Related papers: Small Deviations in $L_2$-norm for Gaussian Depend…
In the common time series model $X_{i,n} = \mu (i/n) + \varepsilon_{i,n}$ with non-stationary errors we consider the problem of detecting a significant deviation of the mean function $\mu$ from a benchmark $g (\mu )$ (such as the initial…
For each $N\geq 1$, let $G_N$ be a simple random graph on the set of vertices $[N]=\{1,2, ..., N\}$, which is invariant by relabeling of the vertices. The asymptotic behavior as $N$ goes to infinity of correlation functions: $$ \mathfrak…
We consider the effects of varying dispersion and nonlinearity on the stability of periodic traveling wave solutions of nonlinear PDE of KdV-type, including generalized KdV and Benjamin-Ono equations. In this investigation, we consider the…
We systematically analyze the anomalous dipole $\Delta k_{\gamma}$ and quadrupole $\Delta Q_{\gamma}$ moments of the W gauge bosons in the context of the minimal supersymmetric standard model as functions of the soft SUSY breaking…
The uncertainty relation and the probability interpretation of quantum mechanics are intrinsically connected, as is evidenced by the evaluation of standard deviations. It is thus natural to ask if one can associate a very small uncertainty…
We propose a new asymptotic test to assess the stationarity of a time series' mean that is applicable in the presence of both heteroscedasticity and short-range dependence. Our test statistic is composed of Gini's mean difference of local…
Let $X$ be a symmetric, isotropic random vector in $\mathbb{R}^m$ and let $X_1...,X_n$ be independent copies of $X$. We show that under mild assumptions on $\|X\|_2$ (a suitable thin-shell bound) and on the tail-decay of the marginals…
Ewens-Pitman model has been successfully applied to various fields including Bayesian statistics. There are four important estimators $K_{n},M_{l,n}$,$K_{m}^{(n)},M_{l,m}^{(n)}$. In particular, $M_{1,n}, M_{1,m}^{(n)}$ are related to…
Sequential change point tests aim at giving an alarm as soon as possible after a structural break occurs while controlling the asymptotic false alarm error. For such tests it is of particular importance to understand how quickly a break is…
We consider the disorder-induced correction to the minimal conductance of an anisotropic two-dimensional Dirac node or a three-dimensional Weyl node. An analytical expression is derived for the correction $\delta G$ to the conductance of a…
In this note, we generalize Savin's small perturbation theorem to nonhomogeneous fully nonlinear equations $F(D^2u, Du, u,x)=f$ provided the coefficients and the right-hand side terms are H\"older small perturbations. As an application, we…
We give two asymptotic results for the empirical distance covariance on separable metric spaces without any iid assumption on the samples. In particular, we show the almost sure convergence of the empirical distance covariance for any…
In this paper, we provide a criterion on uniform large deviation principles (ULDP) for stochastic differential equations under locally weak monotone conditions and Lyapunov conditions, which can be applied to stochastic systems with…
We consider the problem of frequency estimation of the periodic signal multiplied by a stationary Gaussian process (Ornstein-Uhlenbeck) and observed in the presence of the white Gaussian noise. We show the consistency and asymptotic…
The sub-linear expectation or called G-expectation is a nonlinear expectation having advantage of modeling non-additive probability problems and the volatility uncertainty in finance. Let $\{X_n;n\ge 1\}$ be a sequence of independent random…
Every sequence $f_1, f_2, \cdots \, $ of random variables with $ \, \lim_{M \to \infty} \big( M \sup_{k \in \mathbb{N}} \mathbb{P} ( |f_k| > M ) \big)=0\,$ contains a subsequence $ f_{k_1}, f_{k_2} , \cdots \,$ that satisfies, along with…
We consider the problem of estimating change in the dependency structure between two $p$-dimensional Ising models, based on respectively $n_1$ and $n_2$ samples drawn from the models. The change is assumed to be structured, e.g., sparse,…
Existing two-sample testing techniques, particularly those based on choosing a kernel for the Maximum Mean Discrepancy (MMD), often assume equal sample sizes from the two distributions. Applying these methods in practice can require…
Introducing and studying the pattern frequency algebra, we prove the analogue of L\"uck's approximation theorems on $L^2$-spectral invariants in the case of aperiodic order. These results imply a uniform convergence theorem for the…
We study underdetermined-elliptic linear partial differential operators $P$ on asymptotically Euclidean manifolds, such as the divergence operator on 1-forms or symmetric 2-tensors. Suitably interpreted, these are instances of (weighted)…