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We compare the measurements of the bispectrum and the estimate of its covariance obtained from a set of different methods for the efficient generation of approximate dark matter halo catalogs to the same quantities obtained from full N-body…

We will focus on estimating the integrated covariance of two diffusion processes observed in a nonsynchronous manner. The observation data is contaminated by some noise, which is possibly correlated with the returns of the diffusion…

We consider the statistics of overlaps between a mixed state and its image under random unitary transformations. Choosing the transformations from the unitary group with its invariant (Haar) measure, the distribution of overlaps depends…

We consider the problem of closeness testing for two discrete distributions in the practically relevant setting of \emph{unequal} sized samples drawn from each of them. Specifically, given a target error parameter $\varepsilon > 0$, $m_1$…

In this paper, we obtain almost sure invariance principles with rate of order $n^{1/p}\log^\beta n$, $2< p\le 4$, for sums associated to a sequence of reverse martingale differences. Then, we apply those results to obtain similar…

We consider a non-parametric Bayesian model for conditional densities. The model is a finite mixture of normal distributions with covariate dependent multinomial logit mixing probabilities. A prior for the number of mixture components is…

This paper is concerned with a robust estimator of the intensity of a stationary spatial point process. The estimator corresponds to the median of a jittered sample of the number of points, computed from a tessellation of the observation…

We investigate the convergence rate in the vanishing viscosity process of the solutions to the subquadratic state-constraint Hamilton-Jacobi equations. We give two different proofs of the fact that, for nonnegative Lipschitz data that…

A bias-reduced estimator is proposed for the mean absolute deviation parameter of a median regression model. A workaround is devised for the lack of smoothness in the sense conventionally required in general bias-reduced estimation. A local…

We introduce a new method of estimation of parameters in semiparametric and nonparametric models. The method is based on estimating equations that are $U$-statistics in the observations. The $U$-statistics are based on higher order…

Integer sequences of the form $\lfloor n^c\rfloor$, where $1<c<2$, can be locally approximated by sequences of the form $\lfloor n\alpha+\beta\rfloor$ in a very good way. Following this approach, we are led to an estimate of the difference…

We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow dynamics are of bounded variation. Previous research…

The paper considers the wave equation, with constant or variable coefficients in $\R^n$, with odd $n\geq 3$. We study the asymptotics of the distribution $\mu_t$ of the random solution at time $t\in\R$ as $t\to\infty$. It is assumed that…

We study the distribution of spacings between the fractional parts of $n^d\alpha$. For $\alpha$ of high enough Diophantine type we prove a necessary and sufficient condition for $n^d\alpha\mod 1, 1\leq n\leq N,$ to be Poissonian as $N\to…

For a one dimensional diffusion process $X=\{X(t) ; 0\leq t \leq T \}$, we suppose that $X(t)$ is hidden if it is below some fixed and known threshold $\tau$, but otherwise it is visible. This means a partially hidden diffusion process. The…

Let $x=[a_1(x),a_2(x),\ldots]$ be the continued fraction expansion of $x\in[0,1)$. We prove that the Hausdorff dimension of \begin{equation*}E_{even}=\{x\in[0,1)\colon a_{2n}(x)\to\infty\ (n\to\infty)\}.\end{equation*} is 1/2. In general,…

An accurate theory describing adiabatic following of the dark, nonabsorbing state in the three-level system is developed. An analytical solution for the wave function of the particle experiencing Raman excitation is found as an expansion in…

In this paper a new class of uniformity tests is proposed. It is shown that those tests are applicable to the cases of any simple null hypothesis as well as for the composite null hypothesis of rectangular distributions on arbitrary…

Nonparametric estimation of a mixing distribution based on data coming from a mixture model is a challenging problem. Beyond estimation, there is interest in uncertainty quantification, e.g., confidence intervals for features of the mixing…

The rate of convergence of the distribution of the length of the longest increasing subsequence, toward the maximal eigenvalue of certain matrix ensembles, is investigated. For finite-alphabet uniform and nonuniform i.i.d. sources, a rate…