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We consider the wave equation with highly oscillatory initial data, where there is uncertainty in the wave speed, initial phase and/or initial amplitude. To estimate quantities of interest related to the solution and their statistics, we…

Numerical Analysis · Mathematics 2015-09-11 Gabriela Malenova , Mohammad Motamed , Olof Runborg , Raul Tempone

We study lower bounds for the problem of approximating a one dimensional distribution given (noisy) measurements of its moments. We show that there are distributions on $[-1,1]$ that cannot be approximated to accuracy $\epsilon$ in…

Data Structures and Algorithms · Computer Science 2023-07-04 Yujia Jin , Christopher Musco , Aaron Sidford , Apoorv Vikram Singh

In this paper we obtain a range of quantitative results of the following type: given two centered Gaussian fields with close covariance kernels we construct a coupling such that the fields are uniformly close on some compact with…

Probability · Mathematics 2019-12-20 Dmitry Beliaev , Riccardo W. Maffucci

Poisson point processes provide a versatile framework for modeling the distributions of random points in space. When the space is partitioned into cells, each associated with a single generating point from the Poisson process, there appears…

Numerical Analysis · Mathematics 2024-05-14 Jaume Anguera Peris , Joakim Jaldén

In this work we construct Gaussian beam approximations to solutions of the high frequency Helmholtz equation with a localized source. Under the assumption of non-trapping rays we show error estimates between the exact outgoing solution and…

Numerical Analysis · Mathematics 2013-04-05 Hailiang Liu , James Ralston , Olof Runborg , Nicolay M. Tanushev

The paper considers the stationary Poisson Boolean model with spherical grains and proposes a family of nonparametric estimators for the radius distribution. These estimators are based on observed distances and radii, weighted in an…

Probability · Mathematics 2013-01-09 Daniel Hug , Günter Last , Zbyněk Pawlas , Wolfgang Weil

This paper investigates the approximation of Gaussian random variables in Banach spaces, focusing on the high-probability bounds for the approximation of Gaussian random variables using finitely many observations. We derive non-asymptotic…

Statistics Theory · Mathematics 2025-08-28 Daniel Winkle , Ingo Steinwart , Bernard Haasdonk

We attempt to recover the mean vertical velocity and vertical velocity dispersion as a function of the Galactic height for a sample drawn from a realistic Galaxy distribution function by following the method presented in Moni Bidin et al.…

Astrophysics of Galaxies · Physics 2014-06-16 Jason Sanders

We use a functional analogue of the quantile function for probability measures on $\mathbb{R}^d$ to characterize a novel limit Poisson point process for radially recentred and rescaled random vectors under a radial-directional…

Methodology · Statistics 2025-01-31 Ioannis Papastathopoulos , Lambert de Monte , Ryan Campbell , Haavard Rue

This paper is concerned with the study of a circular random distribution called geodesic Normal distribution recently proposed for general manifolds. This distribution, parameterized by two real numbers associated to some specific location…

Statistics Theory · Mathematics 2012-02-27 Jean-François Coeurjolly , Nicolas Le Bihan

We give an elementary proof that Talagrand's sub-Gaussian concentration inequality implies a limit shape theorem for first passage percolation on any Cayley graph of Z^d, with a bound on the speed of convergence that slightly improves…

Probability · Mathematics 2015-05-12 Romain Tessera

We explore the finite dimensional distributions of the second-order scattering transform of a class of non-Gaussian processes when all the scaling parameters go to infinity simultaneously. For frequently used wavelets, we find a coupling…

Probability · Mathematics 2021-12-28 Gi-Ren Liu , Yuan-Chung Sheu , Hau-Tieng Wu

Using Stein's method and the Malliavin calculus of variations, we derive explicit estimates for the Gamma approximation of functionals of a Poisson measure. In particular, conditions are presented under which the distribution of a sequence…

Probability · Mathematics 2013-09-16 Giovanni Peccati , Christoph Thaele

Under correlation-type conditions, we derive an upper bound of order $(\log n)/n$ for the average Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law. The result is based on improved…

Probability · Mathematics 2019-06-24 S. G. Bobkov , G. P. Chistyakov , F. Götze

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…

Probability · Mathematics 2016-09-07 Elizabeth S. Meckes , Mark W. Meckes

Diffusion tensor coefficients play a central role in describing cosmic-ray transport in various astrophysical environments permeated with magnetic fields, which are usually modeled as a fluctuating field on top of a mean field. In this…

High Energy Astrophysical Phenomena · Physics 2024-07-09 O. Deligny

New results on uniform convergence in probability for the most general classes of wavelet expansions of stationary Gaussian random processes are given.

Probability · Mathematics 2013-07-10 Yuriy Kozachenko , Andriy Olenko , Olga Polosmak

The basic concepts and hypotheses of Newtonian Cosmology necessary for a consistent treatment of the averaged cosmological dynamics are formulated and discussed in details. The space-time, space, time and ensemble averages for the…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Roustam Zalaletdinov , Alan Coley

Consider a linear elliptic partial differential equation in divergence form with a random coefficient field. The solution operator displays fluctuations around its expectation. The recently developed pathwise theory of fluctuations in…

Analysis of PDEs · Mathematics 2021-12-01 Mitia Duerinckx , Julian Fischer , Antoine Gloria

We introduce a natural measure on bi-infinite random walk trajectories evolving in a time-dependent environment driven by the Langevin dynamics associated to a gradient Gibbs measure with convex potential. We derive an identity relating the…

Probability · Mathematics 2024-04-05 Jean-Dominique Deuschel , Pierre-François Rodriguez