Related papers: Large gap asymptotics for the generating function …
This paper considers the problem of variable-length lossy source coding. The performance criteria are the excess distortion probability and the cumulant generating function of codeword lengths. We derive a non-asymptotic fundamental limit…
We give overcrowding estimates for the Sine_beta process, the bulk point process limit of the Gaussian beta-ensemble. We show that the probability of having at least n points in a fixed interval is given by $e^{-\frac{\beta}{2} n^2…
In this letter we re-visit the X-ray problem. Assuming point interaction between the conduction electrons and the first instantaneously created core-hole, the latter's Green's function can be represented as a Fredholm determinant of certain…
We demonstrate that for the sine-Gordon theory at the free fermion point, the 2-point correlation functions of the fields $\exp (i\al \Phi )$ for $0< \al < 1$ can be parameterized in terms of a solution to a sinh-Gordon-like equation. This…
We construct random point processes in the complex plane that are asymptotically close to a given doubling measure. The processes we construct are the zero sets of random entire functions that are constructed through generalised Fock…
Let $x \geq 1$ be a large number, let $f(x) \in \mathbb{Z}[x]$ be a prime polynomial of degree $\text{deg}(f)=m$, and let $u\ne \pm 1, v^2$ be a fixed integer. Assuming the Bateman-Horn conjecture, an asymptotic counting function for the…
Asymptotic equivalence in Le Cam's sense for nonparametric regression experiments is extended to the case of non-regular error densities, which have jump discontinuities at their endpoints. We prove asymptotic equivalence of such regression…
The class of generating functions for completely monotone sequences (moments of finite positive measures on $[0,1]$) has an elegant characterization as the class of Pick functions analytic and positive on $(-\infty,1)$. We establish this…
We study the Fourier spectrum of functions $f\colon \{0,1\}^{mk} \to \{-1,0,1\}$ which can be written as a product of $k$ Boolean functions $f_i$ on disjoint $m$-bit inputs. We prove that for every positive integer $d$, \[ \sum_{S \subseteq…
Two canonical problems in geostatistics are estimating the parameters in a specified family of stochastic process models and predicting the process at new locations. A number of asymptotic results addressing these problems over a fixed…
We present general prescriptions for the asymptotic expansion of massive multi-loop Feynman integrals near threshold. As in the case of previously known prescriptions for various limits of momenta and masses, the terms of the threshold…
We study point processes that consist of certain centers of point tuples of an underlying Poisson process. Such processes arise in stochastic geometry in the study of exceedances of various functionals describing geometric properties of the…
For the massless sine-Gordon model at the free fermion point, in infinite volume, we define the fractional (charge or vertex operator) correlation functions from the probabilistic path integral and prove that they are given by renormalized…
For a wide class of Hermitian random matrices, the limit distribution of the eigenvalues close to the largest one is governed by the Airy point process. In such ensembles, the limit distribution of the k-th largest eigenvalue is given in…
It is known that the bulk scaling limit of the real eigenvalues for the real Ginibre ensemble is equal in distribution to the rescaled $t \to \infty$ limit of the annihilation process $A + A \to \emptyset$. Furthermore, deleting each…
In this paper we introduce the \textit{multivariate} Brownian semistationary (BSS) processes and study the joint asymptotic behaviour of its realised covariation using in-fill asymptotics. First, we present a central limit theorem for…
Polygons are described as almost-convex if their perimeter differs from the perimeter of their minimum bounding rectangle by twice their `concavity index', $m$. Such polygons are called \emph{$m$-convex} polygons and are characterised by…
In this paper, we build upon the asymptotic theory for GARCH processes, considering the general class of augmented GARCH($p$, $q$) processes. Our contribution is to complement the well-known univariate asymptotics by providing a joint…
The paper studies the asymptotic behaviour of weighted functionals of long-range dependent data over increasing observation windows. Various important statistics, including sample means, high order moments, occupation measures can be given…
We prove a large deviation principle for the point process associated to $k$-element connected components in $\mathbb R^d$ with respect to the connectivity radii $r_n\to\infty$. The random points are generated from a homogeneous Poisson…