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Using an alternative notion of entropy introduced by Datta, the max-entropy, we present a new simplified framework to study the minimizers of the specific free energy for random fields which are weakly dependent in the sense of Lewis,…

Probability · Mathematics 2021-03-30 Piet Lammers , Martin Tassy

We place ourselves in a functional regression setting and propose a novel methodology for regressing a real output on vector-valued functional covariates. This methodology is based on the notion of signature, which is a representation of a…

Methodology · Statistics 2022-06-17 Adeline Fermanian

Data exhibiting heavy-tails in one or more dimensions is often studied using the framework of regular variation. In a multivariate setting this requires identifying specific forms of dependence in the data; this means identifying that the…

Statistics Theory · Mathematics 2017-02-02 Bikramjit Das , Sidney I. Resnick

We prove large deviation results for sums of heavy-tailed random elements in rather general convex cones being semigroups equipped with a rescaling operation by positive real numbers. In difference to previous results for the cone of convex…

Probability · Mathematics 2013-05-28 Christoph Kopp , Ilya Molchanov

We prove a weak form of the soliton resolution conjecture of bounded solutions of high-dimensional fourth-order Schrodinger equations. The result relies upon two properties to be proved: the asymptotic frequency localization and the…

Analysis of PDEs · Mathematics 2017-03-29 Tristan Roy

Functionals (i.e. functions of functions) are widely used in quantum field theory and solid-state physics. In this paper, functionals are given a rigorous mathematical framework and their main properties are described. The choice of the…

Mathematical Physics · Physics 2018-03-14 Christian Brouder , Nguyen Viet Dang , Camille Laurent-Gengoux , Kasia Rejzner

The asymptotic tail behaviour of sums of independent subexponential random variables is well understood, one of the main characteristics being the principle of the single big jump. We study the case of dependent subexponential random…

Probability · Mathematics 2017-11-29 Sergey Foss , Andrew Richards

The angular measure on the unit sphere characterizes the first-order dependence structure of the components of a random vector in extreme regions and is defined in terms of standardized margins. Its statistical recovery is an important step…

Statistics Theory · Mathematics 2024-07-16 Stéphane Lhaut , Johan Segers

Let $X(t), t\in \mathcal{T}$ be a centered Gaussian random field with variance function $\sigma^2(\cdot)$ that attains its maximum at the unique point $t_0\in \mathcal{T}$, and let $M(\mathcal{T}):=\sup_{t\in \mathcal{T}} X(t)$. For…

Probability · Mathematics 2016-05-31 Krzyztof Dębicki , Enkelejd Hashorva , Peng Liu

Let R be a positive random variable independent of S which is beta distributed. In this paper we are interested on the relation between the distribution function of R and that of RS. For this model we derive first some distributional…

Probability · Mathematics 2013-05-14 Enkelejd Hashorva

In this paper, we derive new results on the asymptotic behavior of eigenvalues of perturbed one-dimensional massive Dirac operators in the weak coupling limit. Two classes of potentials are considered. For bounded Hermitian potentials $V$…

Mathematical Physics · Physics 2025-10-28 Danko Aldunate , Juan Manuel González-Brantes , Hanne Van Den Bosch

This paper investigates fractional Riesz-Bessel equations with random initial conditions. The spectra of these random initial conditions exhibit singularities both at zero frequency and at non-zero frequencies, which correspond to the cases…

Probability · Mathematics 2025-12-11 Maha Mosaad A. Alghamdi , Andriy Olenko

Using a coupling argument, we establish a general weak law of large numbers for functionals of binomial point processes in d-dimensional space, with a limit that depends explicitly on the (possibly non-uniform) density of the point process.…

Probability · Mathematics 2007-05-23 Mathew D. Penrose , J. E. Yukich

Search trees are fundamental data structures in computer science. We study functionals on random search trees that satisfy recurrence relations of a simple additive form. Many important functionals including the space requirement, internal…

Probability · Mathematics 2007-05-23 Nevin Kapur

The pinched/non-pinched classification of intersections of causal singularities of propagators in Minkowski space is reconsidered in the context of the theory of asymptotic operation as a first step towards extension of the latter to…

High Energy Physics - Phenomenology · Physics 2009-10-30 Fyodor V. Tkachov

Asymptotic laws of records values have usually been investigated as limits in type. In this paper, we use functional representations of the tail of cumulative distribution functions in the extreme value domain of attraction to directly…

Probability · Mathematics 2019-05-13 Gane Samb Lo , Mohammad ahsanullah

We prove the Widom-Sobolev formula for the asymptotic behaviour of truncated Wiener-Hopf operators with discontinuous matrix-valued symbols for three different classes of test functions. The symbols may depend on both position and momentum…

Spectral Theory · Mathematics 2025-01-27 Leon Bollmann , Peter Müller

For sequences of non-lattice weakly dependent random variables, we obtain asymptotic expansions for Large Deviation Principles. These expansions, commonly referred to as strong large deviation results, are in the spirit of Edgeworth…

Probability · Mathematics 2020-03-10 Kasun Fernando , Pratima Hebbar

We study the question of whether submodular functions of random variables satisfying various notions of negative dependence satisfy Chernoff-like concentration inequalities. We prove such a concentration inequality for the lower tail when…

Data Structures and Algorithms · Computer Science 2024-09-27 Sharmila Duppala , George Z. Li , Juan Luque , Aravind Srinivasan , Renata Valieva

We show that the tree-level spectrum of heavy particles can be directly extracted from the Wilson coefficients of the corresponding effective field theory at low energies. This procedure is exact when the number of resonances is finite, and…

High Energy Physics - Theory · Physics 2026-04-20 Francesco Calisto , Clifford Cheung , Grant N. Remmen , Francesco Sciotti , Michele Tarquini