Related papers: Sharp convergence of nonlinear functionals of a cl…
This paper considers the problem of simultaneously estimating rare-event probabilities for a class of Gaussian random fields. A conventional rare-event simulation method is usually tailored to a specific rare event and consequently would…
This paper shows that finitely additive measures occur naturally in very general Divergence Theorems. The main results are two such theorems. The first proves the existence of pure normal measures for sets of finite perime- ter, which yield…
In this short note, we extend the linear convergence result of the Cauchy algorithm, derived recently by E. Klerk, F. Glineur, and A. Taylor, from the case of smooth strongly convex functions to the case of restricted strongly convex…
Discretization of the uniform norm of functions from a given finite dimensional subspace of continuous functions is studied. We pay special attention to the case of trigonometric polynomials with frequencies from an arbitrary finite set…
In this paper, we prove coincidence and common fixed points results under nonlinear contractions on a metric space equipped with an arbitrary binary relation. Our results extend, generalize, modify and unify several known results especially…
We establish a general computational scheme designed for a systematic computation of characteristic classes of singular complex algebraic varieties that satisfy a Gysin axiom in a transverse setup. This scheme is explicitly geometric and of…
We introduce a generalization of symmetric functions and apply the resulting theory to compute the class in the Grothendieck ring of varieties of the space of geometrically irreducible hypersurfaces of a fixed degree in projective space.
Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…
Motivated by numerous questions in random geometry, given a smooth manifold $M$, we approach a systematic study of the differential topology of Gaussian random fields (GRF) $X:M\to \mathbb{R}^k$, that we interpret as random variables with…
We establish uniform bounds on the multiplicities of irreducible admissible representations appearing in spaces of functions on symmetric spaces over $p$-adic fields. These multiplicities can exceed one and depend intricately on the group,…
This is an extended version of a series of talks I held at the University of Bochum in 2017 about limit theorems for non-linear functionals of stationary Gaussian random fields. The goal of these talks was to give a fairly detailed…
We consider the signed density of the extremal points of (two-dimensional) scalar fields with a Gaussian distribution. We assign a positive unit charge to the maxima and minima of the function and a negative one to its saddles. At first, we…
We begin by introducing a class of conditional density estimators based on local polynomial techniques. The estimators are boundary adaptive and easy to implement. We then study the (pointwise and) uniform statistical properties of the…
We introduce a weak asymptotic version of nonlinear contraction, termed \emph{asymptotic pointwise contraction}. For a mapping on a metric space, this notion requires the existence of a sequence of functions that dominate the distances…
A sharp, distribution free, non-asymptotic result is proved for the concentration of a random function around the mean function, when the randomization is generated by a finite sequence of independent data and the random functions satisfy…
This paper investigates the approximation of Gaussian random variables in Banach spaces, focusing on the high-probability bounds for the approximation of Gaussian random variables using finitely many observations. We derive non-asymptotic…
One reason why standard formulations of the central limit theorems are not applicable in high-dimensional and non-stationary regimes is the lack of a suitable limit object. Instead, suitable distributional approximations can be used, where…
In many areas of science one aims to estimate latent sub-population mean curves based only on observations of aggregated population curves. By aggregated curves we mean linear combination of functional data that cannot be observed…
It is shown that functions defined on $\{0,1,...,r-1\}^n$ satisfying certain conditions of bounded differences that guarantee sub-Gaussian tail behavior also satisfy a much stronger ``local'' sub-Gaussian property. For self-bounding and…
We introduce a new type of convergence in probability theory, which we call ``mod-Gaussian convergence''. It is directly inspired by theorems and conjectures, in random matrix theory and number theory, concerning moments of values of…