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We study proximal random reshuffling for minimizing the sum of locally Lipschitz functions and a proper lower semicontinuous convex function without assuming coercivity or the existence of limit points. The algorithmic guarantees pertaining…

Optimization and Control · Mathematics 2024-08-15 Cedric Josz , Lexiao Lai , Xiaopeng Li

We study downward deviations of the maximum local time of the discrete-time simple random walk on $\mathbb{Z}^d$, $d\ge 3$. In our previous paper \cite{li2026ldmaxlocal}, the corresponding upper bound was established, while the matching…

Probability · Mathematics 2026-05-18 Xinyi Li , Yushu Zheng

In this paper, we consider the special class of positive local submartingales (X_{t}) of the form: X_{t}=N_{t}+A_{t}, where the measure (dA_{t}) is carried by the set {t: X_{t}=0}. We show that many examples of stochastic processes studied…

Probability · Mathematics 2007-08-06 Ashkan Nikeghbali

In this paper, we study a Galton-Watson process $(Z_n)$ with infinitely many types in a random ergodic environment $\bar{\xi}=(\xi_n)_{n\geq 0}$. We focus on the supercritical regime of the process, where the quenched average of the size of…

Probability · Mathematics 2025-02-07 Maxime Ligonnière

In this paper, we introduce a new notion of convergence for the Laplace eigenfunctions in the semiclassical limit, the local weak convergence. This allows us to give a rigorous statement of Berry's random wave conjecture. Using recent…

Analysis of PDEs · Mathematics 2021-05-19 Maxime Ingremeau

It is well known that the spectral measure of eigenvalues of a rescaled square non-Hermitian random matrix with independent entries satisfies the circular law. We consider the product $TX$, where $T$ is a deterministic $N\times M$ matrix…

Probability · Mathematics 2018-10-17 Haokai Xi , Fan Yang , Jun Yin

We consider the problem of approximating a general Gaussian location mixture by finite mixtures. The minimum order of finite mixtures that achieve a prescribed accuracy (measured by various $f$-divergences) is determined within constant…

Statistics Theory · Mathematics 2025-04-08 Yun Ma , Yihong Wu , Pengkun Yang

We develop adaptive discretization algorithms for locally optimal experimental design of nonlinear prediction models. With these algorithms, we refine and improve a pertinent state-of-the-art algorithm in various respects. We establish…

Optimization and Control · Mathematics 2024-06-04 Jochen Schmid , Philipp Seufert , Michael Bortz

Exchangeability -- in which the distribution of an infinite sequence is invariant to reorderings of its elements -- implies the existence of a simple conditional independence structure that may be leveraged in the design of statistical…

Statistics Theory · Mathematics 2022-07-25 Trevor Campbell , Saifuddin Syed , Chiao-Yu Yang , Michael I. Jordan , Tamara Broderick

Define the scaled empirical point process on an independent and identically distributed sequence $\{Y_i: i\le n\}$ as the random point measure with masses at $a_n^{-1} Y_i$. For suitable $a_n$ we obtain the weak limit of these point…

Probability · Mathematics 2016-08-16 André Dabrowski , Gail Ivanoof , Rafal Kulik

Fix a subset $S \subset \mathbb{R}^n$ of volume at most $c n$ that satisfies $S \cap (-S) = \emptyset$. We consider two point processes in $S$: the first is the Poisson point process of intensity one, and the second is the restriction of a…

Probability · Mathematics 2026-05-12 Boaz Klartag

In classic distributed graph problems, each instance on a graph specifies a space of feasible solutions (e.g. all proper ($\Delta+1$)-list-colorings of the graph), and the task of distributed algorithm is to construct a feasible solution…

Data Structures and Algorithms · Computer Science 2018-02-20 Weiming Feng , Yitong Yin

In this paper, we are concerned with centered Markov Additive Processes $\{(X_t,Y_t)\}_{t\in\T}$ where the driving Markov process $\{X_t\}_{t\in\T}$ has a finite state space. Under suitable conditions, we provide a local limit theorem for…

Probability · Mathematics 2013-06-25 Loïc Hervé , James Ledoux

We prove that for every locally stable and tempered pair potential $\phi$ with bounded range, there exists a unique infinite-volume Gibbs point process on $\mathbb{R}^d$ for every activity $\lambda < (e^{L} \hat{C}_{\phi})^{-1}$, where $L$…

Probability · Mathematics 2024-07-02 Samuel Baguley , Andreas Göbel , Marcus Pappik

Max-infinitely divisible (max-id) processes play a central role in extreme-value theory and include the subclass of all max-stable processes. They allow for a constructive representation based on the pointwise maximum of random functions…

Methodology · Statistics 2022-03-01 Peng Zhong , Raphaël Huser , Thomas Opitz

In this note we first consider local times of random walks killed at leaving positive half-axis. We prove that the distribution of the properly rescaled local time at point $N$ conditioned on being positive converges towards an exponential…

Probability · Mathematics 2014-12-22 Denis Denisov , Vitali Wachtel

Consider a set of $n$ vertices, where each vertex has a location in $\mathbb{R}^d$ that is sampled uniformly from the unit cube in $\mathbb{R}^d$, and a weight associated to it. Construct a random graph by placing edges independently for…

Probability · Mathematics 2022-09-07 Remco van der Hofstad , Pim van der Hoorn , Neeladri Maitra

The present paper provides a characterisation of exchangeable pairs of random measures $(\widetilde\mu_1,\widetilde\mu_2)$ whose identical margins are fixed to coincide with the distribution of a gamma completely random measure, and whose…

Probability · Mathematics 2016-01-25 Dario Spanò , Antonio Lijoi

We introduce a family of local inhomogeneous mark-weighted summary statistics, of order two and higher, for general marked point processes. Depending on how the involved weight function is specified, these summary statistics capture…

Methodology · Statistics 2024-03-13 Nicoletta D'Angelo , Giada Adelfio , Jorge Mateu , Ottmar Cronie

We study some SDEs derived from the $q\to 1$ limit of a 2D surface growth model called the $q$-Whittaker process. The fluctuations are proven to exhibit Gaussian characteristics that "come down from infinity": After rescaling and…

Probability · Mathematics 2021-01-12 Yu-Ting Chen
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