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We derive strong uniform approximations for the eigenvalues in general Laguerre and Hermite beta-ensembles by showing that the maximal discrepancy between the suitably scaled eigenvalues and roots of orthogonal polynomials converges almost surely to zero when the dimension converges to infinity....
Persistent link: https://www.econbiz.de/10010296641
Is aggregate income enough to summarize the well-being of a society? We address this longstanding question by exploiting a novel approach to study the relationship between gross domestic product (GDP) and a set of economic, social and environmental indicators for nine developed economies. By...
Persistent link: https://www.econbiz.de/10013353585
Persistent link: https://www.econbiz.de/10011520510
Is aggregate income enough to summarize the well-being of a society? We address this longstanding question by exploiting a novel approach to study the relationship between gross domestic product (GDP) and a set of economic, social and environmental indicators for nine developed economies. By...
Persistent link: https://www.econbiz.de/10013275835
Persistent link: https://www.econbiz.de/10012133794
In this paper, we establish three identities which play a crucial role in deriving the asymptotic distributional risk function and the asymptotic distributional bias of a large class of estimators of a matrix parameter. In particular, we generalize the results in Judge and Bock (The statistical...
Persistent link: https://www.econbiz.de/10010995154
Multicanonical MCMC (Multicanonical Markov Chain Monte Carlo; Multicanonical Monte Carlo) is discussed as a method of rare event sampling. Starting from a review of the generic framework of importance sampling, multicanonical MCMC is introduced, followed by applications in random matrices,...
Persistent link: https://www.econbiz.de/10010848678
We derive strong uniform approximations for the eigenvalues in general Laguerre and Hermite beta-ensembles by showing that the maximal discrepancy between the suitably scaled eigenvalues and roots of orthogonal polynomials converges almost surely to zero when the dimension converges to infinity....
Persistent link: https://www.econbiz.de/10009216850
We present and discuss a mathematical procedure for identification of small "communities" or segments within large bipartite networks. The procedure is based on spectral analysis of the matrix encoding network structure. The principal tool here is localization of eigenvectors of the matrix, by...
Persistent link: https://www.econbiz.de/10008739187
Persistent link: https://www.econbiz.de/10013341802