1,983 research outputs found
Limit theory for geometric statistics of point processes having fast decay of correlations
Let be a simple,stationary point process having fast decay of
correlations, i.e., its correlation functions factorize up to an additive error
decaying faster than any power of the separation distance. Let be its restriction to windows . We consider the statistic where denotes a score function
representing the interaction of with respect to . When depends
on local data in the sense that its radius of stabilization has an exponential
tail, we establish expectation asymptotics, variance asymptotics, and CLT for
and, more generally, for statistics of the re-scaled, possibly
signed, -weighted point measures , as . This gives the
limit theory for non-linear geometric statistics (such as clique counts,
intrinsic volumes of the Boolean model, and total edge length of the
-nearest neighbors graph) of -determinantal point processes having
fast decreasing kernels extending the CLTs of Soshnikov (2002) to non-linear
statistics. It also gives the limit theory for geometric U-statistics of
-permanental point processes and the zero set of Gaussian entire
functions, extending the CLTs of Nazarov and Sodin (2012) and Shirai and
Takahashi (2003), which are also confined to linear statistics. The proof of
the central limit theorem relies on a factorial moment expansion originating in
Blaszczyszyn (1995), Blaszczyszyn, Merzbach, Schmidt (1997) to show the fast
decay of the correlations of -weighted point measures. The latter property
is shown to imply a condition equivalent to Brillinger mixing and consequently
yields the CLT for via an extension of the cumulant method.Comment: 62 pages. Fundamental changes to the terminology including the title.
The earlier 'clustering' condition is now introduced as a notion of mixing
and its connection to Brillinger mixing is remarked. Newer results for
superposition of independent point processes have been adde
A note on the tensor product of two random unitary matrices
In this note we consider the point process of eigenvalues of the tensor product of two independent random unitary matrices of size m x m and n x n. When n becomes large, the process behaves like the superposition of m independent sine processes. When m and n go to infinity, we obtain the Poisson point process in the limit
Exact asymptotics for fluid queues fed by multiple heavy-tailed on-off flows
We consider a fluid queue fed by multiple On-Off flows with heavy-tailed
(regularly varying) On periods. Under fairly mild assumptions, we prove that
the workload distribution is asymptotically equivalent to that in a reduced
system. The reduced system consists of a ``dominant'' subset of the flows, with
the original service rate subtracted by the mean rate of the other flows. We
describe how a dominant set may be determined from a simple knapsack
formulation. The dominant set consists of a ``minimally critical'' set of
On-Off flows with regularly varying On periods. In case the dominant set
contains just a single On-Off flow, the exact asymptotics for the reduced
system follow from known results. For the case of several
On-Off flows, we exploit a powerful intuitive argument to obtain the exact
asymptotics. Combined with the reduced-load equivalence, the results for the
reduced system provide a characterization of the tail of the workload
distribution for a wide range of traffic scenarios
Bias-voltage dependence of the magneto-resistance in ballistic vacuum tunneling: Theory and application to planar Co(0001) junctions
Motivated by first-principles results for jellium and by surface-barrier
shapes that are typically used in electron spectroscopies, the bias voltage in
ballistic vacuum tunneling is treated in a heuristic manner. The presented
approach leads in particular to a parameterization of the tunnel-barrier shape,
while retaining a first-principles description of the electrodes. The proposed
tunnel barriers are applied to Co(0001) planar tunnel junctions. Besides
discussing main aspects of the present scheme, we focus in particular on the
absence of the zero-bias anomaly in vacuum tunneling.Comment: 19 pages with 8 figure
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