Related papers: Pickands-Piterbarg constants for self-similar Gaus…

The one-particle density matrix $\gamma(x, y)$ for a bound state of an atom or molecule is one of the key objects in the quantum-mechanical approximation schemes. We prove the asymptotic formula $\lambda_k \sim (Ak)^{-8/3}$, $A \ge 0$, as…

Let $\gamma_n $ denote the length of the $n$-th zone of instability of the Hill operator $Ly= -y^{\prime \prime} - [4t\alpha \cos2x + 2 \alpha^2 \cos 4x ] y,$ where $\alpha \neq 0, $ and either both $\alpha, t $ are real, or both are pure…

Consider a real Gaussian stationary process $f_\rho$, indexed on either $\mathbb{R}$ or $\mathbb{Z}$ and admitting a spectral measure $\rho$. We study $\theta_{\rho}^\ell=-\lim\limits_{T\to\infty}\frac{1}{T}…

In our recent work [SIGMA \textbf{20} (2024), 074, 13 pages], the leading behaviour of the Humbert function $\Psi_1[a,b;c,c';x,y]$ when $x\to\infty$ and $y\to +\infty$ has been derived in a direct and simple manner. In this paper, we obtain…

The Poincare constant R(Y) of a random variable Y relates the L2 norm of a function g and its derivative g'. Since R(Y) - Var(Y) is positive, with equality if and only if Y is normal, it can be seen as a distance from the normal…

Consider a discrete-time martingale $\{X_t\}$ taking values in a Hilbert space $\mathcal H$. We show that if for some $L \geq 1$, the bounds $\mathbb{E} \left[\|X_{t+1}-X_t\|_{\mathcal H}^2 \mid X_t\right]=1$ and $\|X_{t+1}-X_t\|_{\mathcal…

Let $(M^m,g)$ be a closed Riemannian manifold $(m\geq 2)$ of positive scalar curvature and $(N^n,h)$ any closed manifold. We study the asymptotic behaviour of the second Yamabe constant and the second $N-$Yamabe constant of $(M\times…

This paper deals with inference in a class of stable but nearly-unstable processes. Autoregressive processes are considered, in which the bridge between stability and instability is expressed by a time-varying companion matrix $A_{n}$ with…

In this paper, we provide bounds in Wasserstein and total variation distances between the distributions of the successive iterates of two functional autoregressive processes with isotropic Gaussian noise of the form $Y_{k+1} =…

Let G=\{G(x),x\in R^1\} be a mean zero Gaussian processes with stationary increments and set \si ^2(|x-y|)= E(G(x)-G(y))^2. Let f be a symmetric function with Ef(\eta)<\ff, where \eta=N(0,1). When \si^2(s) is concave or when \si^2(s)=s^r$,…

We study the asymptotic behaviour of the probability that a stochastic process $(Z_t)_{t \geq 0}$ does not exceed a constant barrier up to time $T$ (the so called survival probability) when Z is the composition of two independent processes…

For a time dependent family of probability measures $(\rho_t)_{t\ge 0}$ we consider a kinetic-type evolution equation $\partial \phi_t/\partial t + \phi_t = \widehat{Q} \phi_t$ where $\widehat{Q}$ is a smoothing transform and $\phi_t$ is…

We study the multiplicative version of the classical Furstenberg's filtering problem, where instead of the sum $\mathbf{X}+\mathbf{Y}$ one considers the product $\mathbf{X}\cdot \mathbf{Y}$ ($\mathbf{X}$ and $\mathbf{Y}$ are bilateral,…

We consider the non-degenerate second-order parabolic partial differential equations of non-divergence form with bounded measurable coefficients (not necessary continuous). Under some assumptions it is known that the fundamental solution to…

We investigate the tail asymptotics of the supremum of X(t)+Y(t)-ct, where X={X(t),t\geq 0} and Y={Y(t),t\geq 0} are two independent stochastic processes. We assume that the process Y has subexponential characteristics and that the process…

Let $S_n=\frac{1}{n}X_nX_n^*$ where $X_n=\{X_{ij}\}$ is a $p\times n$ matrix with i.i.d. complex standardized entries having finite fourth moments. Let $Y_n(\mathbf {t}_1,\mathbf {t}_2,\sigma)=\sqrt{p}({\mathbf {x}}_n(\mathbf…

Self-normalized processes arise naturally in statistical applications. Being unit free, they are not affected by scale changes. Moreover, self-normalization often eliminates or weakens moment assumptions. In this paper we present several…

Let $Z$ be a $H$-valued Ornstein--Uhlenbeck process, $b\colon[0,1]\times H \rightarrow H$ and $h\colon[0,1] \rightarrow H$ be a bounded, Borel measurable functions with $\|b\|_\infty \leq 1$ then $\mathbb E \exp \alpha \left|…

Let $v:[0,T]\times \R^d \to \R$ be the solution of the parabolic backward equation $ \partial_t v + (1/2) \sum_{i,l} [\sigma \sigma^\perp]_{il} \partial_{x_i \partial_{x_l} v + \sum_{i} b_i \partial_{x_i}v + kv =0$ with terminal condition…

We study averages of multiplicative eigenvalue statistics in ensembles of orthogonal Haar distributed matrices, which can alternatively be written as Toeplitz+Hankel determinants. We obtain new asymptotics for symbols with Fisher-Hartwig…