Related papers: On the Bernstein-von Mises theorem for the Dirichl…
Classical (or ``global'') Bernstein theory establishes sharp control on entire functions of exponential type that are bounded and real-valued on the real axis. We localize some of this theory to rectangular regions $\{ x+iy: x \in I, 0 \leq…
We establish effective convergence rates in the Doeblin-Lenstra law, describing the limiting distribution of approximation coefficients arising from continued fraction convergents of a typical real number. More generally, we prove…
The paper develops Bernstein von Mises Theorem under hierarchical $g$ -priors for linear regression models. The results are obtained both when the error variance is known, and also when it is unknown. An inverse gamma prior is attached to…
We prove a quantified Tauberian theorem involving Laplace-Stieltjes transform which is motivated by the work of Ingham and Karamata. For this, we consider functions which are locally of bounded variation and, therefore, get a generalisation…
In this text we study, for positive random variables, the relation between the behaviour of the Laplace transform near infinity and the distribution near zero. A result of De Bruijn shows that $E(e^{-\lambda X}) \sim \exp(r\lambda^\alpha)$…
Consider the Laplacian in a bounded domain in R^d with general (mixed) homogeneous boundary conditions. We prove that its eigenfunctions are `quasi-orthogonal' on the boundary with respect to a certain norm. Boundary orthogonality is proved…
Marked point process data arise when events occur in a space with event-level marks. We study clustering of replicated marked Poisson point processes and introduce Dirichlet process mixtures of marked Poisson point processes, a Bayesian…
In this paper, we consider Bayesian inference on a class of multivariate median and the multivariate quantile functionals of a joint distribution using a Dirichlet process prior. Since, unlike univariate quantiles, the exact posterior…
Using a capacity approach, and the theory of measure's perturbation of Dirichlet forms, we give the probabilistic representation of the General Robin boundary value problems on an arbitrary domain $\Omega$, involving smooth measures, which…
We consider a family of open sets $M_\epsilon$ which shrinks with respect to an appropriate parameter $\epsilon$ to a graph. Under the additional assumption that the vertex neighbourhoods are small we show that the appropriately shifted…
We consider a process $(X_t)_{t\in[0,T)}$ given by the SDE $dX_t = \alpha b(t)X_t dt + \sigma(t) dB_t$, $t\in[0,T)$, with initial condition $X_0=0$, where $T\in(0,\infty]$, $\alpha\in R$, $(B_t)_{t\in[0,T)}$ is a standard Wiener process,…
We prove asymptotic behaviour of transition density for a large class of spectrally one-sided L\'evy processes of unbounded variation satisfying mild condition imposed on the second derivative of the Laplace exponent, or equivalently, on…
First, we obtain a new formula for Bremermann type upper envelopes, that arise frequently in convex analysis and pluripotential theory, in terms of the Legendre transform of the convex- or plurisubharmonic-envelope of the boundary data.…
In a smooth semiparametric model, the marginal posterior distribution of the finite dimensional parameter of interest is expected to be asymptotically equivalent to the sampling distribution of frequentist's efficient estimators. This is…
A relevant result independently obtained by Rayleigh and Sneddon on an identity on series involving the zeros of Bessel functions of the first kind is derived by an alternative method based on Laplace transforms. Our method leads to a…
In this paper, we consider transient subordinate Brownian motion X in R^d, d \geq 1, where the Laplace exponent \phi of the corresponding subordinator satisfies some mild conditions. The scaleinvariant Harnack inequality is proved for X. We…
In this paper, we study an approximation scheme for L\'evy processes with drift in terms of a representation that is akin to the celebrated Mehler formula for L\'evy-Ornstein-Uhlenbeck processes. The approximation scheme is based on a…
Consider a set of continuous maps from the interval $[0,1]$ to a domain in ${\mathbb R}^d$. Although the topological boundary of this set in the path space is not smooth in general, by using the theory of functions of bounded variation (BV…
It is developed the theory of the boundary behavior of homeomorphic solutions of the Beltrami equations ${\bar{\partial}}f=\mu\,{\partial}f$ of the Sobolev class $W^{1,1}_{\rm loc}$ with respect to prime ends of domains. On this basis,…
We prove a Poisson process approximation result for stabilizing functionals of a determinantal point process. Our results use concrete couplings of determinantal processes with different Palm measures and exploit their association…