Related papers: Piterbarg's max-discretisation theorem for station…

A random geometric graph $G(\mathcal{X}_n, r_n)$ is formed by taking a binomial process $\mathcal{X}_n$ as the set of vertices and joining any two distinct points with an edge if they lie within distance $r_n$ of each other. We investigate…

We obtain non asymptotic bounds for the Monte Carlo algorithm associated to the Euler discretization of some diffusion processes. The key tool is the Gaussian concentration satisfied by the density of the discretization scheme. This…

We derive the limiting distributions of exceedances point processes of randomly scaled weakly dependent stationary Gaussian sequences under some mild asymptotic conditions. In the literature analogous results are available only for…

This note describes the concentration phenomenon for a high dimensional sub-gaussian vector \( X \). In the Gaussian case, for any linear operator \( Q \), it holds \( P\bigl( \| Q X \|^{2} - tr (B) > 2 \sqrt{x\, tr(B^{2})} + 2 \| B \| x…

Smooth random Gaussian functions play an important role in mathematical physics, a main example being the random plane wave model conjectured by Berry to give a universal description of high-energy eigenfunctions of the Laplacian on generic…

We consider a one-dimensional stationary stochastic process $x(\tau)$ of duration $T$. We study the probability density function (PDF) $P(t_{\rm m}|T)$ of the time $t_{\rm m}$ at which $x(\tau)$ reaches its global maximum. By using a path…

We show that for product sources, rate splitting is optimal for secret key agreement using limited one-way communication between two terminals. This yields an alternative information-theoretic-converse-style proof of the tensorization…

We investigate the optimal performance of dense sensor networks by studying the joint source-channel coding problem. The overall goal of the sensor network is to take measurements from an underlying random process, code and transmit those…

We study the distribution of the maximum of a large class of Gaussian fields indexed by a box $V_N\subset Z^d$ and possessing logarithmic correlations up to local defects that are sufficiently rare. Under appropriate assumptions that…

This note is concerned with concentration inequalities for extrema of stationary Gaussian processes. It provides non-asymptotic tail inequalities which fully reflect the fluctuation rate, and as such improve upon standard Gaussian…

We study how far a diffusion process on a graph can deviate from a designed starting pattern when the pattern is generated via Laplacian regularisation. Under standard stability conditions for undirected, entrywise nonnegative graphs, we…

We consider a random model for directed graphs whereby an arc is placed from one vertex to another with a prescribed probability which may vary from arc to arc. Using perturbation bounds as well as Chernoff inequalities, we show that the…

This paper is aimed to study the ergodic short-term behaviour of discretizations of circle expanding maps. More precisely, we prove some asymptotics of the distance between the $t$-th iterate of Lebesgue measure by the dynamics $f$ and the…

This paper studies secrecy-capacity of an $n$-dimensional Gaussian wiretap channel under a peak-power constraint. This work determines the largest peak-power constraint $\bar{\mathsf{R}}_n$ such that an input distribution uniformly…

We develop a hybrid spatial discretization for the wave equation in second order form, based on high-order accurate finite difference methods and discontinuous Galerkin methods. The hybridization combines computational efficiency of finite…

Let $\{X_i(t),t\ge0\}, 1\le i\le n$ be independent copies of a stationary process $\{X(t), t\ge0\}$. For given positive constants $u,T$, define the set of $r$th conjunctions $ C_{r,T,u}:= \{t\in [0,T]: X_{r:n}(t) > u\}$ with $X_{r:n}(t)$…

This paper provides a precise error analysis for the maximum likelihood estimate $\hat{a}_{\text{ML}}(u_1^n)$ of the parameter $a$ given samples $u_1^n = (u_1, \ldots, u_n)'$ drawn from a nonstationary Gauss-Markov process $U_i = a U_{i-1}…

Let $\{X_{n}(t), t\in[0,\infty)\}, n\in\mathbb{N}$ be a sequence of centered dependent stationary Gaussian processes. The limit distribution of $\sup_{t\in[0,T(n)]}|X_{n}(t)|$ is established as $r_{n}(t)$, the correlation function of…

Consider finitely many nets of multivariate c\`adl\`ag stochastic processes. We show that the vectors consisting of the respective minimizing points converge in distribution to a random closed set. This set is given as a cartesian product…

It is of fundamental importance to find algorithms obtaining optimal performance for learning of statistical models in distributed and communication limited systems. Aiming at characterizing the optimal strategies, we consider learning of…