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Search Results: 1 - 10 of 522 matches for " Elliot Paquette "
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The power of 2 choices over preferential attachment
Yury Malyshkin,Elliot Paquette
Mathematics , 2013,
Abstract: We introduce a new type of preferential attachment tree that includes choices in its evolution, like with Achlioptas processes. At each step in the growth of the graph, a new vertex is introduced. Two possible neighbor vertices are selected independently and with probability proportional to degree. Between the two, the vertex with smaller degree is chosen, and a new edge is created. We determine with high probability the largest degree of this graph up to some additive error term.
The index of a vector field on an orbifold with boundary
Elliot Paquette,Christopher Seaton
Mathematics , 2008,
Abstract: A Poincar\'{e}-Hopf theorem in the spirit of Pugh is proven for compact orbifolds with boundary. The theorem relates the index sum of a smooth vector field in generic contact with the boundary orbifold to the Euler-Satake characteristic of the orbifold and a boundary term. The boundary term is expressed as a sum of Euler characteristics of tangency and exit-region orbifolds. As a corollary, we express the index sum of the vector field induced on the inertia orbifold to the Euler characteristics of the associated underlying topological spaces.
The power of choice combined with preferential attachment
Yury Malyshkin,Elliot Paquette
Mathematics , 2014,
Abstract: We prove almost sure convergence of the maximum degree in an evolving tree model combining local choice and preferential attachment. At each step in the growth of the graph, a new vertex is introduced. A fixed, finite number of possible neighbors are sampled from the existing vertices with probability proportional to degree. Of these possibilities, the vertex with the largest degree is chosen. The maximal degree in this model has linear or near-linear behavior. This contrasts sharply with what is seen in the same choice model without preferential attachment. The proof is based showing the tree has a persistent hub by comparison with the standard preferential attachment model, as well as martingale and random walk arguments.
Birkhoff sum fluctuations in substitution dynamical systems
Elliot Paquette,Younghwan Son
Mathematics , 2015,
Abstract: We consider the deviation of Birkhoff sums along fixed orbits of substitution dynamical systems. We show distributional convergence for the Birkhoff sums of eigenfunctions of the substitution matrix. For noncoboundary eigenfunctions with eigenvalue of modulus 1, we obtain a central limit theorem. For other eigenfunctions, we show convergence to distributions supported on Cantor sets. We also give a new criterion for such an eigenfunction to be a coboundary, as well as a new characterization of substitution dynamical systems with bounded discrepancy
Extremal eigenvalue fluctuations in the GUE minor process and the law of fractional logarithm
Elliot Paquette,Ofer Zeitouni
Mathematics , 2015,
Abstract: We consider the GUE minor process, where a sequence of GUE matrices is drawn from the corner of a doubly infinite array of i.i.d. standard normal variables subject to the symmetry constraint. From each matrix, we take its largest eigenvalue, appropriately rescaled to converge to the standard Tracy-Widom distribution. We show the analogue of the law of iterated logarithm for this sequence, i.e. we divide the normalized n-th eigenvalue by a logarithmic factor and show the limsup of this sequence is a constant almost surely. We also give almost sure bounds for the appropriately scaled liminf.
Global Fluctuations for Linear Statistics of β-Jacobi Ensembles
Ioana Dumitriu,Elliot Paquette
Mathematics , 2012,
Abstract: We study the global fluctuations for linear statistics of the form $\sum_{i=1}^n f(\lambda_i)$ as $n \rightarrow \infty$, for $C^1$ functions $f$, and $\lambda_1, ..., \lambda_n$ being the eigenvalues of a (general) $\beta$-Jacobi ensemble, for which tridiagonal models were given by Killip and Nenciu as well as Edelman and Sutton. The fluctuation from the mean ($\sum_{i=1}^n f(\lambda_i) - \Exp \sum_{i=1}^n f(\lambda_i)$) is 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.
Quantitative Small Subgraph Conditioning
Tobias Johnson,Elliot Paquette
Mathematics , 2013,
Abstract: We revisit the method of small subgraph conditioning, used to establish that random regular graphs are Hamiltonian a.a.s. We refine this method using new technical machinery for random $d$-regular graphs on $n$ vertices that hold not just asymptotically, but for any values of $d$ and $n$. This lets us estimate how quickly the probability of containing a Hamiltonian cycle converges to 1, and it produces quantitative contiguity results between different models of random regular graphs. These results hold with $d$ held fixed or growing to infinity with $n$. As additional applications, we establish the distributional convergence of the number of Hamiltonian cycles when $d$ grows slowly to infinity, and we prove that the number of Hamiltonian cycles can be approximately computed from the graph's eigenvalues for almost all regular graphs.
Spectra of Overlapping Wishart Matrices and the Gaussian Free Field
Ioana Dumitriu,Elliot Paquette
Mathematics , 2014,
Abstract: Consider a doubly-infinite array of iid centered variables with moment conditions, from which one can extract a finite number of rectangular, overlapping submatrices, and form the corresponding Wishart matrices. We show that under basic smoothness assumptions, centered linear eigenstatistics of such matrices converge jointly to a Gaussian vector with an interesting covariance structure. This structure, which is similar to those appearing in work of Borodin, Borodin and Gorin, and Johnson and Pal can be described in terms of the height function, and leads to a connection with the Gaussian Free Field on the upper half-plane. Finally, we generalize our results from univariate polynomials to a special class of planar functions.
Choices and intervals
Pascal Maillard,Elliot Paquette
Mathematics , 2014,
Abstract: We consider a random interval splitting process, in which the splitting rule depends on the empirical distribution of interval lengths. We show that this empirical distribution converges to a limit almost surely as the number of intervals goes to infinity. We give a characterization of this limit as a solution of an ODE and use this to derive precise tail estimates. The convergence is established by showing that the size-biased empirical distribution evolves in the limit according to a certain deterministic evolution equation. Although this equation involves a non-local, non-linear operator, it can be studied thanks to a carefully chosen norm with respect to which this operator is contractive. In finite-dimensional settings, convergence results like this usually go under the name of stochastic approximation and can be approached by a general method of Kushner and Clark. An important technical contribution of this article is the extension of this method to an infinite-dimensional setting.
Regularization of non-normal matrices by Gaussian noise
Ohad Feldheim,Elliot Paquette,Ofer Zeitouni
Mathematics , 2014,
Abstract: We consider the regularization of matrices $M^N$ written in Jordan form by additive Gaussian noise $N^{-\gamma}G^N$, where $G^N$ is a matrix of i.i.d. standard Gaussians and $\gamma>1/2$ so that the operator norm of the additive noise tends to $0$ with $N$. Under mild conditions on the structure of $M^N$ we evaluate the limit of the empirical measure of eigenvalues of $M^N+N^{-\gamma} G^N$ and show that it depends on $\gamma$, in contrast with the case of a single Jordan block.
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