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We consider one-dimensional diffusions, with polynomial drift and diffusion coefficients, so that in particular the motion can be space-inhomogeneous, interacting via one-sided reflections. The prototypical example is the well-known model…
We establish some estimates of the the angular derivatives from below for holomorphic self-maps of the unit disk at one and two fixed points of the unit circle provided there is no fixed point inside the unit disk. The results complement…
We consider a one-dimensional gas of $N$ charged particles confined by an external harmonic potential and interacting via the one-dimensional Coulomb potential. For this system we show that in equilibrium the charges settle, on an average,…
We formulate the collisionless Boltzmann equation (CBE) for dense star clusters that lie within the radius of influence of a massive black hole in galactic nuclei. Our approach to these nearly Keplerian systems follows that of Sridhar and…
In this paper, we consider projection estimates for L\'evy densities in high-frequency setup. We give a unified treatment for different sets of basis functions and focus on the asymptotic properties of the maximal deviation distribution for…
Berry-Esseen-type bounds for total variation and relative entropy distances to the normal law are established for the sums of non-i.i.d. random variables.
We study diffusion processes corresponding to infinite dimensional semilinear stochastic differential equations with local Lipschitz drift term and an arbitrary Lipschitz diffusion coefficient. We prove tightness and the Feller property of…
We study the problem of exponential mixing and large deviations for discrete-time Markov processes associated with a class of random dynamical systems. Under some dissipativity and regularisation hypotheses for the underlying deterministic…
We study computational methods for the approximation of special functions recurrent in geometric function theory and quasiconformal mapping theory. The functions studied can be expressed as quotients of complete elliptic integrals and as…
Some probabilistic aspects of the number variance statistic are investigated. Infinite systems of independent Brownian motions and symmetric alpha-stable processes are used to construct new examples of processes which exhibit both divergent…
A judicious application of the Berry-Esseen theorem via suitable Augustin information measures is demonstrated to be sufficient for deriving the sphere packing bound with a prefactor that is…
Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…
We develop techniques for determining an explicit Berry-Esseen bound in the Kolmogorov distance for the normal approximation of a ratio of Gaussian functionals. We provide an upper bound in terms of the third and fourth cumulants, using…
Let $Z:=\{Z_t,t\geq0\}$ be a stationary Gaussian process. We study two estimators of $\mathbb{E}[Z_0^2]$, namely $\widehat{f}_T(Z):= \frac{1}{T} \int_{0}^{T} Z_{t}^{2}dt$, and $\widetilde{f}_n(Z) :=\frac{1}{n} \sum_{i =1}^{n}…
The exact Maxwell-Boltzmann (MB), Bose-Einstein (BE) and Fermi-Dirac (FD) entropies and probabilistic distributions are derived by the combinatorial method of Boltzmann, without Stirling's approximation. The new entropy measures are…
Extreme value functionals of stochastic processes are inverse functionals of the first passage time -- a connection that renders their probability distribution functions equivalent. Here, we deepen this link and establish a framework for…
We study large deviations for some non-local parabolic type equations. We show that, under some assumptions on the non-local term, problems defined in a bounded domain converge with an exponential rate to the solution of the problem defined…
Motivated by applications to the study of depth functions for tree-indexed random variables generated by point processes, we describe functional limit theorems for the intensity measure of point processes. Specifically, we establish uniform…
We obtain exponential moment asymptotics for the Bessel point process. As a direct consequence, we improve on the asymptotics for the expectation and variance of the associated counting function, and establish several central limit…
In the context of bounding probability of small deviation, there are limited general tools. However, such bounds have been widely applied in graph theory and inventory management. We introduce a common approach to substantially sharpen such…