Related papers: Estimates of tempered stable densities

In this paper, we consider projection estimates for L\'evy densities in high-frequency setup. We give a unified treatment for different sets of basis functions and focus on the asymptotic properties of the maximal deviation distribution for…

Let $X_1,..., X_n$ be i.i.d.\ copies of a random variable $X=Y+Z,$ where $ X_i=Y_i+Z_i,$ and $Y_i$ and $Z_i$ are independent and have the same distribution as $Y$ and $Z,$ respectively. Assume that the random variables $Y_i$'s are…

In the context of density level set estimation, we study the convergence of general plug-in methods under two main assumptions on the density for a given level $\lambda$. More precisely, it is assumed that the density (i) is smooth in a…

We establish quantitative estimates for sampling (dominating) sets in model spaces associated with meromorphic inner functions, i.e. those corresponding to de Branges spaces. Our results encompass the Logvinenko-Sereda-Panejah (LSP) Theorem…

First and second kind modifications of usual confidence intervals for estimating the expectation and of usual local alternative parameter choices are introduced in a way such that the asymptotic behavior of the true non-covering…

Excited states of Bose--Einstein condensates are considered in the semi-classical (Thomas-Fermi) limit of the Gross--Pitaevskii equation with repulsive inter-atomic interactions and a harmonic potential. The relative dynamics of dark…

Let $(\xi,\eta)$ be a bivariate L\'evy process such that the integral $\int\_0^\infty e^{-\xi\_{t-}} d\eta\_t$ converges almost surely. We characterise, in terms of their \LL measures, those L\'evy processes for which (the distribution of)…

We prove the well-posedness of solutions to McKean-Vlasov stochastic differential equations driven by L\'evy noise under mild assumptions where, in particular, the L\'evy measure is not required to be finite. The drift, diffusion and jump…

We consider families of transformations in multidimensional Riemannian manifolds with non-uniformly expanding behavior. We give sufficient conditions for the continuous variation (in the $L^1$-norm) of the densities of absolutely continuous…

We derive explicitly the coupling property for the transition semigroup of a L\'{e}vy process and gradient estimates for the associated semigroup of transition operators. This is based on the asymptotic behaviour of the symbol or the…

Nonparametric methods for the estimation of the Levy density of a Levy process are developed. Estimators that can be written in terms of the ``jumps'' of the process are introduced, and so are discrete-data based approximations. A model…

We prove the well-posedness of some non-linear stochastic differential equations in the sense of McKean-Vlasov driven by non-degenerate symmetric $\alpha$-stable L\'evy processes with values in $R^d$ under some mild H{\"o}lder regularity…

In an equilibrium system, the Kolmogorov-Sinai entropy, $h_{\mathrm{KS}}$, equals the sum of the positive Lyapunov exponents, the exponential rates of divergence of infinitesimal perturbations. Kinetic theory may be used to calculate the…

This paper generalizes the abstract method of proving an observability estimate by combining an uncertainty principle and a dissipation estimate. In these estimates we allow for a large class of growth/decay rates satisfying an…

Kernel density estimation is a popular method for estimating unseen probability distributions. However, the convergence of these classical estimators to the true density slows down in high dimensions. Moreover, they do not define meaningful…

We propose a second order differential calculus to analyze the regularity and the stability properties of the distribution semigroup associated with McKean-Vlasov diffusions. This methodology provides second order Taylor type expansions…

We prove a pointwise version of the multi-dimensional central limit theorem for convex bodies. Namely, let X be an isotropic random vector in R^n with a log-concave density. For a typical subspace E in R^n of dimension n^c, consider the…

Under multiplicative drift and other regularity conditions, it is established that the asymptotic variance associated with a particle filter approximation of the prediction filter is bounded uniformly in time, and the nonasymptotic,…

For subordinators with positive drift we extend recent results on the structure of the potential measures and the renewal densities. Applying Fourier analysis a new representation of the potential densities is derived from which we deduce…

We construct a Lebesgue measure preserving natural extension of the random beta-transformation. This allows us to give a formula for the density of the absolutely continuous invariant probability measure, answering a question of Dajani and…