Related papers: Multi-dimensional Gaussian fluctuations on the Poi…
Based on Stein's method, we derive upper bounds for Poisson process approximation in the $L_1$-Wasserstein metric $d_2^{(p)}$, which is based on a slightly adapted $L_p$-Wasserstein metric between point measures. For the case $p=1$, this…
In this paper, we establish the Poisson integral formula for bounded pluriharmonic functions on the Teichm\"uller space of analytically finite Riemann surfaces of type $(g,m)$ with $2g-2+m>0$. We also discuss a version of the F. and M.…
We develop techniques for determining the exact asymptotic speed of convergence in the multidimensional normal approximation of smooth functions of Gaussian fields. As a by-product, our findings yield exact limits and often give rise to…
We consider estimating the parametric components of semi-parametric multiple index models in a high-dimensional and non-Gaussian setting. Such models form a rich class of non-linear models with applications to signal processing, machine…
This study examines a nonparametric inference on a stationary L\'evy-driven Ornstein-Uhlenbeck (OU) process $X = (X_{t})_{t \geq 0}$ with a compound Poisson subordinator. We propose a new spectral estimator for the L\'evy measure of the…
The widespread use of Markov Chain Monte Carlo (MCMC) methods for high-dimensional applications has motivated research into the scalability of these algorithms with respect to the dimension of the problem. Despite this, numerous problems…
A new class of two dimensional integrable field theories, based on the mathematical notion of Poisson manifolds, and containing gravity-Yang-Mills systems as well as the G/G gauged Wess-Zumino Witten-model, are presented. The local…
Let $Z$ be a Boolean model based on a stationary Poisson process $\eta$ of compact, convex particles in Euclidean space ${\mathbb{R}}^d$. Let $W$ denote a compact, convex observation window. For a large class of functionals $\psi$, formulas…
In this paper, a simplified second-order Gaussian Poincar\'e inequality for normal approximation of functionals over infinitely many Rademacher random variables is derived. It is based on a new bound for the Kolmogorov distance between a…
Random fields are useful mathematical tools for representing natural phenomena with complex dependence structures in space and/or time. In particular, the Gaussian random field is commonly used due to its attractive properties and…
Multivariate versions of classical orthogonal polynomials such as Jacobi, Hahn, Laguerre and Meixner are reviewed and their connection explored by adopting a probabilistic approach. Hahn and Meixner polynomials are interpreted as posterior…
By exploiting the well-known observation that size-biasing or zero-biasing an infinitely divisible random variable may be achieved by adding an independent increment, combined with tools from Stein's method for compound Poisson and Gaussian…
Braverman and Kazhdan introduced influential conjectures generalizing the Fourier transform and the Poisson summation formula. Their conjectures should imply that quite general Langlands $L$-functions have meromorphic continuations and…
Motivated by the central limit problem for convex bodies, we study normal approximation of linear functionals of high-dimensional random vectors with various types of symmetries. In particular, we obtain results for distributions which are…
We propose a simple statistical model of three-dimensionally anisotropic, intermittent, strong Alfv\'enic turbulence, incorporating both critical balance and dynamic alignment. Our model is based on log-Poisson statistics for Elsasser-field…
We study fluctuation fields of orthogonal polynomials in the context of particle systems with duality. We thereby obtain a systematic orthogonal decomposition of the fluctuation fields of local functions, where the order of every term can…
Multiplicity fluctuations in limited segments of momentum space are calculated for a classical pion gas within the statistical model. Results for the grand canonical, canonical, and micro-canonical ensemble are obtained, compared and…
We consider the Rosenzweig-Porter model of random matrix which interpolates between Poisson and gaussian unitary statistics and compute exactly the two-point correlation function. Asymptotic formulas for this function are given near the…
We study the three-dimensional compressible elastic Navier-Stokes-Poisson equations induced by a new bipolar viscoelastic model derived here, which model the motion of the compressible electrically conducting fluids. The various boundary…
We consider a Poisson process $\Phi$ on a general phase space. The expectation of a function of $\Phi$ can be considered as a functional of the intensity measure $\lambda$ of $\Phi$. Extending earlier results of Molchanov and Zuyev [Math.…