Related papers: Tilted Euler characteristic densities for Central …
We prove a multivariate central limit theorem for the numbers of critical points above a level with all possible indexes of a non-necessarily isotropic Gaussian random field. In particular, we discuss the non-degeneracy of the limit…
We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered…
According to statistical turbulence theory, the ensemble averaged squared vorticity rho_E is expected to grow not faster than drho_E/dt ~ rho_E^{3/2}. Solving a variational problem for maximal bulk enstrophy (E) growth, velocity fields were…
In the past decades, the central limit theorem (CLT) has been generalized to non-Euclidean data spaces. Some years ago, it was found that for some random variables on the circle, the sample Fr\'echet mean fluctuates around the population…
Topological descriptors, such as the Euler characteristic function and the persistence diagram, have grown increasingly popular for representing complex data. Recent work showed that a carefully chosen set of these descriptors encodes all…
The Adaptive Multilevel Splitting algorithm is a very powerful and versatile iterative method to estimate the probability of rare events, based on an interacting particle systems. In an other article, in a so-called idealized setting, the…
In this paper, we develop local expansions for the ratio of the centered matrix-variate $T$ density to the centered matrix-variate normal density with the same covariances. The approximations are used to derive upper bounds on several…
An isotropic fractional Brownian field (with Hurst parameter $H<1/2$) is observed in a family of points in the unit square $\mathbf{C}=(-1/2,1/2]^{2}$% . These points are assumed to come from a realization of a homogeneous Poisson point…
The goal of this note is to study limiting behavior of a self-organized continuous flock evolving according to the 1D hydrodynamic Euler Alignment model. We provide a series of quantitative estimates that show how far the density of the…
Following Selberg it is known that uniformly for V << (logloglog T)^{1/2 - \epsilon} the measure of those t \in [T;2T] for which log |\zeta(1/2 + it)| > V*((1/2)loglog T)^{1/2} is approximately T times the probability that a standard…
Concentration inequalities for the sample mean, like those due to Bernstein, Hoeffding, and Bentkus, are valid for any sample size but overly conservative, yielding confidence intervals that are unnecessarily wide. The central limit theorem…
We derive Euler equations from a Hamiltonian microscopic dynamics. The microscopic system is a one-dimensional disordered harmonic chain, and the dynamics is either quantum or classical. This chain is an Anderson insulator with a symmetry…
We study the probability distribution $F(u)$ of the maximum of smooth Gaussian fields defined on compact subsets of $\R^d$ having some geometric regularity. Our main result is a general formula for the density of $F$. Even though this is an…
It is shown how the central limit theorem for U-statistics of spatial Poisson point processes can help to derive the central limit theorem for U-statistics of a Gibbs facet process from stochastic geometry. A full-dimensional submodel…
We consider the task of estimating a conditional density using i.i.d. samples from a joint distribution, which is a fundamental problem with applications in both classification and uncertainty quantification for regression. For joint…
The global clustering coefficient serves as a powerful metric for the structural analysis and comparison of complex networks. Random geometric graphs offer a realistic framework for representing the spatial constraints and geometry often…
We consider an individual-based SIR stochastic epidemic model in continuous space. The evolution of the epidemic involves the rates of infection and cure of individuals. We assume that individuals move randomly on the two-dimensional torus…
We consider the existence of the integrated density of states (IDS) of the Anderson model on the Hilbert space $\ell^2(\mathbb{Z}^d)$ as analogues to the law of large numbers (LLN). In this work, we prove the analogues central limit theorem…
Central limit theorems (CLTs) for high-dimensional random vectors with dimension possibly growing with the sample size have received a lot of attention in the recent times. Chernozhukov et al. (2017) proved a Berry--Esseen type result for…
We show that there exists a very natural, superstatistics-linked extension of the central limit theorem (CLT) to deformed exponentials (also called q-Gaussians): This generalization favorably compares with the one provided by S. Umarov and…