Related papers: N-max infinite divisibility and N-max stability
The problem of convergence in law of normed sums of exchangeable random variables is examined. First, the problem is studied w.r.t. arrays of exchangeable random variables, and the special role played by mixtures of products of stable laws…
Gaussian random processes which variances reach theirs maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximums of theirs trajectories have been evaluated using Double Sum Method…
The Max-Min and Min-Max of matrices arise prevalently in science and engineering. However, in many real-world situations the computation of the Max-Min and Min-Max is challenging as matrices are large and full information about their…
The probability distribution function for an out of equilibrium system may sometimes be approximated by a physically motivated "trial" distribution. A particularly interesting case is when a driven system (e.g., active matter) is…
We study functional limit theorems for linear type processes with short memory under the assumption that the innovations are dependent identically distributed random variables with infinite variance and in the domain of attraction of stable…
The fast diffusion equation is analyzed on a bounded domain with Dirichlet boundary conditions, for which solutions are known to extinct in finite time. We construct invariant manifolds that provide a finite-dimensional approximation near…
Let $\mathbf{X}(n) \in \mathbb{R}^d$ be a sequence of random vectors, where $n\in\mathbb{N}$ and $d = d(n)$. Under certain weakly dependence conditions, we prove that the distribution of the maximal component of $\mathbf{X}$ and the…
We consider a supercritical branching process $Z_n$ in a stationary and ergodic random environment $\xi =(\xi_n)_{n\ge0}$. Due to the martingale convergence theorem, it is known that the normalized population size $W_n=Z_n/ (\mathbb E…
We give a not trivial upper bound on the velocity of disturbances in an infinitely extended anharmonic system at thermal equilibrium. The proof is achieved by combining a control on the non equilibrium dynamics with an explicit use of the…
A game-theoretic framework for time-inconsistent stopping problems where the time-inconsistency is due to the consideration of a non-linear function of an expected reward is developed. A class of mixed strategy stopping times that allows…
We treat $n$-dimensional piecewise-linear continuous maps with two pieces, each of which has exactly one unstable direction, and identify an explicit set of sufficient conditions for the existence of a chaotic attractor. The conditions…
In this note we prove that, for infinitely divisible laws, convergence of the fourth moment to 3 is sufficient to ensure convergence in law to the Gaussian distribution. Our results include infinitely divisible measures with respect to…
In this paper, we considier the limiting distribution of the maximum interpoint Euclidean distance $M_n=\max _{1 \leq i<j \leq n}\left\|\boldsymbol{X}_i-\boldsymbol{X}_j\right\|$, where $\boldsymbol{X}_1, \boldsymbol{X}_2, \ldots,…
The role of geometrically infinitely divisible laws in renewal equations and superposition of renewal processes are explored here. Some examples are also discussed.
We consider two independent identical diffusion processes that annihilate upon meeting in order to study their conditioning with respect to their first-encounter properties. For the case of finite horizon $T<+\infty$, the maximum…
We extend the notions of conditioned and controlled invariant spaces to linear dynamical systems over the max-plus or tropical semiring. We establish a duality theorem relating both notions, which we use to construct dynamic observers.…
We formulate uncertainty relations for arbitrary $N$ observables. Two uncertainty inequalities are presented in terms of the sum of variances and standard deviations, respectively. The lower bounds of the corresponding sum uncertainty…
The main result in this paper is a variational formula for the exit rate from a bounded domain for a diffusion process in terms of the stationary law of the diffusion constrained to remain in this domain forever. Related results on the…
We consider processes that coincide with a given diffusion process outside a finite collection of domains. In each of the domains, there is, additionally, a large drift directed towards the interior of the domain. We describe the limiting…
Maximal inequalities refer to bounds on expected values of the supremum of averages of random variables over a collection. They play a crucial role in the study of non-parametric and high-dimensional estimators, and especially in the study…