Related papers: Persistence probabilities and a decorrelation ineq…
Long-range dependence in time series may yield non-central limit theorems. We show that there are analogous time series in free probability with limits represented by multiple Wigner integrals, where Hermite processes are replaced by…
We provide a dynamical proof of the van der Corput inequality for sequences in Hilbert spaces that is based on the Furstenberg correspondence principle. This is done by reducing the inequality to the mean ergodic theorem for contractions on…
We consider a generalization of the classical Hermite polynomials by the addition of terms involving derivatives in the inner product. This type of generalization has been studied in the literature from the point of view of the algebraic…
We use the generic chaining device proposed by Talagrand to establish exponential bounds on the deviation probability of some suprema of random processes. Then, given a random vector $\xi$ in $\R^{n}$ the components of which are independent…
We consider stationary processes with long memory which are non-Gaussian and represented as Hermite polynomials of a Gaussian process. We focus on the corresponding wavelet coefficients and study the asymptotic behavior of the sum of their…
In the limit epsilon to 0 we analyze the generators H_epsilon of families of reversible jump processes in R^d associated with a class of symmetric non-local Dirichlet-forms and show exponential decay of the eigenfunctions. The exponential…
We investigate continuum percolation for Cox point processes, that is, Poisson point processes driven by random intensity measures. First, we derive sufficient conditions for the existence of non-trivial sub- and super-critical percolation…
We present a general scheme to calculate within the independent interval approximation generalized (level-dependent) persistence properties for processes having a finite density of zero-crossings. Our results are especially relevant for the…
In this note we explicit the notion of Hermite interpolant of a multivariate symmetric polynomial, generalizing the notion of Lagrange interpolant to the case when there are roots coalescence, an extension of the results on the symmetric…
Upper bounds for rates of convergence of posterior distributions associated to Gaussian process priors are obtained by van der Vaart and van Zanten in [14] and expressed in terms of a concentration function involving the Reproducing Kernel…
Using multiple stochastic integrals and the Malliavin calculus, we analyze the asymptotic behavior of quadratic variations for a specific non-Gaussian self-similar process, the Rosenblatt process. We apply our results to the design of…
Stochastic gradient descent is one of the most common iterative algorithms used in machine learning and its convergence analysis is a rich area of research. Understanding its convergence properties can help inform what modifications of it…
Given an autoregressive process X of order p (i.e. X_n = a_1 X_{n-1} + ...+ a_p X_{n_p} + Y_n where the random variables Y_1, Y_2, ... are i.i.d.), we study the asymptotic behaviour of the probability that the process does not exceed a…
In this paper, we develop a general machinery for finding explicit uniform probability and moment bounds on sub-additive positive functionals of random processes. Using the developed general technique, we derive uniform bounds on the…
We study the foundational properties of persistent homotopy groups and develop elementary computational methods for their analysis. Our main theorems are persistent analogues of the Van Kampen, excision, suspension, and Hurewicz theorems.…
We analyze the long-time asymptotics for the Degasperis--Procesi equation on the half-line. By applying nonlinear steepest descent techniques to an associated $3 \times 3$-matrix valued Riemann--Hilbert problem, we find an explicit formula…
Multiple Hermite polynomials are an extension of the classical Hermite polynomials for which orthogonality conditions are imposed with respect to $r>1$ normal (Gaussian) weights $w_j(x)=e^{-x^2+c_jx}$ with different means $c_j/2$, $1 \leq j…
We consider the problem of `discrete-time persistence', which deals with the zero-crossings of a continuous stochastic process, X(T), measured at discrete times, T = n(\Delta T). For a Gaussian Stationary Process the persistence (no…
The main result of this paper is the rate of convergence to Hermite-type distributions in non-central limit theorems. To the best of our knowledge, this is the first result in the literature on rates of convergence of functionals of random…
[B{\l}aszczyszyn, Yogeshwaran and Yukich (2019)] established central limit theorems for geometric statistics of point processes having fast decay dependence. As limit theorems are of limited use unless we understand their errors involved in…