Related papers: Second-order expansions for maxima of dynamic biva…
In a recent author's work the cyclic behavior of maxima in a hierarchical summation scheme was discovered. In the present note we show how the same phenomenon appears in the scheme of conventional summation: the distribution of maximum of…
We consider long-range percolation, Ising model, and self-avoiding walk on $\mathbb{Z}^d$, with couplings decaying like $|x|^{-(d+\alpha)}$ where $0 < \alpha \le 2$, above the upper critical dimensions. In the spread-out setting where the…
Let $N(t)$ be the collection of particles alive at time $t$ in a branching Brownian motion in $\mathbb{R}^d$, and for $u\in N(t)$, let $\mathbf{X}_u(t)$ be the position of particle $u$ at time $t$. For $\theta\in \mathbb{R}^d$, we define…
A frequent task in exploratory data analysis consists in examining pairwise dependencies between data variables. Popular approaches include visualizing correlation or scatter plot matrices. However, both methods can be misleading. The…
Our interest is in the scaled joint distribution associated with $k$-increasing subsequences for random involutions with a prescribed number of fixed points. We proceed by specifying in terms of correlation functions the same distribution…
We continue the study of the maximum of the scale-inhomogeneous discrete Gaussian free field in dimension two. In this paper, we consider the regime of weak correlations and prove the convergence in law of the centred maximum to a randomly…
We consider a model of the Riemann zeta function on the critical axis and study its maximum over intervals of length $(\log T)^{\theta}$, where $\theta$ is either fixed or tends to zero at a suitable rate. It is shown that the deterministic…
We characterize the growth of the Sibson and Arimoto mutual informations and $\alpha$-maximal leakage, of any order that is at least unity, between a random variable and a growing set of noisy, conditionally independent and…
An extension of the Ising spin configurations to continuous functions is used for an exact representation of the Random Field Ising Model's order parameter in terms of disagreement percolation. This facilitates an extension of the recent…
We study no-gap second-order optimality conditions for a non-uniformly convex and non-smooth integral functional. The integral functional is extended to the space of measures. The obtained second-order derivatives contain integrals on…
In this paper, we investigate new integrable extensions of two-center Coulomb systems. We study the most general $n$-dimensional deformation of the two-center problem by adding arbitrary functions supporting second order commuting conserved…
Copulas, generalized estimating equations, and generalized linear mixed models promote the analysis of grouped data where non-normal responses are correlated. Unfortunately, parameter estimation remains challenging in these three…
We study the asymptotic behavior of the normalized maxima of real-valued diffusive particles with mean-field drift interaction. Our main result establishes propagation of chaos: in the large population limit, the normalized maxima behave as…
The angular measure on the unit sphere characterizes the first-order dependence structure of the components of a random vector in extreme regions and is defined in terms of standardized margins. Its statistical recovery is an important step…
Many inference problems involving questions of optimality ask for the maximum or the minimum of a finite set of unknown quantities. This technical report derives the first two posterior moments of the maximum of two correlated Gaussian…
This paper contains a study of multivariate second order stochastic mappings indexed by an abstract set $\Lambda$ in close connection to their operator covariance functions. The characterizations of the normal Hilbert module or of Hilbert…
A new class of copulas based on order statistics was introduced by Baker (2008). Here, further properties of the bivariate and multivariate copulas are described, such as that of likelihood ratio dominance (LRD), and further bivariate…
We study higher-order small-noise fluctuation expansions for the overdamped Langevin dynamics in a quartic double-well potential. Assuming that the initial data admits a suitable expansion structure, we obtain a strong dynamical expansion…
The paper concerns the second-order generalized differentiation theory of variational analysis and new applications of this theory to some problems of constrained optimization in finitedimensional spaces. The main attention is paid to the…
As a motivating problem, we aim to study some special aspects of the marginal distributions of the order statistics for exchangeable and (more generally) for minimally stable non-negative random variables $T_{1},...,T_{r}$. In any case, we…