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We present a general method to detect and extract from a finite time sample statistically meaningful correlations between input and output variables of large dimensionality. Our central result is derived from the theory of free random…
We consider the residual empirical process in random design regression with long memory errors. We establish its limiting behaviour, showing that its rates of convergence are different from the rates of convergence for to the empirical…
The asymptotic normality of the maximum likelihood estimator (MLE) under regularity conditions is a cornerstone of statistical theory. In this paper, we give explicit upper bounds on the distributional distance between the distribution of…
We study the effect of observing a stationary process at irregular time points via a renewal process. We establish a sharp difference in the asymptotic behaviour of the self-normalized sample mean of the observed process depending on the…
Maximal inequalities refer to bounds on expected values of the supremum of averages of random variables over a collection. They play a crucial role in the study of non-parametric and high-dimensional estimators, and especially in the study…
In this paper we develop tools for studying limit theorems by means of convexity. We establish bounds for the discrepancy in total variation between probability measures $\mu$ and $\nu$ such that $\nu$ is log-concave with respect to $\mu$.…
Let $\mathcal{X}$ be a complex projective manifold of dimension $n$ defined over the reals and let $M$ be its real locus. We study the vanishing locus $Z\_{s\_d}$ in $M$ of a random real holomorphic section $s\_d$ of $\mathcal{E} \otimes…
We consider a metric graph consisting of two edges, one of which has length $\varepsilon$ which we send to zero. On this graph we study the resolvent and spectrum of the Laplacian subject to a general vertex condition at the connecting…
We study prediction and estimation problems using empirical risk minimization, relative to a general convex loss function. We obtain sharp error rates even when concentration is false or is very restricted, for example, in heavy-tailed…
We investigate the limiting behavior of discrete determinantal point processes (DPPs) towards continuous DPPs when the size of the set to sample from goes to infinity. We propose a non-asymptotic characterization of this limit in terms of…
In this study, we give an extension of Montanaro's arXiv/archive:1504.06987 quantum Monte Carlo method, tailored for computing expected values of random variables that exhibit infinite variance. This addresses a challenge in analyzing…
If textbook Lorentz invariance is actually a property of the equations describing a sector of matter above some critical distance scale, several sectors of matter with different critical speeds in vacuum can coexist and an absolute rest…
Linear statistics of random zero sets are integrals of smooth differential forms over the zero set and as such are smooth analogues of the volume of the random zero set inside a fixed domain. We derive an asymptotic expansion for the…
The study of multivariate extremes is dominated by multivariate regular variation, although it is well known that this approach does not provide adequate distinction between random vectors whose components are not always simultaneously…
We consider a Laplace operator on a random graph consisting of infinitely many loops joined symmetrically by intervals of unit length. The arc lengths of the loops are considered to be independent, identically distributed random variables.…
The classical theorem of Wendel provides an exact formula for the probability that the convex hull of independent symmetrically distributed vectors in ${\mathbb R}^d$ contains the origin as long as the distributions of the vectors are…
Working in the context of a Lorentz-violating extension of the standard model we show that estimates of Lorentz symmetry violation extracted from ultra-high energy cosmic rays beyond the Greisen-Kuzmin-Zatsepin (GZK) cutoff allow for…
While there exists a well-developed asymptotic theory of Fr\'echet means of random variables taking values in a general "finite-dimensional" metric space, there are only a few known results in which the random variables can take values in…
Power-law distributions are typical macroscopic features occurring in almost all complex systems observable in nature. As a result, researchers in quantitative analyses must often generate random synthetic variates obeying power-law…
Designing model-free algorithms for distributionally robust reinforcement learning (DRRL) poses fundamental challenges. The robust Bellman operator is nonlinear in the transition kernel, which makes one-sample Bellman updates biased, while…