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We consider the discrete Gaussian Free Field in a square box in $\mathbb Z^2$ of side length $N$ with zero boundary conditions and study the joint law of its properly-centered extreme values ($h$) and their scaled spatial positions ($x$) in…

Probability · Mathematics 2016-06-24 Marek Biskup , Oren Louidor

Leveraging autonomous systems in safety-critical scenarios requires verifying their behaviors in the presence of uncertainties and black-box components that influence the system dynamics. In this work, we develop a framework for verifying…

Systems and Control · Electrical Eng. & Systems 2024-07-17 John Skovbekk , Luca Laurenti , Eric Frew , Morteza Lahijanian

Let $P(\Delta)$ be a polynomial of the Laplace operator $\Delta=\sum_{j=1}^n\frac{\partial^2}{\partial x^2_j}$ on $\mathbb{R}^n$. We prove the existence of weak solutions of the equation $P(\Delta)u=f$ and the existence of a bounded right…

Analysis of PDEs · Mathematics 2021-06-09 Shaoyu Dai , Yang Liu , Yifei Pan

We establish exact rates of convergence in the $p$-Wasserstein distance for the empirical measure of a class of non-symmetric jump processes, which are subordinated to a diffusion process on a compact Riemannian manifold. For the quadratic…

Probability · Mathematics 2025-10-01 René L. Schilling , Bingyao Wu

Let $\Xi$ be the adjacency matrix of an Erd\H{o}s-R\'enyi graph on $n$ vertices and with parameter $p$ and consider $A$ a $n\times n$ centered random symmetric matrix with bounded i.i.d. entries above the diagonal. When the mean degree $np$…

Probability · Mathematics 2024-01-23 Fanny Augeri

In this manuscript, we consider the Langevin dynamics on $\mathbb{R}^d$ with an overdamped vector field and driven by multiplicative Brownian noise of small amplitude $\sqrt{\epsilon}$, $\epsilon>0$. Under suitable assumptions on the vector…

Probability · Mathematics 2023-05-05 Gerardo Barrera

We show that under very mild conditions on a measure $\mu$ on the interval $[0,\infty)$, the span of $\{x^k\}_{k=n}^{\infty}$ is dense in $L^2(\mu)$ for any $n=0,1,\ldots$. We present two different proofs of this result, one based on the…

Classical Analysis and ODEs · Mathematics 2025-02-19 Christian Berg , Brian Simanek , Richard Wellman

We study the asymptotic distribution of zeros for the random polynomials $P_n(z) = \sum_{k=0}^n A_k B_k(z)$, where $\{A_k\}_{k=0}^{\infty}$ are non-trivial i.i.d. complex random variables. Polynomials $\{B_k\}_{k=0}^{\infty}$ are…

Complex Variables · Mathematics 2016-07-12 Igor Pritsker , Koushik Ramachandran

The Bernstein Markov Property, shortly BMP, is an asymptotic quan- titative assumption on the growth of uniform norms of polynomials or rational functions on a compact set with respect to L {\mu} 2 -norms, where {\mu} is a positive finite…

Complex Variables · Mathematics 2015-12-11 Federico Piazzon

We develop a near-optimal testing procedure under the framework of Gaussian differential privacy for simple as well as one- and two-sided tests under monotone likelihood ratio conditions. Our mechanism is based on a private mean estimator…

Machine Learning · Statistics 2026-01-30 Yu-Wei Chen , Raghu Pasupathy , Jordan Awan

In this note, we prove a central limit theorem for smooth linear statistics of zeros of random polynomials which are linear combinations of orthogonal polynomials with iid standard complex Gaussian coefficients. Along the way, we obtain…

Complex Variables · Mathematics 2017-05-23 Turgay Bayraktar

The study of two-dimensional Coulomb gases lies at the interface of statistical physics and non-Hermitian random matrix theory. In this paper we give a large deviation principle (LDP) for the empirical fields obtained, under the canonical…

Probability · Mathematics 2015-10-07 Thomas Leblé

In this article for a finite typed random geometric graph we define the empirical locality distribution, which records the number of nodes of a given type linked to a given number of nodes of each type. We find large deviation principle…

Probability · Mathematics 2015-01-29 Kwabena Doku-Amponsah

The question of optimally approximating an arbitrary probability measure in the Wasserstein distance by a discrete one with uniform weights is considered. Estimates are obtained for the optimal approximation distance, with an explicit rate…

Probability · Mathematics 2026-04-14 Benjamin Seeger

Consider the zero set of the random power series f(z)=sum a_n z^n with i.i.d. complex Gaussian coefficients a_n. We show that these zeros form a determinantal process: more precisely, their joint intensity can be written as a minor of the…

Probability · Mathematics 2011-11-10 Yuval Peres , Balint Virag

We study invariant boundary conditions for one dimensional discrete Gaussian Markov processes, basic toy models of spatial Markov processes in statistical mechanics. More precisely, we give a decomposition of boundary objects in a non…

Probability · Mathematics 2023-05-31 Emilien Bodiot

In \cite{FTD1}, we proved the almost sure convergence of eigenvalues of the SYK model, which can be viewed as a type of \emph{law of large numbers} in probability theory; in \cite{FTD2}, we proved that the linear statistic of eigenvalues…

Mathematical Physics · Physics 2018-06-17 Renjie Feng , Gang Tian , Dongyi Wei

We consider a Markov chain on $\mathbb{R}^d$ with invariant measure $\mu$. We are interested in the rate of convergence of the empirical measures towards the invariant measure with respect to various dual distances, including in particular…

Probability · Mathematics 2022-10-13 Adrian Riekert

We propose a "decomposition method" to prove non-asymptotic bound for the convergence of empirical measures in various dual norms. The main point is to show that if one measures convergence in duality with sufficiently regular observables,…

Probability · Mathematics 2018-02-13 Benoît Kloeckner

For an arbitrary negative Schwarzian unimodal map with non-flat critical point, we establish the level-2 Large Deviation Principle (LDP) for empirical distributions. We also give an example of a multimodal map for which the level-2 LDP does…

Dynamical Systems · Mathematics 2026-03-18 Hiroki Takahasi , Masato Tsujii