Related papers: The G\"{a}rtner-Ellis theorem, homogenization, and…
Four quantities are fundamental in homogenization of elliptic systems in divergence form and in its applications: the field and the flux of the solution operator (applied to a general deterministic right-hand side), and the field and the…
This work is devoted to a vast extension of Sanov's theorem, in Laplace principle form, based on alternatives to the classical convex dual pair of relative entropy and cumulant generating functional. The abstract results give rise to a…
In this paper we study the asymptotic theory for samples problem based on the functional empirical process (fep), this new method is called general samples problem. We suggest this method to develop the full theory of estimation of means,…
Let $X_{1,n} \leq .... \leq X_{n,n}$ be the order statistics associated with a sample $X_{1}, ...., X_{n}$ whose pertaining distribution function (% \textit{df}) is $F$. We are concerned with the functional asymptotic behaviour of the…
We introduce an affine extension of the Heston model where the instantaneous variance process contains a jump part driven by $\alpha$-stable processes with $\alpha\in(1,2]$. In this framework, we examine the implied volatility and its…
The method of many body Green's functions is used to derive algebraic expressions for the different elastic and thermodynamical quantities such as the free energy, internal energy, entropy, heat capacity, elastic constants (adiabatic and…
We study the multifractal analysis of self-similar measures arising from random homogeneous iterated function systems. Under the assumption of the uniform strong separation condition, we see that this analysis parallels that of the…
Large-margin classifiers are popular methods for classification. We derive the asymptotic expression for the generalization error of a family of large-margin classifiers in the limit of both sample size $n$ and dimension $p$ going to…
We first summarize joint work on several preliminary canonical Lambert series factorization theorems. Within this article we establish new analogs to these original factorization theorems which characterize two specific primary cases of the…
The paper proposes another extension of the extremal principle. A new extremality model involving collections of arbitrary families of sets is studied. It generalizes the conventional model based on linear translations of given sets as well…
We consider the asymptotic behavior of the multidimensional Laplace-type integral with a perturbed phase function. Under suitable assumptions, we derive a higher-order asymptotic expansion with an error estimate, generalizing some previous…
In this paper we consider the multispecies stirring process on the discrete torus. We prove a large deviation principle for the trajectory of the vector of densities of the different species. The technique of proof consists in extending the…
We consider the asymptotics of various estimators based on a large sample of branching trees from a critical multi-type Galton-Watson process, as the sample size increases to infinity. The asymptotics of additive functions of trees, such as…
This paper proposes a novel scheme for reduced-rank Gaussian process regression. The method is based on an approximate series expansion of the covariance function in terms of an eigenfunction expansion of the Laplace operator in a compact…
Finite differences, finite elements, and their generalizations are widely used for solving partial differential equations, and their high-order variants have respective advantages and disadvantages. Traditionally, these methods are treated…
We present a novel extension of multi-output Gaussian processes for handling heterogeneous outputs. We assume that each output has its own likelihood function and use a vector-valued Gaussian process prior to jointly model the parameters in…
We propose a first rigorous homogenisation procedure in image-segmentation models by analysing the relative impact of (possibly random) fine-scale oscillations and phase-field regularisations for a family of elliptic functionals of Ambrosio…
We aim to generalize the homogenisation theorem in \cite{Gehringer-Li-tagged} for a passive tracer interacting with a fractional Gau{\ss}ian noise to also cover fractional non-Gau{\ss}ian noises. To do so we analyse limit theorems for…
A generalization of the Einstein equation is considered for complex line elements. Several second order semilinear partial differential equations are derived from it as semilinear field equations in uniform and isotropic spaces. The…
Our purpose in this paper is to apply the general methodology for model selection based on T-estimators developed in Birg\'{e} [Ann. Inst. H. Poincar\'{e} Probab. Statist. 42 (2006) 273--325] to the particular situation of the estimation of…