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This manuscript studies the Gaussian approximation of the coordinate-wise maximum of self-normalized statistics in high-dimensional settings. We derive an explicit Berry-Esseen bound under weak assumptions on the absolute moments. When the…
We show, how the classical Berry-Esseen theorem for normal approximation may be used to derive rates of convergence for random sums of centerd, real-valued random variables with respect to a certain class of probability metrics, including…
We study the empirical measure associated to a sample of size $n$ and modified by $N$ iterations of the raking-ratio method. This empirical measure is adjusted to match the true probability of sets in a finite partition which changes each…
The goal of this paper is to quantitatively describe some statistical properties of higher-dimensional determinantal point processes with a primary focus on the nearest-neighbor distribution functions. Toward this end, we express these…
We introduce the boson and the fermion point processes from the elementary quantum mechanical point of view. That is, we consider quantum statistical mechanics of canonical ensemble for a fixed number of particles which obey Bose-Einstein,…
This paper develops the large deviations theory for the point process associated with the Euclidean volume of $k$-nearest neighbor balls centered around the points of a homogeneous Poisson or a binomial point processes in the unit cube. Two…
In this paper, we study concentration phenomena of zero-noise limits of invariant measures for stochastic differential equations defined on $\mathbb{R}^d$ with locally Lipschitz continuous coefficients and more than one ergodic state. Under…
In active Brownian motion, an internal propulsion mechanism interacts with translational and rotational thermal noise and other internal fluctuations to produce directed motion. We derive the distribution of its extreme fluctuations and…
Invariant ergodic measures for generalized Boole type transformations are studied using an invariant quasi-measure generating function approach based on special solutions to the Frobenius--Perron operator. New two-dimensional Boole type…
We derive an integration by parts formula for functionals of determinantal processes on compact sets, completing the arguments of [4]. This is used to show the existence of a configuration-valued diffusion process which is non-colliding and…
We consider the fluctuations in atom number that occur within finite-sized measurement cells in a trapped Bose-Einstein condensate (BEC). This approximates the fluctuation measurements made in current experiments with finite resolution in…
In this paper, we are concerned with long-time behavior of Euler-Maruyama schemes associated with a range of regime-switching diffusion processes. The key contributions of this paper lie in that existence and uniqueness of numerical…
We study non-equilibrium statistical mechanics of a Gaussian dynamical system and compute in closed form the large deviation functionals describing the fluctuations of the entropy production observable with respect to the reference state…
We consider two-dimensional Coulomb systems confined in a disk with ideal dielectric boundaries. In particular we study the two-component plasma in detail. When the coulombic coupling constant $\Gamma=2$ the model is exactly solvable. We…
In this paper, we consider the explicit bound for the second-order approximation of the quadratic variation of a general fractional Gaussian process $(G_t)_{t\ge 0}$. The second order mixed partial derivative of the covariance function $…
We consider eigenvalues of generalized Wishart processes as well as particle systems, of which the empirical measures converge to deterministic measures as the dimension goes to infinity. In this paper, we obtain central limit theorems to…
We consider the question of estimating the drift and the invariant density for a large class of scalar ergodic diffusion processes, based on continuous observations, in $\sup$-norm loss. The unknown drift $b$ is supposed to belong to a…
This paper studies a novel approach for approximating the behavior of compartmental spreading processes. In contrast to prior work, the methods developed describe a dynamics which bound the exact moment dynamics, without explicitly…
In this article, we focus on the sampling of the configurational Gibbs-Boltzmann distribution, that is, the calculation of averages of functions of the position coordinates of a molecular $N$-body system modelled at constant temperature. We…
The backward Euler-Maruyama (BEM) method is employed to approximate the invariant measure of stochastic differential equations, where both the drift and the diffusion coefficient are allowed to grow super-linearly. The existence and…