Related papers: On the Bernstein-von Mises theorem for the Dirichl…
We obtain bounded for all $t$ solutions of ordinary differential equations as limits of the solutions of the corresponding Dirichlet problems on $(-L,L)$, with $L \rightarrow \infty$. We derive a priori estimates for the Dirichlet problems,…
We study spike-and-slab priors for generalized linear models with possible grouped sparsity. The main result is an oracle Bernstein--von Mises theorem for the fractional posterior under supportwise likelihood assumptions. The proof develops…
This paper considers a classical question of approximation of Brownian motion by a random walk in the setting of a sub-Riemannian manifold $M$. To construct such a random walk we first address several issues related to the degeneracy of…
We are interested in the law of the first passage time of an Ornstein-Uhlenbeck process to time-varying thresholds. We show that this problem is connected to the laws of the first passage time of the process to members of a two-parameter…
We construct the conditional version of $k$ independent and identically distributed random walks on $\R$ given that they stay in strict order at all times. This is a generalisation of so-called non-colliding or non-intersecting random…
The paper deals with (multidimensional and one-dimensional) Bochner-Phillips functional calculus. Bounded perturbations of Bernstein functions of (one or several commuting) semigroup generators on Banach spaces are considered, conditions…
It is well known that the Riemann zeta function, as well as several other $L$-functions, is universal in the strip $1/2<\sigma<1$; this is certainly not true for $\sigma>1$. Answering a question of Bombieri and Ghosh, we give a simple…
We establish concentration inequalities for Lipschitz functions of dependent random variables, whose dependencies are specified by forests. We also give concentration results for decomposable functions, improving Janson's Hoeffding-type…
We look at random walks in Dirichlet environment. It was known that in dimension $d\geq 3$, if the walk is sub-ballistic, the displacement of the walk is polynomial of order $\kappa$ for some explicit $\kappa$. We show that the walk, after…
On any denumerable product of probability spaces, we construct a Malliavin gradient and then a divergence and a number operator. This yields a Dirichlet structure which can be shown to approach the usual structures for Poisson and Brownian…
Gaussian approximations are routinely employed in Bayesian statistics to ease inference when the target posterior is intractable. Although these approximations are asymptotically justified by Bernstein-von Mises type results, in practice…
A simple sufficient condition on curved end of a straight cylinder is found that provides a localization of the principal eigenfunction of the mixed boundary value for the Laplace operator with the Dirichlet conditions on the lateral side.…
We are interested in existence of gradient flows for shape functionals especially for first Laplacian eigenvalues. We introduce different techniques to prove existence and use different formulations for gradient flows. We apply a…
We establish a Liouville type theorem for the fractional Lane-Emden system: \begin{eqnarray*} \left\{\begin{array}{l@{\quad }l} (-\Delta)^\alpha u=v^q&{\rm in}\,\,\R^N,\\ (-\Delta)^\alpha v=u^p&{\rm in}\,\,\R^N, \end{array} \right.…
We study the $2k$-th moment of central values of the family of Dirichlet $L$-functions to a fixed prime modulus. We establish sharp lower bounds for all real $k \geq 0$ and sharp upper bounds for $k$ in the range $0 \leq k \leq 1$.
We consider the question of how approximations satisfying Dirichlet's theorem spiral around vectors in $\mathbb{R}^d$. We give pointwise almost everywhere results (using only the Birkhoff ergodic theorem on the space of lattices). In…
We prove that a large class of discrete-time insurance surplus processes converge weakly to a generalized Ornstein-Uhlenbeck process, under a suitable re-normalization and when the time-step goes to 0. Motivated by ruin theory, we use this…
We present a new random approximation method that yields the existence of a discrete Beurling prime system $\mathcal{P}=\{p_{1}, p_{2}, \dotso\}$ which is very close in a certain precise sense to a given non-decreasing, right-continuous,…
We consider a transient Brownian motion reflected obliquely in a two-dimensional wedge. A precise asymptotic expansion of Green's functions is found in all directions. To this end, we first determine a kernel functional equation connecting…
The asymptotic properties of Bayesian Neural Networks (BNNs) have been extensively studied, particularly regarding their approximations by Gaussian processes in the infinite-width limit. We extend these results by showing that posterior…