Related papers: Assouad dimension of random processes
This paper develops an asymptotic likelihood theory for triangular arrays of stationary Gaussian time series depending on a multidimensional unknown parameter. We give sufficient conditions for the associated sequence of statistical models…
In this paper, we study some aspects on random analysis on the L\'eevy stochastic processes with margins following generalized hyperbolic distributions generated by gamma laws. In particular we study the boundedness of its total variations…
Stochastic processes on manifolds over non-Archimedean fields and with transition measures having values in the field $\bf C$ of complex numbers are defined and investigated. The analogs of Markov, Poisson and Wiener processes are studied.…
An additive process is a stochastic process with independent increments and that is continuous in probability. In this paper, we study the almost sure Hausdorff and Fourier dimension of the graph of continuous additive additive processes…
The 'popcorn function' isThe `popcorn function' is a well-known and important example in real analysis with many interesting features. We prove that the box dimension of the graph of the popcorn function is 4/3, as well as computing the…
For a general free L\'evy process, we prove the existence of its higher variation processes as limits in distribution, and identify the limits in terms of the L\'evy-It\^o representation of the original process. For a general free compound…
We consider covariance parameter estimation for Gaussian processes with functional inputs. From an increasing-domain asymptotics perspective, we prove the asymptotic consistency and normality of the maximum likelihood estimator. We extend…
We introduce Ising-H\"usler-Reiss processes, a new class of multivariate L\'evy processes that allows for sparse modeling of the path-wise conditional independence structure between marginal stable processes with different stability…
Given a Poisson process on a bounded interval, its random geometric graph is the graph whose vertices are the points of the Poisson process and edges exist between two points if and only if their distance is less than a fixed given…
We establish thresholds for the feasibility of random multi-graph alignment in two models. In the Gaussian model, we demonstrate an "all-or-nothing" phenomenon: above a critical threshold, exact alignment is achievable with high…
We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…
In this article we show that a finite dimensional stochastic differential equation driven by a L\'evy process can be formulated as a stochastic partial differential equation. We prove the existence and uniqueness of strong solutions of such…
Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…
We give sufficient conditions under which a random graph with a specified degree sequence is symmetric or asymmetric. In the case of bounded degree sequences, our characterisation captures the phase transition of the symmetry of the random…
Given a non-negative, decreasing sequence $a$ with sum $1$, we consider all the closed subsets of $[0,1]$ such that the lengths of their complementary open intervals are given by the terms of $a$, the so-called complementary sets. In this…
We study the random graph G_{n,\lambda/n} conditioned on the event that all vertex degrees lie in some given subset S of the non-negative integers. Subject to a certain hypothesis on S, the empirical distribution of the vertex degrees is…
Inspired by the Erd\H{o}s R\'enyi model, we propose a new model for freesquare random monomial ideals generated by edges and covers of a graph. This permit us to investigate the conditions of normality for which we obtain asymptotic…
We construct intrinsic on-and off-diagonal upper and lower estimates for the transition probability density of a L\'evy process in small time. By intrinsic we mean that such estimates reflect the structure of the characteristic exponent of…
Several methods are available in the literature to stochastically compare random variables and random vectors. We introduce the notion of asymptotic stochastic order for random processes and define four such orders. Various properties and…
A random graph order is a partial order obtained from a random graph on $[n]$ by taking the transitive closure of the adjacency relation. The dimension of the random graph orders from random bipartite graphs $B(n,n,p)$ and from $G(n,p)$…