Related papers: On the Bernstein-von Mises theorem for the Dirichl…
We continue to study the squared Frobenius norm of a submatrix of a $n \times n$ random unitary matrix. When the choice of the submatrix is deterministic and its size is $[ns] \times [nt]$, we proved in a previous paper that, after…
The de Moivre-Laplace theorem is a special case of the central limit theorem for Bernoulli random variables, and can be proved by direct computation. We deduce the central limit theorem for any random variable with finite variance from the…
We show that almost any one-dimensional projection of a suitably scaled random walk on a hypercube, inscribed in a hypersphere, converges weakly to an Ornstein-Uhlenbeck process as the dimension of the sphere tends to infinity. We also…
We discuss interplays between log-concave functions and log-concave sequences. We prove a Bernstein-type theorem, which characterizes the Laplace transform of log-concave measures on the half-line in terms of log-concavity of the…
Bernstein polynomials provide a constructive proof for the Weierstrass approximation theorem, which states that every continuous function on a closed bounded interval can be uniformly approximated by polynomials with arbitrary accuracy.…
A reinforcement algorithm introduced by H.A. Simon \cite{Simon} produces a sequence of uniform random variables with memory as follows. At each step, with a fixed probability $p\in(0,1)$, $\hat U_{n+1}$ is sampled uniformly from $\hat U_1,…
In this paper, we consider a concentration of measure problem on Riemannian manifolds with boundary. We study concentration phenomena of non-negative $1$-Lipschitz functions with Dirichlet boundary condition around zero, which is called…
We present a positive solution to the so-called Bernoulli Conjecture concerning the characterization of sample boundedness of Bernoulli processes. We also discuss some applications and related open problems.
A theorem of Donsker asserts that the empirical process converges in distribution to the Brownian bridge. The aim of this paper is to provide a new and simple proof of this fact.
These notes are written up after my lectures at the University of Pittsburgh in March 2014 and at Tsinghua University in May 2014. My objective is the $\infty$-Laplace Equation, a marvellous kin to the ordinary Laplace Equation. The…
We give the converse to Dirichlet's theorem on primes in arithmetic progressions by generalizing an old result of Guinand.
In Bayesian Deep Learning, distributions over the output of classification neural networks are often approximated by first constructing a Gaussian distribution over the weights, then sampling from it to receive a distribution over the…
We study approximations for the L\'evy area of Brownian motion which are based on the Fourier series expansion and a polynomial expansion of the associated Brownian bridge. Comparing the asymptotic convergence rates of the L\'evy area…
The Bernstein-von Mises theorem (BvM) gives conditions under which the posterior distribution of a parameter $\theta\in\Theta\subseteq\mathbb R^d$ based on $n$ independent samples is asymptotically normal. In the high-dimensional regime, a…
The Laplace transforms of the transition probability density and distribution functions for the Ornstein-Uhlenbeck process contain the product of two parabolic cylinder functions, namely D_{v}(x)D_{v}(y) and D_{v}(x)D_{v-1}(y),…
We show that simple explicit formulas can be obtained for several relevant quantities related to the laws of the uniformly sampled Brownian bridge, Brownian meander and three dimensional Bessel process. To prove such results, we use the…
In convex bounded domains in R^n with n >= 3, we establish interior pointwise upper bounds for the Dirichlet Green's function of elliptic operators in the unit ball B(0,1) in R^n, n >= 3, whose principal part is the Laplacian and which…
In this article we present the Durrmeyer variant of generalized Bernstein operators that preserve the constant functions involving non-negative parameter ?. We derive the approximation behaviour of these operators including global…
We propose an approach to approximate the boundary crossing probabilities for general one-dimensional diffusion processes, and derive the convergence rate for this approximation scheme. There results are based on the explicit expression of…
The error on a real quantity Y due to the graduation of the measuring instrument may be represented, when the graduation is regular and fines down, by a Dirichlet form on R whose square field operator do not depend on the probability law of…