Related papers: Limit theorems for record indicators in threshold …
We define in this paper a class of three indices tensor models, endowed with $O(N)^{\otimes 3}$ invariance ($N$ being the size of the tensor). This allows to generate, via the usual QFT perturbative expansion, a class of Feynman tensor…
Let $\{X_n,n\ge1\}$ be a sequence of independent and identically distributed random variables, taking non-negative integer values, and call $X_n$ a $\delta$-record if $X_n>\max\{X_1,...,X_{n-1}\}+\delta$, where $\delta$ is an integer…
Fix $\alpha>0$, then by Fej\'er's theorem $ (\alpha(\log n)^{A}\,\mathrm{mod}\,1)_{n\geq1}$ is uniformly distributed if and only if $A>1$. We sharpen this by showing that all correlation functions, and hence the gap distribution, are…
Originally introduced by Kolmann and Shelah as a surrogate for saturated models, limit models have been established as natural and useful objects when studying abstract elementary classes. Shelah began the study of when (multiple notions…
In this article we propose a novel method to estimate the frequency distribution of linguistic variables while controlling for statistical non-independence due to shared ancestry. Unlike previous approaches, our technique uses all available…
We present a new technique for proving empirical process invariance principle for stationary processes $(X_n)_{n\geq 0}$. The main novelty of our approach lies in the fact that we only require the central limit theorem and a moment bound…
We prove a functional limit theorem in a space of analytic functions for the random Dirichlet series $D(\alpha;z)=\sum_{n\geq 2}(\log n)^{\alpha}(\eta_n+{\rm i} \theta_n)/n^z$, properly scaled and normalized, where…
We study the joint occurrence of large values of a Markov random field or undirected graphical model associated to a block graph. On such graphs, containing trees as special cases, we aim to generalize recent results for extremes of Markov…
Non-standard distributional approximations have received considerable attention in recent years. They often provide more accurate approximations in small samples, and theoretical improvements in some cases. This paper shows that the…
The classic N p chart gives a signal if the number of successes in a sequence of inde- pendent binary variables exceeds a control limit. Motivated by engineering applications in industrial image processing and, to some extent, financial…
We consider a class of scale-free inhomogeneous random graphs, which includes some long-range percolation models. We study the maximum degree in such graphs in a growing observation window and show that its limiting distribution is Frechet.…
We show by a constructive proof that in all aperiodic dynamical system, for all sequences $(a_n)_{n\in\N}\subset\R_+$ such that $a_n\nearrow\infty$ and $\frac{a_n}{n}\to 0$ as $n\to\infty$, there exists a set $A\in\A$ having the property…
In this work, a generalised version of the central limit theorem is proposed for nonlinear functionals of the empirical measure of i.i.d. random variables, provided that the functional satisfies some regularity assumptions for the…
We develope the framework of transitional conditional independence. For this we introduce transition probability spaces and transitional random variables. These constructions will generalize, strengthen and unify previous notions of…
We introduce Functional Diffusion Processes (FDPs), which generalize score-based diffusion models to infinite-dimensional function spaces. FDPs require a new mathematical framework to describe the forward and backward dynamics, and several…
We derive some key extremal features for $k$th order Markov chains that can be used to understand how the process moves between an extreme state and the body of the process. The chains are studied given that there is an exceedance of a…
We establish central limit theorems (CLTs) for the linear spectral statistics of the adjacency matrix of inhomogeneous random graphs across all sparsity regimes, providing explicit covariance formulas under the assumption that the variance…
Given integers $n > k > 0$, and a set of integers $L \subset [0, k-1]$, an \emph{$L$-system} is a family of sets $\mathcal{F} \subset \binom{[n]}{k}$ such that $|F \cap F'| \in L$ for distinct $F, F'\in \mathcal{F}$. $L$-systems correspond…
There is a widespread recent interest in using ideas from statistical physics to model certain types of problems in economics and finance. The main idea is to derive the macroscopic behavior of the market from the random local interactions…
Benford's law describes a common phenomenon among many naturally occurring data sets and distributions in which the leading digits of the data are distributed with the probability of a first digit of $d$ base $B$ being…