a
Externí odkaz:
http://arxiv.org/abs/2411.04250
Autor:
Li, Timothy, Starr, Shannon
We consider multifold convolutions of a combinatorial sequence $(a_n)_{n=0}^{\infty}$: namely, for each $k \in \mathbb{N}$ the $k$-fold convolution is $\mathcal{M}^{(k)}_n(\boldsymbol{a}) = \sum_{j_1+\dots+j_k=n} a_{j_1} \cdots a_{j_k}$. Let $C_n$ be
Externí odkaz:
http://arxiv.org/abs/2410.22486