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

Let $\mathbb{F}$ be a field, let $P \subseteq \mathbb{F}^d$ be a finite set of points, and let $\alpha,\beta \in \mathbb{F} \setminus \{0\}$. We study the quantity \[|\Pi_{\alpha, \beta}| = \{(p,q,r) \in P \times P \times P \mid p \cdot q =…

In the paper we consider the partial sum process $\sum_{k=1}^{[nt]}X_k^{(n)}$, where $\{X_k^{(n)}=\sum_{j=0}^{\infty} a_{j}^{(n)}\xi_{k-j}(b(n)), \ k\in \bz\},\ n\ge 1,$ is a series of linear processes with tapered filter…

We prove a Bennett-type concentration bound for suprema of empirical processes based on sampling without replacement and a corresponding bound in the case of an arbitrary Hoeffding statistics. We improve on the previous results of such…

The stable-regenerative multiple-stable model has been shown recently to have distinct candidate extremal index and extremal index. To understand further this rare phenomenon, two more results are established here for the double-stable…

For a given finite set $\Sigma$ of matrices with nonnegative integer entries we study the growth of $$ \max_t(\Sigma) = \max\{\|A_{1}... A_{t}\|: A_i \in \Sigma\}.$$ We show how to determine in polynomial time whether the growth with $t$ is…

Let $\{\xi(k), k \in \mathbb{Z} \}$ be a stationary sequence of random variables and let $\{S_n, n \in \mathbb{N}_+ \}$ be a transient random walk in the domain of attraction of a stable law. In the previous work \cite{Nicolas_Ahmad}, under…

A powerful statistical interpolating concept, which we call \emph{fully lifted} (fl), is introduced and presented while establishing a connection between bilinearly indexed random processes and their corresponding fully decoupled (linearly…

Affine point processes are a class of simple point processes with self- and mutually-exciting properties, and they have found useful applications in several areas. In this paper, we obtain large-time asymptotic expansions in large…

Given polynomials $f_1,\ldots,f_n$ in $m$ variables with integral coefficients, we give upper bounds for the number of integral $m$-tuples $\mathbf{u}_1,\ldots, \mathbf{u}_n$ of bounded height such that $f_1(\mathbf{u}_1), \ldots,…

There are infinite processes (matrix products, continued fractions, $(r,s)$-matrix continued fractions, recurrence sequences) which, under certain circumstances, do not converge but instead diverge in a very predictable way. We give a…

We consider inhomogeneous matrix products over max-plus algebra, where the matrices in the product satisfy certain assumptions under which the matrix products of sufficient length be rank-one, as it was shown in [6][L. Shue, B.D.O.…

In this paper we characterize the limiting behavior of sums of extreme values of long range dependent sequences defined as functionals of linear processes with finite variance. The extremal sums behave completely different by compared to…

This paper investigates robust versions of the general empirical risk minimization algorithm, one of the core techniques underlying modern statistical methods. Success of the empirical risk minimization is based on the fact that for a…

For appropriate Gaussian processes, as a corollary of the majorizing measure theorem, Michel Talagrand (1987) proved that the event that the supremum is significantly larger than its expectation can be covered by a set of half-spaces whose…

Using the generic chaining method, we derive upper bounds for the \(L^q\) process of sub-Gaussian classes when \(1 \le q \le 2\), thereby resolving an open problem posed by Al-Ghattas, Chen, and Sanz-Alonso in arXiv:2502.16916. Combined…

Let $W_i=\{W_i(t), t\in \mathbb{R}_+\}, i=1,2$ be two Wiener processes and $W_3=\{W_3(\mathbf{t}), \mathbf{t}\in \mathbb{R}_+^2\}$ be a two-parameter Brownian sheet, all three processes being mutually independent. We derive upper and lower…

These lecture notes consist of three chapters. In the first chapter we present oracle inequalities for the prediction error of the Lasso and square-root Lasso and briefly describe the scaled Lasso. In the second chapter we establish…

Max-infinitely divisible (max-id) processes play a central role in extreme-value theory and include the subclass of all max-stable processes. They allow for a constructive representation based on the pointwise maximum of random functions…

In this paper, we study sums of shifted products $\sum\limits_{n \leq x} F(n) G(n-h)$ for any $|h| \leq x/2$ and arithmetic functions $F=f*1$ and $G=g*1$, with $f$ and $g$ small. We obtain asymptotic formula for different orders of…

Let $f(x,y)$ be a real polynomial of degree $d$ with isolated critical points, and let $i$ be the index of $grad f$ around a large circle containing the critical points. An elementary argument shows that $|i| \leq d-1$. In this paper we…