Related papers: Limiting spherical integrals of bounded continuous…

The Gaussian entire function is a random entire function, characterised by a certain invariance with respect to isometries of the plane. We study the fluctuations of the increment of the argument of the Gaussian entire function along planar…

We obtain non-asymptotic Gaussian concentration bounds for the difference between the invariant measure $\nu$ of an ergodic Brownian diffusion process and the empirical distribution of an approximating scheme with decreasing time step along…

Let $Z_{r, R}$ be the space of continuous functions on the annulus $B_{r, R}$ in $\mathbb C^n$ whose $\lambda$-twisted spherical mean, in the set up of the M\'{e}tivier group, vanishes over the spheres $S_s(z)\subset B_{r, R} $ with ball…

We consider the uniform asymptotic expansion for the Gauss hypergeometric function \[{}_2F_1(a+\epsilon\lambda,b;c+\lambda;x),\qquad 0<x<1\] as $\lambda\to+\infty$ in the neigbourhood of $\epsilon x=1$ when the parameter $\epsilon>1$ and…

Let $\phi$ be an $L^2$-normalized spherical vector in an everywhere unramified cuspidal automorphic representation of $\mathrm{PGL}_n$ over $\mathbb{Q}$ with Laplace eigenvalue $\lambda_{\phi}$. We establish explicit estimates for various…

We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…

The Heckman-Opdam hypergeometric functions of type BC extend classical Jacobi functions in one variable and include the spherical functions of non-compact Grassmann manifolds over the real, complex or quaternionic numbers. There are various…

There is a wide range of applications where the local extrema of a function are the key quantity of interest. However, there is surprisingly little work on methods to infer local extrema with uncertainty quantification in the presence of…

We consider upper bounds on the growth of $L^p$ norms of restrictions of eigenfunctions and quasimodes to geodesic segments in a nonpositively curved manifold in the high frequency limit. This sharpens results of Chen and Sogge as well as…

We consider the plane wave limit of the nonspherical giant gravitons. We compute the Poisson brackets of the coordinate functions and find a nonlinear algebra. We show that this algebra solves the supersymmetry conditions of the matrix…

In this paper, we consider three-dimensional nonlinear stochastic wave equations driven by the Gaussian noise which is white in time and has some spatial correlations. Using the Malliavin-Stein's method, we prove the Gaussian fluctuation…

In various areas of modern physics and in particular in quantum gravity or foundational space-time physics it is of great importance to be in the possession of a systematic procedure by which a macroscopic or continuum limit can be…

A lower bound is an important tool for predicting the performance that an estimator can achieve under a particular statistical model. Bayesian bounds are a kind of such bounds which not only utilizes the observation statistics but also…

The third part of the paper concludes the proof of the main result --- the description of the ergodic decomposition of infinite Pickrell measures. First it is shown that the scaling limit of radial parts of finite-dimensional infinite…

A convenient framework for dealing with asymptotic limit problems of probabilistic nature is provided. These problems include questions such as finding the asymptotic proportion of terms of a sequence falling inside a given interval, or the…

Recent methods for estimating sparse undirected graphs for real-valued data in high dimensional problems rely heavily on the assumption of normality. We show how to use a semiparametric Gaussian copula--or "nonparanormal"--for high…

Stochastic approximation (SA) is a method for finding the root of an operator perturbed by noise. There is a rich literature establishing the asymptotic normality of rescaled SA iterates under fairly mild conditions. However, these…

Let $s\in(0,1),$ $1<p<\frac{N}{s}$ and $\Omega\subset\mathbb{R}^N$ be an open bounded set. In this work we study the existence of solutions to problems ($E_\pm$) $Lu\pm g(u)=\mu$ and $u=0$ a.e. in $\mathbb{R}^N\setminus\Omega,$ where $g\in…

We show that, for general convolution approximations to a large class of log-correlated Gaussian fields, the properly normalised supercritical Gaussian multiplicative chaos measures converge stably to a nontrivial limit. This limit depends…

Let $(M,g)$ be a compact Riemannian surface with nonpositive sectional curvature and let $\gamma$ be a closed geodesic in $M$. And let $e_\lambda$ be an $L^2$-normalized eigenfunction of the Laplace-Beltrami operator $\Delta_g$ with…