Related papers: Small Deviations in $L_2$-norm for Gaussian Depend…

We study (asymmetric) $U$-statistics based on a stationary sequence of $m$-dependent variables; moreover, we consider constrained $U$-statistics, where the defining multiple sum only includes terms satisfying some restrictions on the gaps…

Asymptotics for Dickman's number theoretic function $\rho(u)$, as $u \rightarrow \infty$, were given de Bruijn and Alladi, and later in sharper form by Hildebrand and Tenenbaum. The perspective in these works is that of analytic number…

We consider the detection problem of correlations in a $p$-dimensional Gaussian vector, when we observe $n$ independent, identically distributed random vectors, for $n$ and $p$ large. We assume that the covariance matrix varies in some…

We present examples of $p$-sub-exponential random variables for any positive $p$. We prove two types of concentration of standard $p$-norms ($2$-norm is the Euclidean norm) of random vectors with independent $p$-sub-exponential coordinates…

In this paper we derive a Large Deviation Principle (LDP) for inhomogeneous U/V-statistics of a general order. Using this, we derive a LDP for two types of statistics: random multilinear forms, and number of monochromatic copies of a…

This paper investigates weighted approximations for studentized $U$-statistics type processes, both with symmetric and antisymmetric kernels, only under the assumption that the distribution of the projection variate is in the domain of…

We study the a.s. sample path regularity of Gaussian processes. To this end we relate the path regularity directly to the theory of small deviations. In particular, we show that if the process is $n$-times differentiable then the…

We consider a Bayesian problem of estimating of probability of success in a series of conditionally independent trials with binary outcomes. We study the asymptotic behaviour of differential entropy for posterior probability density…

This paper concerns the approximation of probability measures on $\mathbf{R}^d$ with respect to the Kullback-Leibler divergence. Given an admissible target measure, we show the existence of the best approximation, with respect to this…

We analyze a general class of difference operators $H_\varepsilon = T_\varepsilon + V_\varepsilon$ on $\ell^2(\varepsilon \mathbb{Z}^d)$, where $V_\varepsilon$ is a one-well potential and $\varepsilon$ is a small parameter. We construct…

Let $(H(n))_{n \geq 0} $ be a $2-$dimensional Halton's sequence. Let $D_{2} ( (H(n))_{n=0}^{N-1}) $ be the $L_2$-discrepancy of $ (H_n)_{n=0}^{N-1} $. It is known that $\limsup_{N \to \infty } (\log N)^{-1} D_{2} ( H(n) )_{n=0}^{N-1} >0$.…

Let $ k,l \geq 2$ be natural numbers, and let $d_k,d_l$ denote the $k$-fold and $l$-fold divisor functions, respectively. We analyse the asymptotic behavior of the sum $\sum_{x<n\leq x+H_1}d_k(n)d_l(n+h)$. More precisely, let…

In this paper, we give estimates of the minimal ${\mathbb{L}}^1$ distance between the distribution of the normalized partial sum and the limiting Gaussian distribution for stationary sequences satisfying projective criteria in the style of…

There is a well-known sequence of constants c_n describing the growth of supercritical Galton-Watson processes Z_n. With 'lower deviation probabilities' we refer to P(Z_n=k_n) with k_n=o(c_n) as n increases. We give a detailed picture of…

Wide conditions are provided to guarantee asymptotic unbiasedness and L^2-consistency of the introduced estimates of the Kullback-Leibler divergence for probability measures in R^d having densities w.r.t. the Lebesgue measure. These…

We investigate the large-sample behavior of change-point tests based on weighted two-sample U-statistics, in the case of short-range dependent data. Under some mild mixing conditions, we establish convergence of the test statistic to an…

We present a novel approach to test for heteroscedasticity of a non-stationary time series that is based on Gini's mean difference of logarithmic local sample variances. In order to analyse the large sample behaviour of our test statistic,…

For an elliptic, semilinear differential operator of the form $S(u) = A : D^2 u + b(x, u , Du)$, consider the functional $E_\infty(u) = \mathop{\mathrm{ess \, sup}}_\Omega |S(u)|$. We study minimisers of $E_\infty$ for prescribed boundary…

This paper studies the asymptotic behavior of several central objects in Dunkl theory as the dimension of the underlying space grows large. Our starting point is the observation that a recent result from the random matrix theory literature…

Let ${X_1,...,X_n}$ be i.i.d. random observations. Let $\mathbb{S}=\mathbb{L}+\mathbb{T}$ be a $U$-statistic of order $k\ge2$ where $\mathbb{L}$ is a linear statistic having asymptotic normal distribution, and $\mathbb{T}$ is a…