Related papers: Two-dimensional Kac-Rice formula. Application to s…

The characteristic measure of excursions away from a regular point is studied for a class of symmetric L\'evy processes without Gaussian part. It is proved that the harmonic transform of the killed process enjoys Feller property. The result…

We investigate the continuous function $f$ defined by $$x\mapsto \sum_{\sigma\le_L x }2^{-K(\sigma)}$$ as a variant of Chaitin's Omega from the perspective of analysis, computability, and algorithmic randomness. Among other results, we…

The sample-function regularity of the random-field solution to a stochastic partial differential equation (SPDE) depends naturally on the roughness of the external noise, as well as on the properties of the underlying integro-differential…

Let $\bx_j = \btheta +\bep_j, j=1,...,n$, be observations of an unknown parameter $\btheta$ in a Euclidean or separable Hilbert space $\scrH$, where $\bep_j$ are noises as random elements in $\scrH$ from a general distribution. We study the…

For the plane, sphere, and hyperbolic plane we consider the canonical invariant determinantal point processes with intensity rho dnu, where nu is the corresponding invariant measure. We show that as rho converges to infinity, after…

In this paper, exact rate of approximation of functions by linear means of Fourier series and Fourier integrals and corresponding $K$-functionals are expressed via special moduli of smoothness. . Introduction is given in $\S 1$. In $\S2$…

We prove that a semi-implicit time Euler scheme for the two-dimensional B\'enard-Boussinesq model on the torus D converges. The rate of convergence in probability is almost 1/2 for a multiplicative noise; this relies on moment estimates in…

In this article, we will consider second order uniformly elliptic operators of divergence form defined on R^n with measurable coefficients. Mainly, we will give estimates on the dimension of space of solutions that grow at most polynomially…

Let $f \in L^1(\mathbb{R}^2)$ and let $\widehat f$ be its Fourier integral. We study summability of the partial integral $S_{\rho,\mathsf{H}}(x)=\int_{\{\|y\|_\mathsf{H} \le \rho\}} e^{i x\cdot y}\widehat f(y) dy$, where $\|y\|_\mathsf{H}$…

In this paper we consider probabilistic analogues of some classical integral geometric formulae: Weyl--Steiner tube formulae and the Chern--Federer kinematic fundamental formula. The probabilistic building blocks are smooth, real-valued…

We compute the distribution of the partition functions for a class of one-dimensional Random Energy Models (REM) with logarithmically correlated random potential, above and at the glass transition temperature. The random potential sequences…

We study estimation of a multivariate function $f:\mathbf{R}^d\to\mathbf{R}$ when the observations are available from the function $Af$, where $A$ is a known linear operator. Both the Gaussian white noise model and density estimation are…

We study composition operators acting on the weighted Bergman spaces on the bidisc, i.e. $C_{\Phi}:A^2_{\beta}(\mathbb{D}^2)\to A^2_{\beta}(\mathbb{D}^2)$ where $\Phi$ is induced by rational inner functions (RIFs) or a RIF and a smooth…

It is well known that the Euler method for a random ordinary differential equation $\mathrm{d}X_t/\mathrm{d}t = f(t, X_t, Y_t)$ driven by a stochastic process $\{Y_t\}_t$ with $\theta$-H\"older sample paths is estimated to be of strong…

Let $u\not\equiv -\infty$ be a subharmonic function on the complex plane $\mathbb C$. In 2016, we obtained a result on the existence of an entire function $f\neq 0$ satisfying the estimate $\log|f|\leq {\sf B}_u$ on $\mathbb C$, where…

We study the problem of estimating a monotone function $f:\{0,1\}^d\to[0,1]$ from noisy observations at uniformly random vertices of the Boolean hypercube. As a measure of complexity for the target~$f$, we use the total $L^1$-influence…

In this paper, we consider smooth shot noise processes and their expected number of level crossings. When the kernel response function is sufficiently smooth, the mean number of crossings function is obtained through an integral formula.…

We consider Gabor frames $\{e^{2\pi i bm \cdot} g(\cdot-ak)\}_{m,k \in \mathbb{Z}}$ with translation parameter $a=L/2$, modulation parameter $b \in (0,2/L)$ and a window function $g \in C^n(\mathbb{R})$ supported on $[x_0,x_0+L]$ and…

The Bieberbach estimate, a pivotal result in the classical theory of univalent functions, states that any injective holomorphic function $f$ on the open unit disc $D$ satisfies $|f"(0)|\leq 4 |f'(0)|$. We generalize the Bieberbach estimate…

Let $K_1$ and $K_2$ be two one-dimensional homogeneous self-similar sets. Let $f$ be a continuous function defined on an open set $U\subset \mathbb{R}^{2}$. Denote the continuous image of $f$ by $$ f_{U}(K_1,K_2)=\{f(x,y):(x,y)\in…