Related papers: On the Supremum of Some Random Dirichlet Polynomia…
We consider the sequential sampling of species, where observed samples are classified into the species they belong to. We are particularly interested in studying some quantities describing the sampling process when there is a new species…
We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…
We modify Talagrand's generic chaining method to obtain upper bounds for all p-th moments of the supremum of a stochastic process. These bounds lead to an estimate for the upper tail of the supremum with optimal deviation parameters. We…
We characterize the uniform limits of Dirichlet polynomials on a right half plane. In the Dirichlet setting, we find approximation results, with respect to the Euclidean distance and {to} the chordal one as well, analogous to classical…
We derive an efficient method to calculate exceedance probabilities (EP) for the Dirichlet distribution when the number of event types is larger than two. Also, we present an intuitive application of Dirichlet EPs and compare our method to…
We construct the entropic measure $\mathbb{P}^\beta$ on compact manifolds of any dimension. It is defined as the push forward of the Dirichlet process (another random probability measure, well-known to exist on spaces of any dimension)…
A well-known longstanding conjecture on the supremum of the tails of normalized sums of independent Rademacher random variables is disproved. A related conjecture, also recently disproved, is discussed.
The paper investigates the problem of performing correlation analysis when the number of observations is very large. In such a case, it is often necessary to combine the random observations to achieve dimensionality reduction of the…
Behavior of the entropy numbers of classes of multivariate functions with mixed smoothness is studied here. This problem has a long history and some fundamental problems in the area are still open. The main goal of this paper is to develop…
We propose a monotone, and consistent numerical scheme for the approximation of the Dirichlet problem for the normalized Infinity Laplacian, which could be related to the family of so--called two--scale methods. We show that this method is…
We use an iteration procedure propped up by a a classical form of the maximum principle to show the existence of solutions to a nonlinear Poisson equation with Dirichlet boundary conditions. These methods can be applied to the case of…
One problem of wide interest involves estimating expected crossing-times. Several tools have been developed to solve this problem beginning with the works of Wald and the theory of sequential analysis. An extension of his approach is…
Based upon elements of the modern Pseudoanalytic Function Theory, we analyse a new method for numerically approaching the solution of the Dirichlet boundary value problem, corresponding to the two-dimensional Electrical Impedance Equation.…
We study extremal properties of spherical random polytopes, the convex hull of random points chosen from the unit Euclidean sphere in $\mathbb{R}^n$. The extremal properties of interest are the expected values of the maximum and minimum…
In this paper we consider the distribution of the location of the path supremum in a fixed interval for self-similar processes with stationary increments. To this end, a point process is constructed and its relation to the distribution of…
We introduce an independence criterion based on entropy regularized optimal transport. Our criterion can be used to test for independence between two samples. We establish non-asymptotic bounds for our test statistic and study its…
Given a probability distribution P, what is the minimum amount of bits needed to store a value x sampled according to P, such that x can later be recovered (except with some small probability)? Or, what is the maximum amount of uniform…
We present a numerical algorithm for finding real non-negative solutions to polynomial equations. Our methods are based on the expectation maximization and iterative proportional fitting algorithms, which are used in statistics to find…
When analyzing data from multiple sources, it is often convenient to strike a careful balance between two goals: capturing the heterogeneity of the samples and sharing information across them. We introduce a novel framework to model a…
We study the systole of a random surface, where by a random surface we mean a surface constructed by randomly gluing together an even number of triangles. We study two types of metrics on these surfaces, the first one coming from using…