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Gaussian time-series models are often specified through their spectral density. Such models present several computational challenges, in particular because of the non-sparse nature of the covariance matrix. We derive a fast approximation of…

A stationary Gaussian process is said to be long-range dependent (resp., anti-persistent) if its spectral density $f(\lambda)$ can be written as $f(\lambda)=|\lambda|^{-2d}g(|\lambda|)$, where $0<d<1/2$ (resp., $-1/2<d<0$), and $g$ is…

In this paper we present a study of the mixing time of a random walk on the largest component of a supercritical random graph, also known as the giant component. We identify local obstructions that slow down the random walk, when the…

We study approximations of reflected It\^o diffusions on convex subsets $D$ of $\Rd$ by solutions of stochastic differential equations with penalization terms. We assume that the diffusion coefficients are merely measurable (possibly…

For a large class of quickly mixing dynamical systems, we prove that the error in the almost sure approximation with a Brownian motion is of order O((log n)^a) with a $\ge$ 2. Specifically, we consider nonuniformly expanding maps with…

We extend the notion of combinatorial discrepancy to \emph{non-additive} functions. Our main result is an upper bound of $O(\sqrt{n \log(nk)})$ on the non-additive $k$-color discrepancy when $k$ is a prime power. We demonstrate two…

We study the asymptotic behavior of a bounded solution of an inhomogeneous delay linear difference equation in a Banach space by using the spectrum of bounded sequences. We get a significant extension of excellent results in [1]. A new…

We study linear chance-constrained problems where the coefficients follow a Gaussian mixture distribution. We provide mixed-binary quadratic programs that give inner and outer approximations of the chance constraint based on piecewise…

The family of rank estimators, including Han's maximum rank correlation (Han, 1987) as a notable example, has been widely exploited in studying regression problems. For these estimators, although the linear index is introduced for…

Fluid parts of the phase diagram of ${}^3$He -${}^4$He mixtures are obtained from a mean-field analysis of a suitable lattice gas model for binary liquid mixtures. The proposed model takes into account the continuous rotational symmetry…

Let $(X_i)_{i=1,...,n}$ be a possibly nonstationary sequence such that $\mathscr{L}(X_i)=P_n$ if $i\leq n\theta$ and $\mathscr{L}(X_i)=Q_n$ if $i>n\theta$, where $0<\theta <1$ is the location of the change-point to be estimated. We…

We study the asymptotic convergence of the partial averaging method, a technique used in conjunction with the random series implementation of the Feynman-Kac formula. We prove asymptotic bounds valid for most series representations in the…

Let $Q$ be a transition probability on a measurable space $E$, let $(X\_n)\_n$ be a Markov chain associated to $Q$, and let $\xi$ be a real-valued measurable function on $E$, and $S\_n = \sum\_{k=1}^{n} \xi(X\_k)$. Under functional…

Cochran's $Q$ statistic is routinely used for testing heterogeneity in meta-analysis. Its expected value (under an incorrect null distribution) is part of several popular estimators of the between-study variance, $\tau^2$. Those…

Let $f$ be a Rademacher random multiplicative function. Let $$M_f(u):=\sum_{n \leq u} f(n)$$ be the partial sum of $f$. Let $V_f(x)$ denote the number of sign changes of $M_f(u)$ up to $x$. We show that for any constant $c > 2$, $$V_f(x) =…

The squeezing effect arises in the interacting qubit-oscillator system is studied with the presence of a parametric oscillator in the Rabi model. Based on the generalized rotating wave approximation which works well in the wide range of…

A theory is presented (and supported by numerical simulations) for phase-coherent reflection of light by a disordered medium which either absorbs or amplifies radiation. The distribution of reflection eigenvalues is shown to be the Laguerre…

A method for bounding the rate of bit-stuffing encoders for 2-D constraints is presented. Instead of considering the original encoder, we consider a related one which is quasi-stationary. We use the quasi-stationary property in order to…

A light reflection technique is used to measure quantitatively the surface elevation of Faraday waves. The performed measurements cover a wide parameter range of driving frequencies and sample viscosities. In the capillary wave regime the…

Uncertainty in the PQCD calculation of B decays is investigated in $B\to \pi$, $B\to D$ transition form factors and $B\to D\pi$ decay amplitudes. $B$ meson distributionamplitude dependence is studied by taking three kinds of distribution…