Related papers: Upper bounds on product and multiplier empirical p…

We study the sum-product problem for the planar hypercomplex numbers: the dual numbers and double numbers. These number systems are similar to the complex numbers, but it turns out that they have a very different combinatorial behavior. We…

In the study of the supremum of stochastic processes, Talagrand's chaining functionals and his generic chaining method are heavily related to the distribution of stochastic processes. In the present paper, we construct Talagrand's type…

In order to describe the extremal behaviour of some stochastic process $X$, approaches from univariate extreme value theory are typically generalized to the spatial domain. In particular, generalized peaks-over-threshold approaches allow…

Let $\mathcal{F}$ be a class of measurable functions $f:S\mapsto [0,1]$ defined on a probability space $(S,\mathcal{A},P)$. Given a sample (X_1,...,X_n) of i.i.d. random variables taking values in S with common distribution P, let P_n…

Let $\xi_1,\xi_2,...$ be independent identically distributed random variables and $F:\bbR^\ell\to SL_d(\bbR)$ be a Borel measurable matrix-valued function. Set $X_n=F(\xi_{q_1(n)},\xi_{q_2(n)},...,\xi_{q_\ell(n)})$ where $0\leq…

We consider a sequence $\{f(p)\}_{p\ {\rm prime}}$ of independent random variables taking values $\pm 1$ with probability $1/2$, and extend $f$ to a multiplicative arithmetic function defined on the squarefree integers. We investigate upper…

We show that a restricted version of a conjecture of M. Talagrand on the relation between "expectation thresholds" and "fractional expectation thresholds" follows easily from a strong version of a second conjecture of Talagrand, on…

The seminal papers of Pickands [1,2] paved the way for a systematic study of high exceedance probabilities of both stationary and non-stationary Gaussian processes. Yet, in the vector-valued setting, due to the lack of key tools including…

Let $E$ be a finite set, $\{F^i\}_{i \in E}$ a family of vector fields on $\mathbb{R}^d$ leaving positively invariant a compact set $M$ and having a common zero $p \in M.$ We consider a piecewise deterministic Markov process $(X,I)$ on $M…

This paper presents an identity between the multivariate and univariate saddlepoint approximations applied to sample path probabilities for a certain class of stochastic processes. This class, which we term the recursively compounded…

Let $(T,d)$ be a metric space and $\phi:\mathbb{R}_+\to \mathbb{R}$ an increasing, convex function with $\phi(0)=0$. We prove that if $m$ is a probability measure $m$ on $T$ which is majorizing with respect to $d,\phi$, that is,…

Inspired by a recent paper of I. Grama, E. Le Page and M. Peign\'e, we consider a sequence $(g_n)_{n \geq 1}$ of i.i.d. random $d\times d$-matrices with non-negative entries and study the fluctuations of the process $(\log \vert g_n\cdots…

The majorizing measure theorem of Fernique and Talagrand is a fundamental result in the theory of random processes. It relates the boundedness of random processes indexed by elements of a metric space to complexity measures arising from…

We take an $L_1$-dense class of functions $\Cal F$ on a measurable space $(X,\Cal X)$ together with a sequence of independent, identically distributed $X$-space valued random variables $\xi_1,\dots,\xi_n$ and give a good estimate on the…

Let $f : \mathbf{N} \rightarrow \mathbf{C}$ be a bounded multiplicative function. Let $a$ be a fixed integer (say $a = 1$). Then $f$ is well-distributed on the progression $n \equiv a \pmod{q} \subset \{1,\dots, X\}$, for almost all primes…

We investigate when the exponential sum $S_f(x,\alpha) := \sum_{n\le x}f(n)\mathrm{e}(n\alpha)$ is bounded, for a multiplicative function $f$ and $\alpha\in\mathbb{R}$. We show that under natural assumptions, $S_f(x,\alpha)$ is bounded only…

We derive explicit lower and upper bounds for the probability generating functional of a stationary locally stable Gibbs point process, which can be applied to summary statistics like the F function. For pairwise interaction processes we…

Consider an ergodic measure preserving dynamical system $(T,X,\mu)$, and an observable $\phi:X\to\mathbb{R}$. For the time series $X_n(x)=\phi(T^{n}(x))$, we establish limit laws for the maximum process $M_n=\max_{k\leq n}X_k$ in the case…

We prove that the sumset or the productset of any finite set of real numbers, $A,$ is at least $|A|^{4/3-\epsilon},$ improving earlier bounds. Our main tool is a new upper bound on the multiplicative energy, $E(A,A).$

A multiplicative stochastic process with the lower bound lognormally distributed is investigated. For the process, the model is constructed, and its distribution function (involving four parameters) and the related statistical properties…