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In the setting where we have $n$ independent observations of a random variable $X$, we derive explicit error bounds in total variation distance when approximating the number of observations equal to the maximum of the sample (in the case…

Probability · Mathematics 2026-04-10 Fraser Daly

We consider the rate of piecewise constant approximation to a locally stationary process $X(t),t\in [0,1]$, having a variable smoothness index $\alpha(t)$. Assuming that $\alpha(\cdot)$ attains its unique minimum at zero and satisfies the…

Probability · Mathematics 2015-11-19 Enkelejd Hashorva , Mikhail Lifshits , Oleg Seleznjev

We consider sequences of additive functionals of difference approximations for uniformly non-degenerate multidimensional diffusions. The conditions are given, sufficient for such a sequence to converge weakly to a W-functional of the…

Probability · Mathematics 2007-05-23 Alexey M. Kulik

The paper deals with the fast-slow motions setups in the discrete time $X^\epsilon((n+1)\epsilon)=X^\epsilon(n\epsilon)+\epsilon B(X^\epsilon(n\epsilon),\xi(n))$, $n=0,1,...,[T/\epsilon]$ and the continuous time $\frac…

Probability · Mathematics 2024-06-21 Yuri Kifer

The class of location-scale finite mixtures is of enduring interest both from applied and theoretical perspectives of probability and statistics. We prove the following results: to an arbitrary degree of accuracy, (a) location-scale…

Statistics Theory · Mathematics 2022-05-26 TrungTin Nguyen , Faicel Chamroukhi , Hien D Nguyen , Geoffrey J McLachlan

This paper deals with nonlinear parabolic equation for which a local solution in time exists and then blows up in a finite time. We consider the Chipot-Weissler equation. We study the numerical approximation, we show that the numerical…

Numerical Analysis · Mathematics 2015-02-11 Houda Hani , Moez Khenissi

We study sets of local dimensions for self-similar measures in $\mathbb{R}$ satisfying the finite neighbour condition, which is formally stronger than the weak separation condition but satisfied in all known examples. Under a mild technical…

Dynamical Systems · Mathematics 2022-09-07 Kathryn E. Hare , Alex Rutar

We consider a null-recurrent randomly biased walk $\mathbb{X}$ on a Galton-Watson tree in the (sub)-diffusive regime and we prove that properly renormalized, the local time in a critical generation converges in law towards some function of…

Probability · Mathematics 2026-03-26 Alexis Kagan

Let $X=(X_t, t\geq 0)$ be a superprocess in a random environment governed by a Gaussian noise $W=\{W(t, x),t\geq 0,x\in\mathbb{R}^d\}$ white in time and colored in space with correlation kernel $g$. We consider the occupation time process…

Probability · Mathematics 2025-11-07 Ziling Cheng , Jieliang Hong , Dan Yao

In this paper, we give a topological version of Scott convergence theorem for locally hypercompact spaces. We introduce the notion of $\mathcal{S}^*_X$-convergence on a $T_0$ topological space $X$, and define the notion of finitely…

General Topology · Mathematics 2023-08-09 Yuxu Chen , Hui Kou

Motivated by applications to prediction and forecasting, we suggest methods for approximating the conditional distribution function of a random variable Y given a dependent random d-vector X. The idea is to estimate not the distribution of…

Statistics Theory · Mathematics 2007-06-13 Peter Hall , Qiwei Yao

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 2026-05-26 Xinyi Li , Yushu Zheng

We consider local times of the simple random walk on the $b$-ary tree of depth $n$ and study a point process which encodes the location of the vertex with the maximal local time and the properly centered maximum over leaves of each subtree…

Probability · Mathematics 2017-03-08 Yoshihiro Abe

We study the optimal rectangular-discrepancy approximation of permutons by finite permutations. We transfer bounds from discrepancy theory to this more restricted setup. Moreover, we show that superlinear approximation can occur only for…

Combinatorics · Mathematics 2026-05-05 Balázs Maga

Gaussian process models are commonly used as emulators for computer experiments. However, developing a Gaussian process emulator can be computationally prohibitive when the number of experimental samples is even moderately large. Local…

Methodology · Statistics 2018-09-26 Chih-Li Sung , Robert B. Gramacy , Benjamin Haaland

We construct superprocesses with dependent spatial motion (SDSMs) in Euclidean spaces $R^d$ with $d\ge1$ and show that,even when they start at some unbounded initial positive Radon measure such as Lebesgue measure on $R^d$, their local…

Probability · Mathematics 2022-05-23 Donald A. Dawson , Jean Vaillancourt , Hao Wang

Pick n points independently at random in R^2, according to a prescribed probability measure mu, and let D^n_1 <= D^n_2 <= ... be the areas of the binomial n choose 3 triangles thus formed, in non-decreasing order. If mu is absolutely…

Probability · Mathematics 2007-05-23 Geoffrey Grimmett , Svante Janson

In this paper, we study the diffusion approximation for slow-fast stochastic differential equations with state-dependent switching, where the slow component $X^{\varepsilon}$ is the solution of a stochastic differential equation with…

Probability · Mathematics 2025-03-12 Xiaobin Sun , Jue Wang , Yingchao Xie

Let $\Lambda$ be a uniformly discrete set and $S$ be a compact set in $R$. We prove that if there exists a bounded sequence of functions in Paley--Wiener space $PW_S$, which approximates $\delta-$functions on $\Lambda$ with $l^2-$error $d$,…

Classical Analysis and ODEs · Mathematics 2013-04-03 Alexander Olevskii , Alexander Ulanovskii

The article studies the almost surely asymptotics of extreme values $\bar{\xi}_n = \max_{1\leq i \leq n} \xi_i$, where $ \xi , \xi_1 , \xi_2 , \ldots$ are discrete identically distributed random variables. One of the main results on this…

Probability · Mathematics 2025-03-27 Kateryna Akbash , Ivan Matsak