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A new derivation is given for the representation, under certain conditions, of the integral dispersion relations of scattering theory through local forms. The resulting expressions have been obtained through an independent procedure to…

We investigate a weighted Multilevel Richardson-Romberg extrapolation for the ergodic approximation of invariant distributions of diffusions adapted from the one introduced in~[Lemaire-Pag\`es, 2013] for regular Monte Carlo simulation. In a…

The "typical" asymptotic behavior of the weighted sums of independent random vectors in $k$-dimensional space is considered. It is shown that in this case the rate of convergence in the multivariate central limit theorem is of order…

We study \L o\'s's theorem in a choiceless context. We introduce some variants of \L o\'s's theorem. These variants seem weaker than \L o\'s's theorem, but we prove that these are equivalent to \L o\'s's theorem.

The deleting items theorems of weak law of large numbers (WLLN),strong law of large numbers (SLLN) and central limit theorem (CLT) are derived by substituting partial sum of random variable sequence with deleting items partial sum. We…

We consider two classical ensembles of the random matrix theory: the Wigner matrices and sample covariance matrices, and prove Central Limit Theorem for linear eigenvalue statistics under rather weak (comparing with results known before)…

Consider a Bernoulli random field satisfying the Hannan's condition. Recently, invariance principles for partial sums of random fields over rectangular index sets are established. In this note we complement previous results by investigating…

We prove conditional weak-strong uniqueness of the potential Euler solution for external flow around a smooth body in three space dimensions, within the class of viscosity weak solutions with the same initial data. Our sufficient condition…

In this note, we provide a Berry--Esseen bounds for rectangles in high-dimensions when the random vectors have non-singular covariance matrices. Under this assumption of non-singularity, we prove an $n^{-1/2}$ scaling for the Berry--Esseen…

We study the local limit theorem for weighted sums of Bernoulli variables. We show on examples that this is an important question in the general theory of the local limit theorem, and which turns up to be not well explored. The examples we…

We establish higher-order nonasymptotic expansions for a difference between probability distributions of sums of i.i.d. random vectors in a Euclidean space. The derived bounds are uniform over two classes of sets: the set of all Euclidean…

We prove general nonlinear large deviation estimates similar to Chatterjee-Dembo's original bounds except that we do not require any second order smoothness. Our approach relies on convex analysis arguments and is valid for a broad class of…

We prove a bound on the sum of the product of curl-free and divergence-free vector fields. Under appropriate orthonormality conditions our bound scales sublinearly in the number of terms, similar in spirit to Lieb--Thirring inequalities.

We obtain an elementary invariance principle for multi-dimensional Brownian sheet where the underlying random fields are not necessarily independent or stationary. Possible applications include unit-root tests for spatial as well as panel…

We use recent results about linking the number of zeros on algebraic varieties over $\mathbb{C}$, defined by polynomials with integer coefficients, and on their reductions modulo sufficiently large primes to study congruences with products…

We solve the problem of estimating the distribution of presumed i.i.d. observations for the total variation loss. Our approach is based on density models and is versatile enough to cope with many different ones, including some density…

We derive convenient uniform concentration bounds and finite sample multivariate normal approximation results for quadratic forms, then describe some applications involving variance components estimation in linear random-effects models.…

This note examines the infinite divisibility of density-based transformations of normal random variables. We characterize a class of density-based transformations of normal variables which produces non-infinitely divisible distributions. We…

In this paper, we propose a modified formal Lagrangian formulation by introducing dummy dependent variables and prove the existence of such a formulation for any system of differential equations. The corresponding Euler--Lagrange equations,…

In this work, a generalised version of the central limit theorem is proposed for nonlinear functionals of the empirical measure of i.i.d. random variables, provided that the functional satisfies some regularity assumptions for the…