Related papers: Malliavin and dirichlet structures for independent…
We define the pivotal set of a Boolean function and we prove a fundamental inequality on its expected size, when the inputs are independent random coins of parameter~$p$. We give two complete proofs of this inequality. Along the way, we…
We construct a Poisson map between manifolds with linear Poisson brackets corresponding to the two samples of Lie algebra $e(3)$. Using this map we establish equivalence of the Steklov-Lyapunov system and the motion of a particle on the…
The two-parameter Poisson--Dirichlet distribution is a probability distribution on the totality of positive decreasing sequences with sum 1 and hence considered to govern masses of a random discrete distribution. A characterization of the…
Given a differential graded Lie algebra (dgla) L satisfying certain conditions, we construct Poisson structures on the gauge orbits of its set of Maurer-Cartan (MC) elements, termed Maurer-Cartan-Poisson (MCP) structures. They associate a…
In this paper, following Nourdin-Peccati's methodology, we combine the Malliavin calculus and Stein's method to provide general bounds on the Wasserstein distance between functionals of a compound Hawkes process and a given Gaussian…
A marginal problem asks whether a given family of marginal distributions for some set of random variables arises from some joint distribution of these variables. Here we point out that the existence of such a joint distribution imposes…
The convex hull generated by the restriction to the unit ball of a stationary Poisson point process in the $d$-dimensional Euclidean space is considered. By establishing sharp bounds on cumulants, exponential estimates for large deviation…
This paper develops a general methodology to conduct statistical inference for observations indexed by multiple sets of entities. We propose a novel multiway empirical likelihood statistic that converges to a chi-square distribution under…
We consider the imaginary Gaussian multiplicative chaos, i.e. the complex Wick exponential $\mu_\beta := :e^{i\beta \Gamma(x)}:$ for a log-correlated Gaussian field $\Gamma$ in $d \geq 1$ dimensions. We prove a basic density result, showing…
In a recent work difference equations (Laguerre-Freud equations) for the bi-orthogonal polynomials and related quantities corresponding to the weight on the unit circle $ w(z)=\prod^m_{j=1}(z-z_j(t))^{\rho_j} $ were derived.Here it is shown…
An interesting line of research is the investigation of the laws of random variables known as Dirichlet means. However, there is not much information on interrelationships between different Dirichlet means. Here, we introduce two…
In this paper, we establish an Alekseev--Gr\"obner formula for stochastic differential equations (SDEs) driven by a Poisson random measure, which express the global error between a functional of two processes solution of SDEs started at the…
Let $L$ be an infinitely degenerate second-order linear operator defined on a bounded smooth Euclidean domain. Under weaker conditions than those of H\"ormander, we show that the Dirichlet problem associated with $L$ has a unique smooth…
We continue the development, by reduction to a first order system for the conormal gradient, of $L^2$ \textit{a priori} estimates and solvability for boundary value problems of Dirichlet, regularity, Neumann type for divergence form second…
Invariant manifolds provide the geometric structures for describing and understanding dynamics of nonlinear systems. The theory of invariant manifolds for both finite and infinite dimensional autonomous deterministic systems, and for…
We introduce a version of Stein's method of comparison of operators specifically tailored to the problem of bounding the Wasserstein-1 distance between continuous and discrete distributions on the real line. Our approach rests on a new…
We establish concentration inequalities for Lipschitz functions of dependent random variables, whose dependencies are specified by forests. We also give concentration results for decomposable functions, improving Janson's Hoeffding-type…
The present paper is devoted to a new multidimensional generalization of the Beurling and Malliavin Theorem, which is a classical result in the Uncertainty Principle in Fourier Analysis. In more detail, we establish by an elegant but simple…
A Delaunay cell decomposition of a surface with constant curvature gives rise to a circle pattern, consisting of the circles which are circumscribed to the facets. We treat the problem whether there exists a Delaunay cell decomposition for…
We describe five types of results concerning information and concentration of discrete random variables, and relationships between them, motivated by their counterparts in the continuous case. The results we consider are information…