Related papers: Further studies on square-root boundaries for Bess…
The scaling of the time delay near a "bottleneck" of a generic saddle-node bifurcation is well-known to be given by an inverse square-root law. We extend the analysis to several non-generic cases for smooth vector fields. We proceed to…
We obtain structural theorems for the so-called S-asymptotic and quasiasymptotic boundedness of ultradistributions. Using these results, we then analyze the moment asymptotic expansion (MAE), providing a full characterization of those…
We prove a conjecture of Lalley and Sellke [Ann. Probab. 15 (1987)] asserting that the empirical (time-averaged) distribution function of the maximum of branching Brownian motion converges almost surely to a double exponential, or Gumbel,…
A multi-phase field model is employed to study the microstructural evolution of an alloy undergoing liquid dealloying. The model proposed extends upon the original approach of Geslin et al. to consider dealloying in the presence of grain…
We study the boundary regularity properties and derive a priori pointwise supremum estimates of weak solutions and their derivatives in terms of suitable weighted $L^2$-norms for a class of degenerate parabolic equations that satisfy…
The term ``sequential Monte Carlo methods'' or, equivalently, ``particle filters,'' refers to a general class of iterative algorithms that performs Monte Carlo approximations of a given sequence of distributions of interest (\pi_t). We…
We consider the interacting Bessel processes, a family of multiple-particle systems in one dimension where particles evolve as individual Bessel processes and repel each other via a log-potential. We consider two limiting regimes for this…
We consider the problem of distributed binary hypothesis testing of two sequences that are generated by an i.i.d. doubly-binary symmetric source. Each sequence is observed by a different terminal. The two hypotheses correspond to different…
Let $G$ be the product of finitely many trees $T_1\times T_2 \times \cdots \times T_N$, each of which is regular with degree at least three. We consider Bernoulli bond percolation and the Ising model on this graph, giving a short proof that…
The Bessel process in low dimension (0 $\le$ $\delta$ $\le$ 1) is not an It{\^o} process and it is a semimartingale only in the cases $\delta$ = 1 and $\delta$ = 0. In this paper we first characterize it as the unique solution of an SDE…
The two-sided quaternion Fourier transform satisfies some uncertainty principles similar to the Euclidean Fourier transform. A generalization of Beurling's theorem, Hardy, Cowling-Price and Gelfand-Shilov theorems, is obtained for the…
Chi-square processes with trend appear naturally as limiting processes in various statistical models. In this paper we are concerned with the exact tail asymptotics of the supremum taken over (0; 1) of a class of locally stationary…
We study mesoscopic linear statistics for a class of determinantal point processes which interpolates between Poisson and Gaussian Unitary Ensemble statistics. These processes are obtained by modifying the spectrum of the correlation kernel…
The semileptonic and leptonic decays of heavy mesons are studied as a phenomenological application and exploration of a heavy-quark limit of Dyson-Schwinger equations. The single form factor, $\xi(w)$, which characterises the semileptonic…
We obtain functional central limit theorems for both discrete time expressions of the form $1/\sqrt{N}\sum_{n=1}^{[Nt]}(F(X(q_1(n)),\ldots, X(q_{\ell}(n)))-\bar{F})$ and similar expressions in the continuous time where the sum is replaced…
An important line of research is the investigation of the laws of random variables known as Dirichlet means as discussed in Cifarelli and Regazzini(1990). However there is not much information on inter-relationships between different…
This paper introduces a new approach to the study of rates of convergence for posterior distributions. It is a natural extension of a recent approach to the study of Bayesian consistency. In particular, we improve on current rates of…
We propose a second order differential calculus to analyze the regularity and the stability properties of the distribution semigroup associated with McKean-Vlasov diffusions. This methodology provides second order Taylor type expansions…
Let $X$ be a squared Bessel process. Following a Feynman-Kac approach, the Laplace transforms of joint laws of $(U, \int_0^{R_y}X_s^p\,ds)$ are studied where $R_y$ is the first hitting time of $y$ by $X$ and $U$ is a random variable…
The aim of this work is to analyze general infinite sums containing modified Bessel functions of the second kind. In particular we present a method for the construction of a proper asymptotic expansion for such series valid when one of the…