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We address the estimation of "extreme" conditional quantiles i.e. when their order converges to one as the sample size increases. Conditions on the rate of convergence of their order to one are provided to obtain asymptotically Gaussian…
Following Escobar [Esc97] and Jammes [Jam15], we introduce two types of isoperimetric constants and give lower bound estimates for the first nontrivial eigenvalues of Dirichlet-to-Neumann operators on finite graphs with boundary…
We prove $\ell^p\big(\mathbb Z^d\big)$ bounds, for $p\in(1, \infty)$, of discrete maximal functions corresponding to averaging operators and truncated singular integrals of Radon type, and their applications to pointwise ergodic theory. Our…
The convergence of properly time-scaled and normalized maxima of independent standard Brownian motions to the Brown-Resnick process is well-known in the literature. In this paper, we study the extremal functional behavior of non-Gaussian…
Differentially-algebraic (D-algebraic) functions are solutions of polynomial equations in the function, its derivatives, and the independent variables. We revisit closure properties of these functions by providing constructive proofs. We…
We consider stationary stochastic processes arising from dynamical systems by evaluating a given observable along the orbits of the system. We focus on the extremal behaviour of the process, which is related to the entrance in certain…
Dilative semistability extends the notion of semi-selfsimilarity for infinitely divisible stochastic processes by introducing an additional scaling in the convolution exponent. It is shown that this scaling relation is a natural extension…
We examine a Gelfand type system and show the extremal solutions are bounded provided we are close enough to the scalar case.
In this paper, under suitable geometric constraints, we have successfully obtained characterizations for the extremum values of the functional of mixed eigenvalues of the Laplacian on triangles (or trapezoids) in the Euclidean plane…
We construct a new type of convergent, and asymptotic, representations, dyadic expansions. Their convergence is geometric and the region of convergence often extends from infinity down to $0^+$. We show that dyadic expansions are…
In this study, singular diffusion operator with jump conditions is considered. Integral representations have been derived for solutions that satisfy boundary conditions and jump conditions. Some properties of eigenvalues and eigenfunctions…
We define a new multivariate time series model by generalizing the ARMAX process in a multivariate way. We give conditions on stationarity and analyze local dependence and domains of attraction. As a consequence of the obtained result, we…
We discuss properties of $L^2$-eigenfunctions of Schr\"odinger operators and elliptic partial differential operators. The focus is set on unique continuation principles and equidistribution properties. We review recent results and announce…
In this paper, we construct a periodic dichotomy transformation using solutions of periodic Riccati and Lyapunov equations. As an application of this transformation, we provide an explicit representation of the optimal extremal for periodic…
We establish multilinear $L^p$ bounds for a class of maximal multilinear averages of functions on one variable, reproving and generalizing the bilinear maximal function bounds of Lacey. As an application we obtain almost everywhere…
We determine the long time behavior and the exact order of the tail probability for the maximal displacement of a branching Brownian motion in Euclidean space in terms of the principal eigenvalue of the associated Schr\"odinger type…
The Koopman operator provides a linear framework to study nonlinear dynamical systems. Its spectra offer valuable insights into system dynamics, but the operator can exhibit both discrete and continuous spectra, complicating direct…
We revisit the model of heteroscedastic extremes initially introduced by Einmahl et al. (JRSSB, 2016) to describe the evolution of a non stationary sequence whose extremes evolve over time and adapt it into a general extreme quantile…
We prove sharp $L^1$ inequalities for the dyadic maximal function $M_T\phi$ when $\phi$ satisfies certain $L^1$ and $L^{\infty}$ conditions
This paper studies smoothing properties of the local fractional maximal operator, which is defined in a proper subdomain of the Euclidean space. We prove new pointwise estimates for the weak gradient of the maximal function, which imply…