Related papers: Upper and Lower Bounds in Exponential Tauberian Th…

We study the full distribution $P_{N}\left(A\right)$ of sums $A = \sum_{i=1}^N$ where $x_1, \dots, x_N$ are $N \gg 1$ independent and identically distributed random variables each sampled from a given distribution $p(x)$ with a…

We consider the extension of techniques for bounding higher-dimension operators in quantum effective field theories to higher-point operators. Working in the context of theories polynomial in $X=(\partial \phi)^2$, we examine how the…

From a suitable integral representation of the Laplace transform of a positive semi-definite quadratic form of independent real random variables with not necessarily identical densities a univariate integral representation is derived for…

We consider equations of the form $\Delta u +\lambda^2 V(x)e^{\,u}=\rho$ in various two dimensional settings. We assume that $V>0$ is a given function, $\lambda>0$ is a small parameter and $\rho=\mathcal O(1)$ or $\rho\to +\infty$ as…

Given a negatively curved compact Riemannian surface $X$, we give an explicit estimate, valid with high probability as the degree goes to infinity, of the first non-trivial eigenvalue of the Laplacian on random Riemannian covers of $X$. The…

We derive a large deviation principle for families of random variables in the basin of attraction of spectrally positive stable distributions by proving a uniform version of the Tauberian theorem for Laplace-Stieltjes transforms. The main…

Let $\{X(t):t\in[0,\infty)\}$ be a centered Gaussian process with stationary increments and variance function $\sigma^2_X(t)$. We study the exact asymptotics of ${\mathbb{P}}(\sup_{t\in[0,T]}X(t)>u)$ as $u\to\infty$, where $T$ is an…

Let $\Omega\subset\mathbb{R}^\nu$, $\nu\ge 2$, be a $C^{1,1}$ domain whose boundary $\partial\Omega$ is either compact or behaves suitably at infinity. For $p\in(1,\infty)$ and $\alpha>0$, define \[…

For $\alpha\in(0,\pi)$, let $U_\alpha$ denote the infinite planar sector of opening $2\alpha$, \[ U_\alpha=\big\{ (x_1,x_2)\in\mathbb R^2: \big|\arg(x_1+ix_2) \big|<\alpha \big\}, \] and $T^\gamma_\alpha$ be the Laplacian in…

We prove that the classical Laplace asymptotic expansion (AE) of $\int_{\mathbb R^d} g(x)e^{-nu(x)}dx$, $n\gg1$ extends to the high-dimensional regime in which $d$ may grow large with $n$. More specifically, we use new techniques suitable…

We consider the problem of modulation and estimation of a random parameter $U$ to be conveyed across a discrete memoryless channel. Upper and lower bounds are derived for the best achievable exponential decay rate of a general moment of the…

We consider the Laplace operator in a thin three dimensional tube with a Robin type condition on its boundary and study, asymptotically, the spectrum of such operator as the diameter of the tube's cross section becomes infinitesimal. In…

For general second order evolution equations, we prove an optimal condition on the degree of unboundedness of the damping, that rules out finite-time extinction. We show that control estimates give energy decay rates that explicitly depend…

Let $E$ be a bounded open subset of $\mathbb{R}^n$. We study the following questions: For i.i.d. samples $X_1, \dots, X_N$ drawn uniformly from $E$, what is the probability that $\cup_i \mathbf{B}(X_i, \delta)$, the union of $\delta$-balls…

In this paper, we consider transient subordinate Brownian motion X in R^d, d \geq 1, where the Laplace exponent \phi of the corresponding subordinator satisfies some mild conditions. The scaleinvariant Harnack inequality is proved for X. We…

We consider the (discrete) parabolic Anderson model $\partial u(t,x)/\partial t=\Delta u(t,x) +\xi_t(x) u(t,x)$, $t\geq 0$, $x\in \mathbb{Z}^d$. Here, the $\xi$-field is $\mathbb{R}$-valued, acting as a dynamic random environment, and…

We study extremal statistics and return intervals in stationary long-range correlated sequences for which the underlying probability density function is bounded and uniform. The extremal statistics we consider e.g., maximum relative to…

This note provides a basic description of subgaussianity, by defining $(\sigma, \rho)$-subgaussian random variables $X$ ($\sigma>0, \rho>0$) as those satisfying $\mathbb{E}(\exp(\lambda X))\leq \rho\exp(\frac{1}{2}\sigma^2\lambda^2)$ for…

Let $E$ be the union of two real intervals not containing zero. Then $L_n^r(E)$ denotes the supremum norm of that polynomial $P_n$ of degree less than or equal to $n$, which is minimal with respect to the supremum norm provided that…

We develop further the theory of symmetrization of fractional Laplacian operators contained in recent works of two of the authors. The theory leads to optimal estimates in the form of concentration comparison inequalities for both elliptic…