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Spectral properties of Gram matrices are central to high dimensional asymptotic analyses of statistical estimators in regression and covariance estimation. These properties, in turn, depend critically on the extreme singular values and…

Let $X$ be a random variable with distribution function $F,$ and $X_{1},X_{2},...,X_{n}$ are independent copies of $X.$ Consider the order statistics $X_{i:n},$ $i=1,2,...,n$ and denote $F_{i:n}(x)=P\{X_{i:n}\leq x\}.$ Using majorization…

Let $(u_n)_{n \geq 0}$ be a non-degenerate Lucas sequence, given by the relation $u_n=a_1 u_{n-1}+a_2 u_{n-2}$. Let $\ell_u(m)=lcm(m, z_u(m))$, for $(m,a_2)=1$, where $z_u(m)$ is the rank of appearance of $m$ in $u_n$. We prove that…

Consider a discrete-time martingale $\{X_t\}$ taking values in a Hilbert space $\mathcal H$. We show that if for some $L \geq 1$, the bounds $\mathbb{E} \left[\|X_{t+1}-X_t\|_{\mathcal H}^2 \mid X_t\right]=1$ and $\|X_{t+1}-X_t\|_{\mathcal…

In first-passage percolation (FPP), one assigns i.i.d.~weights to the edges of the cubic lattice $\mathbb{Z}^d$ and analyzes the induced weighted graph metric. If $T(x,y)$ is the distance between vertices $x$ and $y$, then a primary…

A goodness-of-fit test for one-parameter count distributions with finite second moment is proposed. The test statistic is derived from the $L^1$ distance of a function of the probability generating function of the model under the null…

We ask to what extent an isolated quantum system can eventually "contract" to be contained within a given Hilbert subspace. We do this by starting with an initial random state, considering the probability that all the particles will be…

Motivated by real-world machine learning applications, we analyze approximations to the non-asymptotic fundamental limits of statistical classification. In the binary version of this problem, given two training sequences generated according…

Let $ \nu $ be a probability distribution over the linear semi-group $ \mathrm{End}(E) $ for $ E $ a finite dimensional vector space over a locally compact field. We assume that $ \nu $ is proximal, strongly irreducible and that $…

We propose two methods for computing the large deviations of the first-passage-time statistics in general open quantum systems. The first method determines the region of convergence of the joint Laplace transform and the $z$-transform of…

We propose a lower bound on the log marginal likelihood of Gaussian process regression models that can be computed without matrix factorisation of the full kernel matrix. We show that approximate maximum likelihood learning of model…

Let $G$ be a finite abelian group, let $0 < \alpha < 1$, and let $A \subseteq G$ be a random set of size $|G|^\alpha$. We let $$ \mu(A) = \max_{B,C:|B|=|C|=|A|}|\{(a,b,c) \in A \times B \times C : a = b + c \}|. $$ The issue is to determine…

We focus on a particular connection between queueing and risk models in a multi-dimensional setting. We first consider the joint workload process in a queueing model with parallel queues and simultaneous arrivals at the queues. For the case…

Let $N(L)$ be the number of eigenvalues, in an interval of length $L$, of a matrix chosen at random from the Gaussian Orthogonal, Unitary or Symplectic ensembles of ${\cal N}$ by ${\cal N}$ matrices, in the limit ${\cal…

We derive explicit lower and upper bounds for the probability generating functional of a stationary locally stable Gibbs point process, which can be applied to summary statistics like the F function. For pairwise interaction processes we…

The study of transversal fluctuation of the optimal path has been a crucial aspect of the Kadar-Parisi-Zhang (KPZ) universality class. In this paper, we establish a new probability lower bound, with optimal exponential order, for the rare…

We give the proof of a tight lower bound on the probability that a binomial random variable exceeds its expected value. The inequality plays an important role in a variety of contexts, including the analysis of relative deviation bounds in…

New positivity bounds are derived for generalized (off-forward) parton distributions using the impact parameter representation. These inequalities are stable under the evolution to higher normalization points. The full set of inequalities…

We analyze the fluctuation of the loss from default around its large portfolio limit in a class of reduced-form models of correlated firm-by-firm default timing. We prove a weak convergence result for the fluctuation process and use it for…

In this note we find a formula for the supremum distribution of spectrally positive or negative L\'evy processes with a broken linear drift. This gives formulas for ruin probabilities in the case when two insurance companies (or two…