Related papers: Self-normalized Cram\'er type moderate deviations …

Let $(g_{n})_{n\geq 1}$ be a sequence of independent and identically distributed positive random $d\times d$ matrices and consider the matrix product $G_n: = g_n \ldots g_1$. Under suitable conditions, we establish the Berry-Esseen bounds…

Let $G$ be an infinite connected graph with vertex set $V$. Let $\{S_n: n \in \mathbb N_0 \}$ be the simple random walk on $G$ and let $\{ \xi(v) : v \in V \}$ be a collection of i.i.d. random variables which are independent of the random…

The identification of parameters in mathematical models using noisy observations is a common task in uncertainty quantification. We employ the framework of Bayesian inversion: we combine monitoring and observational data with prior…

We derive a Cram\'er-Rao lower bound for the variance of Floquet multiplier estimates that have been constructed from stable limit cycles perturbed by noise. To do so, we consider perturbed periodic orbits in the plane. We use a periodic…

Let $\mathrm{JT}_\lambda$ be the Jacobi-Trudi matrix corresponding to the partition $\lambda$, so $\det\mathrm{JT}_\lambda$ is the Schur function $s_\lambda$ in the variables $x_1,x_2,\dots$. Set $x_1=\cdots=x_n=1$ and all other $x_i=0$.…

We analyse approximate solutions to an exact renormalisation group equation with particular emphasis on their dependence on the regularisation scheme, which is kept arbitrary. Physical quantities related to the coarse-grained potential of…

Random sampling of large Markov matrices with a tunable spectral gap, a nonuniform stationary distribution, and a nondegenerate limiting empirical spectral distribution (ESD) is useful. Fix $c>0$ and $p>0$. Let $A_n$ be the adjacency matrix…

The planar-diagrammatic technique of large-$N$ random matrices is extended to evaluate averages over the circular ensemble of unitary matrices. It is then applied to study transport through a disordered metallic ``grain'', attached through…

The Nijmegen Unitarized Meson Model and its application to scalar mesons is briefly revisited. It is shown that all scalar states up to 1.5 GeV can be described as triplet-P-zero quark+antiquark states coupled to the OZI-allowed open and…

Let $\{X(\mathbf{t}):\mathbf{t}=(t_1, t_2, \ldots, t_d)\in[0,\infty)^d\}$ be a centered stationary Gaussian field with almost surely continuous sample paths, unit variance and correlation function $r$ satisfying conditions $r(\mathbf{t})<1$…

We classify the growth of a $k$-regular sequence based on information from its $k$-kernel. In order to provide such a classification, we introduce the notion of a growth exponent for $k$-regular sequences and show that this exponent is…

This work is a probabilistic study of the 'primes' of the Cram\'er model. We prove that there exists a set of integers $\mathcal S$ of density 1 such that \begin{equation}\liminf_{ \mathcal S\ni n\to\infty} (\log n)\mathbb{P} \{S_n\…

Given a sequence $(M_{n},Q_{n})_{n\ge 1}$ of i.i.d.\ random variables with generic copy $(M,Q) \in GL(d, \R) \times \R^d$, we consider the random difference equation (RDE) $$ R_{n}=M_{n}R_{n-1}+Q_{n}, $$ $n\ge 1$, and assume the existence…

In this paper we study the self-similar processes with stationary increments in a discrete-time setting. Different from the continuous-time case, it is shown that the scaling function of such a process may not take the form of a power…

We consider a family of continuous time symmetric random walks indexed by $k\in \mathbb{N}$, $\{X_k(t),\,t\geq 0\}$. For each $k\in \mathbb{N}$ the matching random walk take values in the finite set of states…

The sub-linear expectation or called G-expectation is a nonlinear expectation having advantage of modeling non-additive probability problems and the volatility uncertainty in finance. Let $\{X_n;n\ge 1\}$ be a sequence of independent random…

In this paper, we study scalar multivariate non-stationary subdivision schemes with integer dilation matrix M=mI, m >=2, and present a general approach for checking their convergence and for determining their H\"older regularity. The…

Given a real-valued positive semidefinite matrix, Williamson proved that it can be diagonalised using symplectic matrices. The corresponding diagonal values are known as the symplectic spectrum. This paper is concerned with the stability of…

We consider sequences of random variables of the type $S_n= n^{-1/2} \sum_{k=1}^n \{f(X_k)-\E[f(X_k)]\}$, $n\geq 1$, where $X=(X_k)_{k\in \Z}$ is a $d$-dimensional Gaussian process and $f: \R^d \rightarrow \R$ is a measurable function. It…

Sequence transformations are important tools for the convergence acceleration of slowly convergent scalar sequences or series and for the summation of divergent series. Transformations that depend not only on the sequence elements or…