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

In a recent study of the quantum theory of harmonic oscillators, Gerard 't Hooft proposed the following problem: given $G(z)=\sum_{n=1}^\infty\sqrt{n}\,z^n$ for $|z|<1$, find its analytic continuation for $|z|\ge1$, excluding a branch-cut…

We establish a Brownian extension to Selberg's central limit theorem for the Riemann zeta function. This implies various limiting distributions for $\zeta$, including an analogue of the reflection principle for the maximum of the Brownian…

We study the H^{-1}-norm of the function 1 on tubular neighbourhoods of curves in R^2. We take the limit of small thickness epsilon, and we prove two different asymptotic results. The first is an asymptotic development for a fixed curve in…

The seminal papers of Pickands [1,2] paved the way for a systematic study of high exceedance probabilities of both stationary and non-stationary Gaussian processes. Yet, in the vector-valued setting, due to the lack of key tools including…

We establish the asymptotic validity of frequency-domain inference for stationary multivariate Hawkes processes under mild conditions, bridging the gap between theory and application. By developing upper-bounds on the reduced cumulant…

Consider a supercritical Crump--Mode--Jagers process $(\mathcal Z_t^{\varphi})_{t \geq 0}$ counted with a random characteristic $\varphi$. Nerman's celebrated law of large numbers [Z. Wahrsch. Verw. Gebiete 57, 365--395, 1981] states that,…

We search for asymptotic safety in a Yukawa system with a chiral $U(N_L)_L\otimes U(1)_R$ symmetry, serving as a toy model for the standard-model Higgs sector. Using the functional RG as a nonperturbative tool, the leading-order derivative…

To test the stability of the Parisi solution near T=0, we study the spectrum of the Hessian of the Sherrington-Kirkpatrick model near T=0, whose eigenvalues are the masses of the bare propagators in the expansion around the mean-field…

We produce an estimate for the $K$-Bessel function $K_{r + i t}(y)$ with positive, real argument $y$ and of large complex order $r+it$ where $r$ is bounded and $t = y \sin \theta$ for a fixed parameter $0\leq \theta\leq \pi/2$ or $t= y…

We give a short, operator-theoretic proof of the asymptotic independence (including a first correction term) of the minimal and maximal eigenvalue of the n \times n Gaussian Unitary Ensemble in the large matrix limit n \to \infty. This is…

With motivation from K. D\c{e}bicki and P. Kisowski (2007), in this paper we derive the exact tail asymptotics of $\alpha(t)$-locally stationary Gaussian processes with non-constant variance functions. We show that some certain variance…

Motivated by the papers of Piterbarg (2004) and H\"{u}sler (2004), in this paper the asymptotic relation between the maximum of a continuous dependent homogeneous Gaussian random field and the maximum of this field sampled at discrete time…

This paper deals with the asymptotic behavior as $t\rightarrow T<\infty$ of all weak (energy) solutions of a class of equations with the following model representative: \begin{equation*} (|u|^{p-1}u)_t-\Delta_p(u)+b(t,x)|u|^{\lambda-1}u=0…

Let $Z_1,\ldots,Z_n$ be i.i.d. isotropic random vectors in $\mathbb{R}^p$, and $T \subset \mathbb{R}^p$ be a compact set. A classical line of empirical process theory characterizes the size of the suprema of the quadratic process…

In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…

We introduce sufficient conditions on discrete singular integral operators for their maximal truncations to satisfy a sparse bound. The latter imply a range of quantitative weighted inequalities, which are new. As an application, we prove…

We derive the exact asymptotics of $P(\sup_{u\leq t}X(u) > x)$ if $x$ and $t$ tend to infinity with $x/t$ constant, for a L\'{e}vy process $X$ that admits exponential moments. The proof is based on a renewal argument and a two-dimensional…

Let $T_{c,\beta}$ denote the smallest $t\ge1$ that a continuous, self-similar Gaussian process with self-similarity index $\alpha>0$ moves at least $\pm c t^\beta$ units. We prove that: (i) If $\beta>\alpha$, then $T_{c,\beta}=\infty$ with…

We study planar random motions with finite velocities, of norm $c>0$, along orthogonal directions and changing at the instants of occurrence of a non-homogeneous Poisson process with rate function $\lambda(t),\ t\ge0$. We focus on the…

Let $(\Sigma_T,\sigma)$ be a subshift of finite type with primitive adjacency matrix $T$, $\psi:\Sigma_T \rightarrow \mathbb{R}$ a H\"older continuous potential, and $\mathcal{A}:\Sigma_T \rightarrow \mathrm{GL}_d(\mathbb{R})$ a 1-typical,…