Related papers: Cram\'{e}r type moderate deviations for self-norma…

We prove gradient estimates for transition Markov semigroups $(P_t)$ associated to SDEs driven by multiplicative Brownian noise having possibly unbounded $C^1$-coefficients, without requiring any monotonicity type condition. In particular,…

We derive a new closed-form variance-adaptive confidence sequence (CS) for estimating the average conditional mean of a sequence of bounded random variables. Empirically, it yields the tightest closed-form CS we have found for tracking…

Let $X_1,..., X_N\in\R^n$ be independent centered random vectors with log-concave distribution and with the identity as covariance matrix. We show that with overwhelming probability at least $1 - 3 \exp(-c\sqrt{n}\r)$ one has $ \sup_{x\in…

In recent work, robust mixture modelling approaches using skewed distributions have been explored to accommodate asymmetric data. We introduce parsimony by developing skew-t and skew-normal analogues of the popular GPCM family that employ…

The classical analysis of Stochastic Gradient Descent (SGD) with polynomially decaying stepsize $\eta_t = \eta/\sqrt{t}$ relies on well-tuned $\eta$ depending on problem parameters such as Lipschitz smoothness constant, which is often…

The purpose of the present paper is to establish moderate deviation principles for a rather general class of random variables fulfilling certain bounds of the cumulants. We apply a celebrated lemma of the theory of large deviations…

Via dependence with complete connections we investigate the $\psi$-mixing coefficients of the sequence $(a_n)_{n \in \mathbb{N}}$ of incomplete quotients and also of the doubly infinite sequence $(\overline{a}_l)_{l \in \mathbb{Z}}$ of…

We prove a large deviation result for a random symmetric n x n matrix with independent identically distributed entries to have a few eigenvalues of size n. If the spectrum S survives when the matrix is rescaled by a factor of n, it can only…

This paper introduces a new generalized polynomial chaos expansion (PCE) comprising measure-consistent multivariate orthonormal polynomials in dependent random variables. Unlike existing PCEs, whether classical or generalized, no…

We investigate a class of stochastic partial differential equations of reaction-diffusion type defined on graphs, which can be derived as the limit of SPDEs on narrow planar channels. In the first part, we demonstrate that this limit can be…

We show how a Cram\'er-Wold theorem for a family of multivariate probability distributions can be used to generate a similar theorem for mixtures (convex combinations) of distributions drawn from the same family. Using this abstract result,…

We build and study a multidimensional version of the Curie-Weiss model of self-organized criticality we have designed in arXiv:1301.6911. For symmetric distributions satisfying some integrability condition, we prove that the sum $S_n$ of…

Simulated tempering is a widely used strategy for sampling from multimodal distributions. In this paper, we consider simulated tempering combined with an arbitrary local Markov chain Monte Carlo sampler and present a new decomposition…

This paper derives exponential tail bounds and polynomial moment inequalities for the spectral norm deviation of a random matrix from its mean value. The argument depends on a matrix extension of Stein's method of exchangeable pairs for…

We consider a stable but nearly unstable autoregressive process of any order. The bridge between stability and instability is expressed by a time-varying companion matrix $A_{n}$ with spectral radius $\rho(A_{n}) < 1$ satisfying…

We investigate the asymptotic distributions of coordinates of regression M-estimates in the moderate $p/n$ regime, where the number of covariates $p$ grows proportionally with the sample size $n$. Under appropriate regularity conditions, we…

We report the first measurements of the branching fractions: $B(\psi(2S) -> \gamma \eta') = (1.54 \pm 0.31 \pm 0.23) x 10^{-4}$ and $B(\psi(2S) -> \gamma \eta) = (0.53 \pm 0.31 \pm 0.08) x 10^{-4}$. The $\psi(2S)$ to $\gamma \eta'$ result…

The decay modes $\jpsi\ar\gamma\pi^0, \gamma\eta$ and $\gamma\etap$ are analyzed using a data sample of 58 million $\jpsi$ decays collected with the BESII detector at BEPC. The branching fractions are determined to be:…

We compute spectra of sample auto-covariance matrices of second order stationary stochastic processes. We look at a limit in which both the matrix dimension $N$ and the sample size $M$ used to define empirical averages diverge, with their…

In this study, we present a comprehensive analysis of decay constants and chiral-even and chiral-odd distribution amplitudes (DAs) up to twist 4 for the $\rho$ meson in the standard light-front quark model (LFQM) based on the…