Related papers: The record method for two and three dimensional pa…

This paper derives a new strong Gaussian approximation bound for the sum of independent random vectors. The approach relies on the optimal transport theory and yields \textit{explicit} dependence on the dimension size $p$ and the sample…

A method is presented to construct goodness-of-fit statistics in many dimensions for which the distribution of all possible test results in the limit of an infinite number of data becomes Gaussian if also the number of dimensions becomes…

Context: Two-point correlation functions are used throughout cosmology as a measure for the statistics of random fields. When used in Bayesian parameter estimation, their likelihood function is usually replaced by a Gaussian approximation.…

We combine Stein's method with Malliavin calculus in order to obtain explicit bounds in the multidimensional normal approximation (in the Wasserstein distance) of functionals of Gaussian fields. Our results generalize and refine the main…

For a smooth vectorial stationary Gaussian random field $X : \Omega \times \mathbb{R}^d \to \mathbb{R}^d$, we give necessary and sufficient conditions to have a finite second moment for the number of roots of $X(t) - u$. The results are…

Triangular distributions are a well-known class of distributions that are often used as an elementary example of a probability model. Maximum likelihood estimation of the mode parameter of the triangular distribution over the unit interval…

We review several competing chaining methods to estimate the supremum, the diameter of the range or the modulus of continuity of a stochastic process in terms of tail bounds of their two-dimensional distributions. Then we show how they can…

We describe a robust methodology, based on the martingale argument of Nachmias and Peres and random walk estimates, to obtain simple upper and lower bounds on the size of a maximal component in several random graphs \textit{at criticality}.…

Our data are random fields of multivariate Gaussian observations, and we fit a multivariate linear model with common design matrix at each point. We are interested in detecting those points where some of the coefficients are nonzero using…

The optimum interval method for finding an upper limit of a one-dimensionally distributed signal in the presence of an unknown background is extended to the case of high statistics. There is also some discussion of how the method can be…

Let $\mathcal A$ be the adjacency matrix of a random $d$-regular graph on $N$ vertices, and we denote its eigenvalues by $\lambda_1\geq \lambda_2\cdots \geq \lambda_{N}$. For $N^{2/3}\ll d\leq N/2$, we prove optimal rigidity estimates of…

We obtain sharp upper and lower bounds for the moderate deviations of the volume of the range of a random walk in dimension five and larger. Our results encompass two regimes: a Gaussian regime for small deviations, and a stretched…

We use the arithmetic-combinatorial method of Katz and Tao to give mixed-norm estimates for the x-ray transform on R^d when d \geq 4. As an application, we obtain an improved estimate for the Hausdorff dimension of (d,k) sets, which are…

We consider in this paper the collection of near maxima of the discrete, two dimensional Gaussian free field in a box with Dirichlet boundary conditions. We provide a rough description of the geometry of the set of near maxima, estimates on…

The problem of estimating the parameters of a linear regression model $Z(s,t)=m_1g_1(s,t)+ \cdots + m_pg_p(s,t)+U(s,t)$ based on observations of $Z$ on a spatial domain $G$ of special shape is considered, where the driving process $U$ is a…

Max-stable processes have proved to be useful for the statistical modelling of spatial extremes. Several representations of max-stable random fields have been proposed in the literature. For statistical inference it is often assumed that…

Recently W. Lao and M. Mayer [6], [7], [9] considered $U$-max - statistics, where instead of sum appears the maximum over the same set of indices. Such statistics often appear in stochastic geometry. The examples are given by the largest…

The full moments expansion of the joint probability distribution of an isotropic random field, its gradient and invariants of the Hessian is presented in 2 and 3D. It allows for explicit expression for the Euler characteristic in ND and…

In this paper we find an upper bound for the probability that a $3$ dimensional simple random walk covers each point in a nearest neighbor path connecting 0 and the boundary of an $L_1$ ball of radius $N$. For $d\ge 4$, it has been shown in…

Let I be a compact d-dimensional manifold, let X:I\to R be a Gaussian process with regular paths and let F_I(u), u\in R, be the probability distribution function of sup_{t\in I}X(t). We prove that under certain regularity and nondegeneracy…