Related papers: Mod-phi convergence I: Normality zones and precise…
The long-term behavior of a supercritical branching random walk can be described and analyzed with the help of Biggins' martingales, parametrized by real or complex numbers. The study of these martingales with complex parameters is a rather…
New bounds for the $k$-th order derivatives of the solutions of the normal and multivariate normal Stein equations are obtained. Our general order bounds involve fewer derivatives of the test function than those in the existing literature.…
We study the extremes of a sequence of random variables $(R_n)$ defined by the recurrence $R_n=M_nR_{n-1}+q$, $n\ge1$, where $R_0$ is arbitrary, $(M_n)$ are iid copies of a non--degenerate random variable $M$, $0\le M\le1$, and $q>0$ is a…
We study numerically the region of convergence of the normal form transformation for the case of the Charney-Hasagawa-Mima (CHM) equation to investigate whether certain finite amplitude effects can be described in normal coordinates. We do…
Fluctuation relations are powerful equalities that hold far from equilibrium. However, the standard approach to include measurement and feedback schemes may become inapplicable in certain situations, including continuous measurements,…
Normal variance-mean mixtures encompass a large family of useful distributions such as the generalized hyperbolic distribution, which itself includes the Student t, Laplace, hyperbolic, normal inverse Gaussian, and variance gamma…
One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…
This paper introduces the $f$-divergence variational inference ($f$-VI) that generalizes variational inference to all $f$-divergences. Initiated from minimizing a crafty surrogate $f$-divergence that shares the statistical consistency with…
Consider a realization of a Poisson process in R^2 with intensity 1 and take a maximal up/right path from the origin to (N,N) consisting of line segments between the points, where maximal means that it contains as many points as possible.…
We consider a discrete-time random walk on a one-dimensional lattice with space and time-dependent random jump probabilities, known as the Beta random walk. We are interested in the probability that, for a given realization of the jump…
The standard nonperturbative approaches of renormalization group for tensor models are generally focused on a purely local potential approximation (i.e. involving only generalized traces and product of them) and are showed to strongly…
In this work, the probability of an event under some joint distribution is bounded by measuring it with the product of the marginals instead (which is typically easier to analyze) together with a measure of the dependence between the two…
Series expansions of unknown fields $\Phi=\sum\varphi_n Z_n$ in elongated waveguides are commonly used in acoustics, optics, geophysics, water waves and other applications, in the context of coupled-mode theories (CMTs). The transverse…
We study two-layer belief networks of binary random variables in which the conditional probabilities Pr[childlparents] depend monotonically on weighted sums of the parents. In large networks where exact probabilistic inference is…
This paper presents a unified second order asymptotic framework for conducting inference on parameters of the form $\phi(\theta_0)$, where $\theta_0$ is unknown but can be estimated by $\hat\theta_n$, and $\phi$ is a known map that admits…
Accurate determination of the full momentum-dependent spin susceptibility $\chi(\mathbf{q}) $ is very important for the description of magnetism and superconductivity. While in principle the formalism for calculating $\chi(\mathbf{q})$ in…
A criterion of joint ergodicity of several sequences of transformations of a probability measure space $X$ of the form $T_{i}^{\phi_{i}(n)}$ is given for the case where $T_{i}$ are commuting measure preserving transformations of $X$ and…
We propose a new family of regularized R\'enyi divergences parametrized not only by the order $\alpha$ but also by a variational function space. These new objects are defined by taking the infimal convolution of the standard R\'enyi…
We consider the statistics of the extreme eigenvalues of sparse random matrices, a class of random matrices that includes the normalized adjacency matrices of the Erd\H{o}s-R\'enyi graph $G(N,p)$. Tracy-Widom fluctuations of the extreme…
We study fluctuations in the number of zeros of random analytic functions given by a Taylor series whose coefficients are independent complex Gaussians. When the functions are entire, we find sharp bounds for the asymptotic growth rate of…