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The first part of this work considers the entropy of the sum of (possibly dependent and non-identically distributed) Bernoulli random variables. Upper bounds on the error that follows from an approximation of this entropy by the entropy of…

Information Theory · Computer Science 2013-04-30 Igal Sason

For many decades, ultrahigh energy charged particles of unknown origin that can be observed from the ground have been a puzzle for particle physicists and astrophysicists. As an attempt to discriminate among several possible production…

Applications · Statistics 2013-12-09 Gilles Faÿ , Jacques Delabrouille , Gérard Kerkyacharian , Dominique Picard

We consider a Poisson equation in $\mathbb R^d$ for the elliptic operator corresponding to an ergodic diffusion process. Optimal regularity and smoothness with respect to the parameter are obtained under mild conditions on the coefficients.…

Probability · Mathematics 2020-09-11 Michael Röckner , Longjie Xie

We study the nonparametric estimation of the jump density of a compound Poisson process from the discrete observation of one trajectory over $[0,T]$. We consider the microscopic regime when the sampling rate $\Delta=\Delta_T\rightarrow0$ as…

Statistics Theory · Mathematics 2012-03-15 Céline Duval

This work is concerned with the accuracy of Gaussian beam superpositions, which are asymptotically valid high frequency solutions to linear hyperbolic partial differential equations and the Schr\"odinger equation. We derive Sobolev and max…

Numerical Analysis · Mathematics 2015-11-02 Hailiang Liu , Olof Runborg , Nicolay M. Tanushev

We study point processes that consist of certain centers of point tuples of an underlying Poisson process. Such processes arise in stochastic geometry in the study of exceedances of various functionals describing geometric properties of the…

Probability · Mathematics 2022-12-26 Moritz Otto

Motivated by problems on random differences in Szemer\'{e}di's theorem and on large deviations for arithmetic progressions in random sets, we prove upper bounds on the Gaussian width of point sets that are formed by the image of the…

Combinatorics · Mathematics 2018-10-22 Jop Briët , Sivakanth Gopi

Given a reference random variable, we study the solution of its Stein equation and obtain universal bounds on its first and second derivatives. We then extend the analysis of Nourdin and Peccati by bounding the Fortet-Mourier and…

Probability · Mathematics 2017-12-13 Richard Eden , Juan Víquez

We discuss the requirements of good statistics for quantifying non-Gaussianity in the Cosmic Microwave Background. The importance of rotational invariance and statistical independence is stressed, but we show that these are sometimes…

Astrophysics · Physics 2011-05-10 Pedro G. Ferreira , Joao Magueijo , Joseph Silk

In a previous work, two of the authors proposed a new proof of a well known convergence result for the scaled elementary connected vacant component in the high intensity Boolean model towards the Crofton cell of the Poisson hyperplane…

Probability · Mathematics 2009-05-29 Pierre Calka , Julien Michel , Katy Paroux

Wavelets are a powerful new mathematical tool which offers the possibility to treat in a natural way quantities characterized by several length scales. In this article we will show how wavelets can be used to solve partial differential…

Computational Physics · Physics 2016-09-08 Stefan Goedecker , Oleg Ivanov

We present a new perspective of assessing the rates of convergence to the Gaussian and Poisson distributions in the Erd\"os-Kac theorem for additive arithmetic functions $\psi$ of a random integer $J_n$ uniformly distributed over…

Probability · Mathematics 2021-02-11 Louis H. Y. Chen , Arturo Jaramillo , Xiaochuan Yang

We study the distributions of channel openings, local fluxes, and velocities in a two-dimensional random medium of non-overlapping disks. We present theoretical arguments supported by numerical data of high precision and find scaling laws…

Fluid Dynamics · Physics 2009-11-11 Ascânio D. Araújo , Wagner B. Bastos , José S. Andrade , Hans J. Herrmann

Considering two random variables with different laws to which we only have access through finite size iid samples, we address how to reweight the first sample so that its empirical distribution converges towards the true law of the second…

Statistics Theory · Mathematics 2022-06-08 Julien Reygner , Adrien Touboul

We find in measurements of microwave transmission through quasi-1D dielectric samples for both diffusive and localized waves that the field normalized by the square root of the spatially averaged flux in a given sample configuration is a…

Disordered Systems and Neural Networks · Physics 2009-11-11 A. A. Chabanov , A. Z. Genack

We consider the nodal domains of Gaussian random waves in two dimensions. We present a method to calculate the distribution of the number of nodal domains and the average connectivity with the help of auxiliary Potts-spins. An analytical…

Chaotic Dynamics · Physics 2007-05-23 Georg Foltin

The generalised random graph contains $n$ vertices with positive i.i.d. weights. The probability of adding an edge between two vertices is increasing in their weights. We require the weight distribution to have finite second moments and…

Probability · Mathematics 2026-04-01 Matthias Lienau

We prove a bound for the Wasserstein distance between vectors of smooth complex random variables and complex Gaussians in the framework of complex Markov diffusion generators. For the special case of chaotic eigenfunctions, this bound can…

Probability · Mathematics 2015-11-03 Simon Campese

We present a numerical study of the relation between the cosmic peculiar velocity field and the gravitational acceleration field. We show that on mildly non-linear scales (4-10 Mpc Gaussian smoothing), the distribution of the Cartesian…

A generalized physics-based expression for the drag coefficient of spherical particles moving in a fluid is derived. The proposed correlation incorporates essential rarefied physics, low-speed hydrodynamics, and shock-wave physics to…