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The article addresses a long-standing open problem on the justification of using variational Bayes methods for parameter estimation. We provide general conditions for obtaining optimal risk bounds for point estimates acquired from…

Statistics Theory · Mathematics 2017-12-27 Debdeep Pati , Anirban Bhattacharya , Yun Yang

We prove a polynomial upper bound for the localization length of the Lorentz mirror model and the Manhattan model on the even cylinder. The main input is a conditional cylinder-localization theorem in the winding regime: if short-direction…

Probability · Mathematics 2026-05-26 Linjun Li

The aim of this paper is the rigorous derivation of a stochastic non-linear diffusion equation from a radiative transfer equation perturbed with a random noise. The proof of the convergence relies on a formal Hilbert expansion and the…

Analysis of PDEs · Mathematics 2014-05-13 Arnaud Debussche , Sylvain De Moor , Julien Vovelle

We provide a sufficient condition for the bounded law of the iterated logarithms for strictly stationary random fields expressable as a functional of i.i.d. random fields when the summation is done on rectangles. The study is done via the…

Probability · Mathematics 2021-05-17 Davide Giraudo

In this paper we study approximations for boundary crossing probabilities for the moving sums of i.i.d. normal random variables. We propose approximating a discrete time problem with a continuous time problem allowing us to apply developed…

Statistics Theory · Mathematics 2019-04-30 Jack Noonan , Anatoly Zhigljavsky

We prove a limit theorem for the the maximal interpoint distance (also called the diameter) for a sample of n i.i.d. points in the unit ball of dimension 2 or more. The exact form of the limit distribution and the required normalisation are…

Probability · Mathematics 2007-05-23 Michael Mayer , Ilya Molchanov

Consider the problem of packing Hamming balls of a given relative radius subject to the constraint that they cover any point of the ambient Hamming space with multiplicity at most $L$. For odd $L\ge 3$ an asymptotic upper bound on the rate…

Information Theory · Computer Science 2015-12-29 Yury Polyanskiy

This paper proposes some bounds on the maximum of magnitude of a random mask in Fourier domain. The random mask is used in random sampling scheme. Having a bound on the maximum value of a random mask in Fourier domain is very useful for…

Signal Processing · Electrical Eng. & Systems 2017-09-19 Nematollah Zarmehi , Farokh Marvasti

The hypothesis of locality, its origin and consequences are discussed. This supposition is necessary for establishing the local spacetime frame of accelerated observers; in this connection, the measurement of length in a rotating system is…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Bahram Mashhoon

We study central limit theorems for certain nonlinear sequences of random variables. In particular, we prove the central limit theorems for the bounded conductivity of the random resistor networks on hierarchical lattices.

Disordered Systems and Neural Networks · Physics 2007-05-23 Jung M. Woo , Jan Wehr

We suggest an upper bound on binomial coefficients that holds over the entire parameter range and whose form repeats the form of the de Moivre-Laplace approximation of the symmetric binomial distribution. Using the bound, we estimate the…

Combinatorics · Mathematics 2022-05-17 Sergey Agievich

We give sufficient conditions for the bounded law of the iterated logarithms for strictly stationary random fields when the summation is done on rectangle. The study is done by the control of an appropriated maximal function. The case of…

Probability · Mathematics 2021-03-30 Davide Giraudo

Consider an $n \times n$ matrix polynomial $P(\lambda)$. An upper bound for a spectral norm distance from $P(\lambda)$ to the set of $n \times n$ matrix polynomials that have a given scalar $\mu\in\mathbb{C}$ as a multiple eigenvalue was…

Numerical Analysis · Mathematics 2014-10-14 E. Kokabifar , G. B. Loghmani , P. J. Psarrakos

The behavior of the probability density function (PDF) transport equation at the limits of the probability space is studied from the point of view of fluid mechanics. Different boundary conditions are considered depending on the nature of…

Fluid Dynamics · Physics 2025-02-04 Luis Valiño , Juan Hierro

In Siotani & Fujikoshi (1984), a precise local limit theorem for the multinomial distribution is derived by inverting the Fourier transform, where the error terms are explicit up to order $N^{-1}$. In this paper, we give an alternative…

Statistics Theory · Mathematics 2022-05-25 Frédéric Ouimet

We study the persistence probability for processes with stationary increments. Our results apply to a number of examples: sums of stationary correlated random variables whose scaling limit is fractional Brownian motion, random walks in…

Probability · Mathematics 2019-05-01 Frank Aurzada , Nadine Guillotin-Plantard , Françoise Pène

We investigate approaches to regularisation during fine-tuning of deep neural networks. First we provide a neural network generalisation bound based on Rademacher complexity that uses the distance the weights have moved from their initial…

Machine Learning · Statistics 2021-01-18 Henry Gouk , Timothy M. Hospedales , Massimiliano Pontil

Ratios of random variables often appear in probability and statistical applications. We aim to approximate the moments of such ratios under several dependence assumptions. Extending the ideas in Collomb [C. R. Acad. Sci. Paris 285 (1977)…

Statistics Theory · Mathematics 2010-01-14 Paul Doukhan , Gabriel Lang

We consider random interlacements on Z^d, with d bigger or equal to 3, when their vacant set is in a strongly percolative regime. We derive an asymptotic upper bound on the probability that the random interlacements disconnect a box of…

Probability · Mathematics 2017-06-19 Alain-Sol Sznitman

This paper develops upper and lower bounds for the probability of Boolean expressions by treating multiple occurrences of variables as independent and assigning them new individual probabilities. Our technique generalizes and extends the…

Artificial Intelligence · Computer Science 2015-03-19 Wolfgang Gatterbauer , Dan Suciu
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