Related papers: Tauberian and Abelian theorems for long-range depe…
For multivariate distributions in the domain of attraction of a max-stable distribution, the tail copula and the stable tail dependence function are equivalent ways to capture the dependence in the upper tail. The empirical versions of…
We develop a new method for studying the asymptotics of symmetric polynomials of representation-theoretic origin as the number of variables tends to infinity. Several applications of our method are presented: We prove a number of theorems…
We provide non-asymptotic, relative deviation bounds for the eigenvalues of empirical covariance and Gram matrices in general settings. Unlike typical uniform bounds, which may fail to capture the behavior of smaller eigenvalues, our…
We consider the asymptotic normality in $L^2$ of kernel estimators of the long run covariance kernel of stationary functional time series. Our results are established assuming a weakly dependent Bernoulli shift structure for the underlying…
This article considers multivariate linear processes whose components are either short- or long-range dependent. The functional central limit theorems for the sample mean and the sample autocovariances for these processes are investigated,…
Motivated by the subordinated Brownian motion, we define a new class of (in general discontinuous) random fields on higher-dimensional parameter domains: the subordinated Gaussian random field. We investigate the pointwise marginal…
In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…
In this work we investigate the asymptotic behaviour of weighted partial sums of a particular class of random variables related to Oppenheim series expansions. More precisely, we verify convergence in probability as well as almost sure…
We prove an adiabatic theorem for the evolution of spectral data under a weak additive perturbation in the context of a system without an intrinsic time scale. For continuous functions of the unperturbed Hamiltonian the convergence is in…
We review the recently developed relation between the traditional algebraic approach to conformal field theories and the more recent probabilistic approach based on stochastic Loewner evolutions. It is based on implementing random conformal…
This paper considers the effect of least squares procedures for nearly unstable linear time series with strongly dependent innovations. Under a general framework and appropriate scaling, it is shown that ordinary least squares procedures…
It is shown that the four $(3 + 1)$-dimensional (4D) free Abelian 2-form gauge theory provides an example of (i) a class of field theoretical models for the Hodge theory, and (ii) a possible candidate for the quasi-topological field theory…
In this paper we provide a probabilistic representation of Lagrange's identity which we use to obtain Papathanasiou-type variance expansions of arbitrary order. Our expansions lead to generalized sequences of weights which depend on an…
We study the weak convergence (in the high-frequency limit) of the frequency components associated with Gaussian-subordinated, spherical and isotropic random fields. In particular, we provide conditions for asymptotic Gaussianity and we…
Many applications of Gaussian random fields and Gaussian random processes are limited by the computational complexity of evaluating the probability density function, which involves inverting the relevant covariance matrix. In this work, we…
The adiabatic theorem refers to a setup where an evolution equation contains a time-dependent parameter whose change is very slow, measured by a vanishing parameter $\epsilon$. Under suitable assumptions the solution of the…
Asymptotically nonlocal field theories represent a sequence of higher-derivative theories whose limit point is a ghost-free, infinite-derivative theory. Here, we extend previous work on pure scalar and Abelian gauge theories to…
We study the zeros of random power series with stationary complex Gaussian coefficients, whose spectral measure is absolutely continuous. We analyze the precise asymptotic behavior of the radial density of zeros near the boundary of the…
The densities of small linear structures (such as arithmetic progressions) in subsets of Abelian groups can be expressed as certain analytic averages involving linear forms. Higher-order Fourier analysis examines such averages by…
The difficulties of perturbation theory associated with unstable fundamental fields (such as the lack of exact gauge invariance in each order) are cured if one constructs perturbative expansion directly for probabilities interpreted as…