Related papers: The record method for two and three dimensional pa…
We introduce new combinatorial (bijective) methods that enable us to compute the average value of three parameters of directed animals of a given area, including the site perimeter. Our results cover directed animals of any one-line source…
This paper aims to lay the foundations for statistics over local fields, such as the field of $p$-adic numbers. Over such fields, we give characterizations for maximum likelihood estimation and conditional independence for multivariate…
For a zero-mean, unit-variance second-order stationary univariate Gaussian process we derive the probability that a record at the time $n$, say $X_n$, takes place and derive its distribution function. We study the joint distribution of the…
Quantum parameter estimation offers solid conceptual grounds for the design of sensors enjoying quantum advantage. This is realised not only by means of hardware supporting and exploiting quantum properties, but data analysis has its impact…
We study scenarii linked with the Swiss cheese picture in dimension three obtained when two random walks are forced to meet often, or when one random walk is forced to squeeze its range. In the case of two random walks, we show that they…
This manuscript studies the Gaussian approximation of the coordinate-wise maximum of self-normalized statistics in high-dimensional settings. We derive an explicit Berry-Esseen bound under weak assumptions on the absolute moments. When the…
Recently a majorization method for optimizing partition functions of log-linear models was proposed alongside a novel quadratic variational upper-bound. In the batch setting, it outperformed state-of-the-art first- and second-order…
We consider the signed density of the extremal points of (two-dimensional) scalar fields with a Gaussian distribution. We assign a positive unit charge to the maxima and minima of the function and a negative one to its saddles. At first, we…
Let $A$ be a real skew-symmetric Gaussian random matrix whose upper triangular elements are independently distributed according to the standard normal distribution. We provide the distribution of the largest singular value $\sigma_1$ of…
Let $C$ be a real-valued $M\times M$ matrix with singular values $\lambda_1\ge...\ge\lambda_M$ and $E$ a random matrix of centered i.i.d. entries with finite fourth moment. In this paper we give a universal upper bound on the expectation of…
Fix a vector space over a finite field and a system of linear equations. We provide estimates, in terms of the dimension of the vector space, of the maximum of the sizes of subsets of the space that do not admit solutions of the system…
This paper considers the maximum generalized empirical likelihood (GEL) estimation and inference on parameters identified by high dimensional moment restrictions with weakly dependent data when the dimensions of the moment restrictions and…
Let $\{X(\mathbf{t}):\mathbf{t}=(t_1, t_2, \ldots, t_d)\in[0,\infty)^d\}$ be a centered stationary Gaussian field with almost surely continuous sample paths, unit variance and correlation function $r$ satisfying conditions $r(\mathbf{t})<1$…
The explicit formulae for the height distribution and expected number of local maxima have been obtained for isotropic Gaussian random fields on certain low-dimensional Euclidean space or low-dimensional spheres.
We proposed a formally exact, probabilistic method to assess the validity of the Thomas-Fermi potential for three-dimensional condensed matter systems where electron dynamics is constrained to the Fermi surface. Our method, which relies on…
We study the peak height distribution of certain non-stationary Gaussian random fields. The explicit peak height distribution of smooth, non-stationary Gaussian processes in 1D with general covariance is derived. The formula is determined…
Consider a random sample in the max-domain of attraction of a multivariate extreme value distribution such that the dependence structure of the attractor belongs to a parametric model. A new estimator for the unknown parameter is defined as…
We introduce a method for studying monotonicity of the speed of excited random walks in high dimensions, based on a formula for the speed obtained via cut-times and Girsanov's transform. While the method gives rise to similar results as…
We prove new lower bounds on the likely size of a maximum independent set in a random graph with a given average degree. Our method is a weighted version of the second moment method, where we give each independent set a weight based on the…
We statistically compare the relationships between frequencies of digits in continued fraction expansions of typical rational points in the unit interval and higher dimensional generalisations. This takes the form of a Large Deviation and…