Related papers: Generalizing the de Finetti--Hewitt--Savage theore…
The mean-field limit of interacting diffusions without exchangeability, caused by weighted interactions and non-i.i.d. initial values, are investigated. The weights could be signed and unbounded. The result applies to a large class of…
Non-overlapping Schwarz methods with generalized Robin transmission conditions were originally introduced by B. Despr\'es for time-harmonic wave propagation problems and have largely developed over the past thirty years. The aim of the…
Given a reference random variable, we study the solution of its Stein equation and obtain universal bounds on its first and second derivatives. We then extend the analysis of Nourdin and Peccati by bounding the Fortet-Mourier and…
We discuss a new stochastic ordering for the sequence of independent random variables. It generalizes the stochastic precedence order that is defined for two random variables to the case $n>2$. All conventional stochastic orders are…
The Wigner-Dyson-Gaudin-Mehta conjecture asserts that the local eigenvalue statistics of large real and complex Hermitian matrices with independent, identically distributed entries are universal in a sense that they depend only on the…
Iterative imputation, in which variables are imputed one at a time each given a model predicting from all the others, is a popular technique that can be convenient and flexible, as it replaces a potentially difficult multivariate modeling…
Advancements in data collection have led to increasingly common repeated observations with complex structures in biomedical studies. Treating these observations as random objects, rather than summarizing features as vectors, avoids feature…
Linear combinations of independent random variables have been extensively studied in the literature. However, most of the work is based on some specific distribution assumptions. In this paper, a companion of (J. Appl. Probab. 48 (2011)…
We show that boundary theory for transient Markov chains, as initiated by Doob, can be used to prove de Finetti's classical representation result for exchangeable random sequences. We also include the relevant parts of the theory, with full…
We develop a clear connection between deFinetti's theorem for exchangeable arrays (work of Aldous--Hoover--Kallenberg) and the emerging area of graph limits (work of Lovasz and many coauthors). Along the way, we translate the graph theory…
A measure on a locally compact group is called spread out if one of its convolution powers is not singular with respect to Haar measure. Using Markov chain theory, we conduct a detailed analysis of random walks on homogeneous spaces with…
The nonparametric estimation of the volatility and the drift coefficient of a scalar diffusion is studied when the process is observed at random time points. The constructed estimator generalizes the spectral method by Gobet, Hoffmann and…
In statistical network analysis, models for binary adjacency matrices satisfying vertex exchangeability are commonly used. However, such models may fail to capture key features of the data-generating process when interactions, rather than…
Using the superstatistics method, we propose an extension of the random matrix theory to cover systems with mixed regular-chaotic dynamics. Unlike most of the other works in this direction, the ensembles of the proposed approach are basis…
Statistical inference from data is a foundational task in science. Recently, it has received growing attention for its central role in inference systems of primary interest in data sciences and machine learning. However, the understanding…
Predictive constructions are a powerful way of characterizing the probability law of stochastic processes with certain forms of invariance, such as exchangeability or Markov exchangeability. When de Finetti-like representation theorems are…
The Swift-Hohenberg equation is ubiquitous in the study of bistable dynamics. In this paper, we study the dynamic transitions of the Swift-Hohenberg equation with a third-order dispersion term in one spacial dimension with a periodic…
Consider a graph with a set of vertices and oriented edges connecting pairs of vertices. Each vertex is associated with a random variable and these are assumed to be independent. In this setting, suppose we wish to solve the following…
Consider $N\times N$ hermitian or symmetric random matrices $H$ with independent entries, where the distribution of the $(i,j)$ matrix element is given by the probability measure $\nu_{ij}$ with zero expectation and with variance…
Two years ago, Conlon and Gowers, and Schacht proved general theorems that allow one to transfer a large class of extremal combinatorial results from the deterministic to the probabilistic setting. Even though the two papers solve the same…