scholarly journals Quantitative normal approximation of linear statistics of $\beta$-ensembles

2019 ◽  
Vol 47 (5) ◽  
pp. 2619-2685 ◽  
Author(s):  
Gaultier Lambert ◽  
Michel Ledoux ◽  
Christian Webb
2021 ◽  
Vol 73 (1) ◽  
pp. 62-67
Author(s):  
Ibrahim A. Ahmad ◽  
A. R. Mugdadi

For a sequence of independent, identically distributed random variable (iid rv's) [Formula: see text] and a sequence of integer-valued random variables [Formula: see text], define the random quantiles as [Formula: see text], where [Formula: see text] denote the largest integer less than or equal to [Formula: see text], and [Formula: see text] the [Formula: see text]th order statistic in a sample [Formula: see text] and [Formula: see text]. In this note, the limiting distribution and its exact order approximation are obtained for [Formula: see text]. The limiting distribution result we obtain extends the work of several including Wretman[Formula: see text]. The exact order of normal approximation generalizes the fixed sample size results of Reiss[Formula: see text]. AMS 2000 subject classification: 60F12; 60F05; 62G30.


Author(s):  
Joseph Najnudel ◽  
Bálint Virág

AbstractThe bead process introduced by Boutillier is a countable interlacing of the $${\text {Sine}}_2$$ Sine 2 point processes. We construct the bead process for general $${\text {Sine}}_{\beta }$$ Sine β processes as an infinite dimensional Markov chain whose transition mechanism is explicitly described. We show that this process is the microscopic scaling limit in the bulk of the Hermite $$\beta $$ β corner process introduced by Gorin and Shkolnikov, generalizing the process of the minors of the Gaussian Unitary and Orthogonal Ensembles. In order to prove our results, we use bounds on the variance of the point counting of the circular and the Gaussian beta ensembles, proven in a companion paper (Najnudel and Virág in Some estimates on the point counting of the Circular and the Gaussian Beta Ensemble, 2019).


Author(s):  
Sergei A. Slavskii ◽  
Ivan A. Kuznetsov ◽  
Tatiana I. Shashkova ◽  
Georgii A. Bazykin ◽  
Tatiana I. Axenovich ◽  
...  

AbstractAdult height inspired the first biometrical and quantitative genetic studies and is a test-case trait for understanding heritability. The studies of height led to formulation of the classical polygenic model, that has a profound influence on the way we view and analyse complex traits. An essential part of the classical model is an assumption of additivity of effects and normality of the distribution of the residuals. However, it may be expected that the normal approximation will become insufficient in bigger studies. Here, we demonstrate that when the height of hundreds of thousands of individuals is analysed, the model complexity needs to be increased to include non-additive interactions between sex, environment and genes. Alternatively, the use of log-normal approximation allowed us to still use the additive effects model. These findings are important for future genetic and methodologic studies that make use of adult height as an exemplar trait.


2012 ◽  
Vol 01 (04) ◽  
pp. 1250013 ◽  
Author(s):  
IOANA DUMITRIU ◽  
ELLIOT PAQUETTE

We study the global fluctuations for linear statistics of the form [Formula: see text] as n → ∞, for C1 functions f, and λ1, …, λn being the eigenvalues of a (general) β-Jacobi ensemble. The fluctuation from the mean [Formula: see text] turns out to be given asymptotically by a Gaussian process. We compute the covariance matrix for the process and show that it is diagonalized by a shifted Chebyshev polynomial basis; in addition, we analyze the deviation from the predicted mean for polynomial test functions, and we obtain a law of large numbers.


2015 ◽  
Vol 43 (6) ◽  
pp. 3279-3336 ◽  
Author(s):  
Tiefeng Jiang ◽  
Sho Matsumoto
Keyword(s):  

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