Related papers: On random Fourier-Hermite transform associated wit…
In this paper the computational aspects of probability calculations for dynamical partial sum expressions are discussed. Such dynamical partial sum expressions have many important applications, and examples are provided in the fields of…
We study the asymptotic behaviour of stochastic processes that are generated by sums of partial sums of i.i.d. random variables and their renewals. We conclude that these processes cannot converge weakly to any nondegenerate random element…
Identifying an appropriate covariance function is one of the primary interests in spatial and spatio-temporal statistics because it allows researchers to analyze the dependence structure of the random process. For this purpose, spatial…
Sparse variational approximations are popular methods for scaling up inference and learning in Gaussian processes to larger datasets. For $N$ training points, exact inference has $O(N^3)$ cost; with $M \ll N$ features, state of the art…
Conrey, Farmer and Zirnbauer introduced a recipe to find asymptotic formulas for the sum of ratios of products of shifted L-functions. These ratios conjectures are very powerful and can be used to determine many statistics of L-functions,…
Assuming that both a function and its Fourier transform are dominated by a Gaussian of large variance, it is shown that the Hermite coefficients of the function decay exponentially. A sharp estimate for the rate of exponential decay is…
We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…
In a remarkable paper, Tatsuyuki Hikita settled a longstanding e-positivity conjecture of Stanley and Stembridge. Among many other things, he wrote down a certain formula ${\varphi}_k$, and proved that the ${\varphi}_k$ sum to one, thereby…
We consider the $\alpha$-sine transform of the form $T_\alpha f(y)=\int_0^\infty\vert\sin(xy)\vert^\alpha f(x)dx$ for $\alpha>-1$, where $f$ is an integrable function on $\mathbb{R}_+$. First, the inversion of this transform for $\alpha>1$…
We consider two $n\times n$ non-Hermitian random matrices such that the $ij$th entry of one matrix is correlated with the $ij$th entry of the other matrix. However, the entries of any particular matrix are i.i.d. random variables. We study…
We study space-time fluctuations around a characteristic line for a one-dimensional interacting system known as the random average process. The state of this system is a real-valued function on the integers. New values of the function are…
We study statistical properties of the random variables $X_{\sigma}(\pi)$, the number of occurrences of the pattern $\sigma$ in the permutation $\pi$. We present two contrasting approaches to this problem: traditional probability theory and…
In general, while obtaining the probability density function of sums and products of shifted random variables, ordinary analytical methods such as Fourier and Mellin transforms tend to provide integrals which cannot be expressed in terms of…
Studies of sparse representation of deterministic signals have been well developed. Amongst there exists one called adaptive Fourier decomposition (AFD) established through adaptive selections of the parameters defining a Takenaka-Malmquist…
Optimal sampling of non band-limited functions is an issue of great importance that has attracted considerable attention. We propose to tackle this problem through the use of a frequency warping: First, by a nonlinear shrinking of…
Randomized Hadamard Transforms (RHTs) have emerged as a computationally efficient alternative to the use of dense unstructured random matrices across a range of domains in computer science and machine learning. For several applications such…
In this paper, we propose RFF-GP-HSMM, a fast unsupervised time-series segmentation method that incorporates random Fourier features (RFF) to address the high computational cost of the Gaussian process hidden semi-Markov model (GP-HSMM).…
Let $\pi$ be a Hecke--Maass cusp form for $\rm SL_3(\mathbb{Z})$ with normalized Hecke eigenvalues $\lambda_{\pi}(n,r)$. Let $f$ be a holomorphic or Maass cusp form for $\rm SL_2(\mathbb{Z})$ with normalized Hecke eigenvalues…
The following problem is studied in this paper: Which multipliers $\{\lambda_{k, n}\}$ ensure the convergence, as $n\to \infty$, of the linear means of the Fourier series of functions $f\in L_1[-\pi, \pi]$ $$ \sum_{k=-\infty}^\infty…
A result of Hoskins and Steinerberger [Int. Math. Res. Not., (13):9784-9809, 2022] states that repeatedly differentiating a random polynomials with independent and identically distributed mean zero and variance one roots will result, after…