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For a L\'evy process $X$ on a finite time interval consider the probability that it exceeds some fixed threshold $x>0$ while staying below $x$ at the points of a regular grid. We establish exact asymptotic behavior of this probability as…

Probability · Mathematics 2022-01-05 Krzysztof Bisewski , Jevgenijs Ivanovs

We establish that the static height fluctuations of a particular growth model, the PNG droplet, converges upon proper rescaling to a limit process, which we call the Airy process A(y). The Airy process is stationary, it has continuous…

Probability · Mathematics 2007-05-23 Michael Praehofer , Herbert Spohn

We establish a general version of the strong KPZ universality conjecture near the axis for random walks in a random environment (RWRE) on $\mathbb{Z}^2$. For an i.i.d. elliptic random environment, we consider the quenched large deviations…

This article investigates the phenomenon of maximal rigidity in spatial processes, where perfect interpolation of the process is possible from partial information, specifically, from its restriction to a strict subdomain, often resulting in…

Probability · Mathematics 2025-12-12 Raphaël Lachièze-Rey

This paper derives new maximal inequalities for empirical processes associated with separately exchangeable random arrays. For fixed index dimension $K\ge 1$, we establish a global maximal inequality bounding the $q$-th moment…

Econometrics · Economics 2025-03-12 Harold D. Chiang

We prove precise deviations results in the sense of Cram\'er and Petrov for the upper tail of the distribution of the maximal value for a special class of determinantal point processes that play an important role in random matrix theory.…

Probability · Mathematics 2016-09-22 Peter Eichelsbacher , Thomas Kriecherbauer , Katharina Schüler

We give sufficient conditions for the number rigidity of a translation invariant or periodic point process on $\mathbb{R}^d$, where $d=1,2$. That is, the probability distribution of the number of particles in a bounded domain $\Lambda…

Probability · Mathematics 2016-11-23 Subhro Ghosh , Joel Lebowitz

Consider a realization of a Poisson process in R^2 with intensity 1 and take a maximal up/right path from the origin to (N,N) consisting of line segments between the points, where maximal means that it contains as many points as possible.…

Probability · Mathematics 2007-05-23 Kurt Johansson

We prove a Poisson limit theorem in the total variation distance of functionals of a general Poisson point process using the Malliavin-Stein method. Our estimates only involve first and second order difference operators and are closely…

Probability · Mathematics 2019-05-28 Jens Grygierek

The Airy point process is a determinantal point process that arises from the spectral edge of the Gaussian Unitary Ensemble. In this paper, we establish a large deviation principle for the Airy point process. Our result also extends to…

Probability · Mathematics 2024-04-10 Chenyang Zhong

The sharpest known high probability generalization bounds for uniformly stable algorithms (Feldman, Vondr\'{a}k, 2018, 2019), (Bousquet, Klochkov, Zhivotovskiy, 2020) contain a generally inevitable sampling error term of order…

Machine Learning · Computer Science 2021-11-19 Yegor Klochkov , Nikita Zhivotovskiy

According to a classical result of Spencer, Szemer\'edi, and Trotter (1984), the maximum number of times the unit distance can occur among $n$ points in the plane is $O(n^{4/3})$. This is far from Erd\H{o}s's lower bound, $n^{1+O(1/\log\log…

Combinatorics · Mathematics 2025-07-22 János Pach , Orit E. Raz , József Solymosi

Algorithmic stability is a classical approach to understanding and analysis of the generalization error of learning algorithms. A notable weakness of most stability-based generalization bounds is that they hold only in expectation.…

Machine Learning · Computer Science 2019-06-25 Vitaly Feldman , Jan Vondrak

We study the sequence alignment problem and its independent version, the discrete Hammersley process with an exploration penalty. We obtain rigorous upper bounds for the number of optimality regions in both models near the soft edge. At…

Probability · Mathematics 2018-03-14 Nicos Georgiou , Janosch Ortmann

We consider bond and site Bernoulli Percolation in both the oriented and the non-oriented cases on $\mathbb{Z}^d$ and obtain rigorous upper bounds for the critical points in those models for every dimension $d \geq 3$.

Probability · Mathematics 2026-03-17 Pablo A. Gomes , Alan Pereira , Remy Sanchis

For a Markov process associated with a diffusion type Dirichlet form an upper bound is shown for the law of the finite dimensional distributions of the process. Under some more assumptions on the underlaying space this is also shown for the…

Probability · Mathematics 2009-07-28 Ann-Kathrin Jarecki

We consider a one-dimensional stationary time series of fixed duration $T$. We investigate the time $t_{\rm m}$ at which the process reaches the global maximum within the time interval $[0,T]$. By using a path-decomposition technique, we…

Statistical Mechanics · Physics 2022-11-23 Francesco Mori , Satya N. Majumdar , Gregory Schehr

Consider the normalized adjacency matrices of random $d$-regular graphs on $N$ vertices with fixed degree $d\geq 3$, and denote the eigenvalues as $\lambda_1=d/\sqrt{d-1}\geq \lambda_2\geq\lambda_3\cdots\geq \lambda_N$. We prove that the…

Probability · Mathematics 2024-05-21 Jiaoyang Huang , Theo McKenzie , Horng-Tzer Yau

We derive an upper bound for the mean of the supremum of the empirical process indexed by a class of functions that are known to have variance bounded by a small constant $\delta$. The bound is expressed in the uniform entropy integral of…

Statistics Theory · Mathematics 2010-12-30 Aad van der Vaart , Jon A. Wellner

We compute the joint probability density function (jpdf) P_N(M, \tau_M) of the maximum M and its position \tau_M for N non-intersecting Brownian excursions, on the unit time interval, in the large N limit. For N \to \infty, this jpdf is…

Mathematical Physics · Physics 2015-06-04 Gregory Schehr