Related papers: On classical and free stable laws

We show that the probability that a multilinear polynomial $f$ of independent random variables exceeds its mean by $\lambda$ is at most $e^{-\lambda^2 / (R^q Var(f))}$ for sufficiently small $\lambda$, where $R$ is an absolute constant.…

A Bernstein-von Mises theorem is derived for general semiparametric functionals. The result is applied to a variety of semiparametric problems in i.i.d. and non-i.i.d. situations. In particular, new tools are developed to handle…

In this article we study the expanding properties of random perturbations of contracting Lorenz maps satisfying the summability condition of exponent 1. Under general conditions on the maps and perturbation types, we prove stochastic…

For the Gaussian and Laguerre random matrix ensembles, the probability density function (p.d.f.) for the linear statistic $\sum_{j=1}^N (x_j - <x>)$ is computed exactly and shown to satisfy a central limit theorem as $N \to \infty$. For the…

Forty-five years after the point de d\'epart [1] of density functional theory, its applications in chemistry and the study of electronic structures keep steadily growing. However, the precise form of the energy functional in terms of the…

Let $\alpha:[0,1]\to [0,1]$ be a measurable function. It was proved by P. Marchal \cite{Mar15} that the function $$ \phi^{(\alpha)}(\lambda):=\exp\left[ \int_0^1\frac{\lambda-1}{1+(\lambda-1)x}\,\alpha(x)\,d x \right],\quad \lambda>0 $$ is…

We consider a sequence of identically independently distributed random samples from an absolutely continuous probability measure in one dimension with unbounded density. We establish a new rate of convergence of the $\infty-$Wasserstein…

After defining a notion of $\epsilon$-density, we provide for any real algebraic number $\alpha$ an estimate of the smallest $\epsilon$ such that for each $m>1$ the set of vectors of the form $(t,t\alpha,...,t\alpha^{m-1})$ for $t\in\R$ is…

Classical spectral analysis is based on the discrete Fourier transform of the auto-covariances. In this paper we investigate the asymptotic properties of new frequency domain methods where the auto-covariances in the spectral density are…

To the frequentist who computes posteriors, not all priors are useful asymptotically: in this paper Schwartz's 1965 Kullback-Leibler condition is generalised to enable frequentist interpretation of convergence of posterior distributions…

We study a model of spatial random permutations over a discrete set of points. Formally, a permutation $\sigma$ is sampled proportionally to the weight $\exp\{-\alpha \sum_x V(\sigma(x)-x)\},$ where $\alpha>0$ is the temperature and $V$ is…

Data represented by probability measures arise as empirical distributions, posterior distributions, and feature-based representations of complex objects. We study heterogeneity in a population of probability measures through the expected…

We derive a scale-free bound on the density of the maximum of a centered Gaussian vector. The basic bound is non-uniform, depends logarithmically on the dimension, and allows any covariance matrix. When the largest marginal variance is…

We provide in a unified way quantitative forms of strong convergence results for numerous iterative procedures which satisfy a general type of Fejer monotonicity where the convergence uses the compactness of the underlying set. These…

The present work proposes analytical solutions for the integral of bivariate Fox H-function in combination with algebraic, exponential, and complementary error functions. In addition, the work also presents the derivative identities with…

Suppose that $\alpha \in (0,2)$ and that $X$ is an $\alpha$-stable-like process on $\R^d$. Let $F$ be a function on $\R^d$ belonging to the class $\bf{J_{d,\alpha}}$ (see Introduction) and $A_{t}^{F}$ be $\sum_{s \le t}F(X_{s-},X_{s}), t>…

We investigate the continuous function $f$ defined by $$x\mapsto \sum_{\sigma\le_L x }2^{-K(\sigma)}$$ as a variant of Chaitin's Omega from the perspective of analysis, computability, and algorithmic randomness. Among other results, we…

We extend the polynomial method of Chen--Garza-Vargas--Tropp--van Handel and Magee--Puder--van Handel for operator-norm bounds in random permutation models to the setting where torsion is present. The main new feature is that asymptotic…

We discuss the product of $M$ rectangular random matrices with independent Gaussian entries, which have several applications including wireless telecommunication and econophysics. For complex matrices an explicit expression for the joint…

The original density is 1 for $t\in (0,1)$, $b$ is an integer base ($b\geq 2$%), and $p\in (0,1)$ is a parameter. The first construction stage divides the unit interval into $b$ subintervals and multiplies the density in each subinterval by…