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The problem of quantizing a circularly-symmetric complex Gaussian random variable is considered. For this purpose, we design two non-uniform quantizers, a high-rate-, and a Lloyd-Max-, quantizer that are both based on the (golden angle)…

Information Theory · Computer Science 2017-09-12 Peter Larsson , Lars K. Rasmussen , Mikael Skoglund

The purpose of this paper is to analyze the distribution distance between random vectors derived from the magnitude of the analytic wavelet transform of the squared envelopes of Gaussian processes and their large-scale limits. When the…

Probability · Mathematics 2024-09-05 Gi-Ren Liu

In this work, we consider an advection-diffusion equation, coupled to a Poisson equation for the velocity field. This type of coupling is typically encountered in models arising from plasma physics or porous media flow. The aim of this work…

Numerical Analysis · Mathematics 2023-02-14 Hanz Martin Cheng , Jan ten Thije Boonkkamp

We establish the mean-field bounds $\gamma \ge 1$, $\delta \ge 2$ and $\triangle \ge 2$ on the critical exponents of the Poisson-Boolean continuum percolation model under a moment condition on the radii; these were previously known only in…

Probability · Mathematics 2023-02-16 Vivek Dewan , Stephen Muirhead

In this paper, we investigate properties of entropy-penalized Wasserstein barycenters introduced by Bigot, Cazelles and Papadakis (2019) as a regularization of Wasserstein barycenters first presented by Agueh and Carlier (2011). After…

Analysis of PDEs · Mathematics 2025-02-04 Guillaume Carlier , Katharina Eichinger , Alexey Kroshnin

In this paper we focus on nonparametric estimators in inverse problems for Poisson processes involving the use of wavelet decompositions. Adopting an adaptive wavelet Galerkin discretization, we find that our method combines the well-known…

Statistics Theory · Mathematics 2016-08-16 Anestis Antoniadis , Jéremie Bigot

Using Stein's method and the Malliavin calculus of variations, we derive explicit estimates for the Gamma approximation of functionals of a Poisson measure. In particular, conditions are presented under which the distribution of a sequence…

Probability · Mathematics 2013-09-16 Giovanni Peccati , Christoph Thaele

The central limit theorem is one of the most fundamental results in probability and has been successfully extended to locally dependent data and strongly-mixing random fields. In this paper, we establish its rate of convergence for…

Probability · Mathematics 2023-09-18 Tianle Liu , Morgane Austern

One of the remarkable applications of the cavity method is to prove the Thouless-Anderson-Palmer (TAP) system of equations in the high temperature regime of the Sherrington-Kirkpatrick (SK) model. This naturally leads us to the important…

Probability · Mathematics 2011-01-19 Wei-Kuo Chen

We investigate the problem of finding necessary and sufficient conditions for convergence in distribution towards a general finite linear combination of independent chi-squared random variables, within the framework of random objects living…

Probability · Mathematics 2014-09-22 Ehsan Azmoodeh , Giovanni Peccati , Guillaume Poly

We apply the Stein-Chen method to problems from extreme value theory. On the one hand, the Stein-Chen method for Poisson approximation allows us to obtain bounds on the Kolmogorov distance between the law of the maximum of i.i.d. random…

Probability · Mathematics 2013-10-10 Anne Feidt

We study the central limit theorem for sums of independent tensor powers, $\frac{1}{\sqrt{d}}\sum\limits_{i=1}^d X_i^{\otimes p}$. We focus on the high-dimensional regime where $X_i \in \mathbb{R}^n$ and $n$ may scale with $d$. Our main…

Probability · Mathematics 2020-11-05 Dan Mikulincer

We establish the mean-field convergence for systems of points evolving along the gradient flow of their interaction energy when the interaction is the Coulomb potential or a super-coulombic Riesz potential, for the first time in arbitrary…

Analysis of PDEs · Mathematics 2020-12-23 Sylvia Serfaty , appendix with Mitia Duerinckx

We present new, exceptionally efficient proofs of Poisson--Dirichlet limit theorems for the scaled sizes of irreducible components of random elements in the classic combinatorial contexts of arbitrary assemblies, multisets, and selections,…

Probability · Mathematics 2014-01-09 Richard Arratia , Fred Kochman

Uniform and nonuniform Berry--Esseen (BE) bounds of optimal orders on the closeness to normality for general abstract nonlinear statistics are given, which are then used to obtain optimal bounds on the rate of convergence in the delta…

Statistics Theory · Mathematics 2017-01-17 Iosif Pinelis , Raymond Molzon

This paper uses the generator approach of Stein's method to analyze the gap between steady-state distributions of Markov chains and diffusion processes. Until now, the standard way to invoke Stein's method for this problem was to use the…

Probability · Mathematics 2022-02-15 Anton Braverman

By a delicate analysis for the Stein's equation associated to the $\alpha$-stable law approximation with $\alpha \in (0,2)$, we prove a quantitative stable central limit theorem in Wasserstein type distance, which generalizes the results in…

Probability · Mathematics 2023-01-26 Peng Chen , Ivan Nourdin , Lihu Xu , Xiaochuan Yang

In this paper, we give sufficient conditions to establish central limit theorems for boundary estimates of Poisson point processes. The considered estimates are obtained by smoothing some bias corrected extreme values of the point process.…

Statistics Theory · Mathematics 2011-03-31 Stéphane Girard , Ludovic Menneteau

We provide a general theorem bounding the error in the approximation of a random measure of interest--for example, the empirical population measure of types in a Wright-Fisher model--and a Dirichlet process, which is a measure having…

Probability · Mathematics 2020-07-07 Han L. Gan , Nathan Ross

Let $Q$ be a transition probability on a measurable space $E$, let $(X\_n)\_n$ be a Markov chain associated to $Q$, and let $\xi$ be a real-valued measurable function on $E$, and $S\_n = \sum\_{k=1}^{n} \xi(X\_k)$. Under functional…

Probability · Mathematics 2007-05-23 Loïc Hervé
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