Related papers: Rademacher-Gaussian tail comparison for complex co…
We focus on eventually non-linear abstract Cauchy problems with a generalized fractional derivative in time. First we prove a local existence and uniqueness result, then we focus on a generalized Gr\"onwall inequality. Before addressing the…
We study a probabilistic numerical method for the solution of both boundary and initial value problems that returns a joint Gaussian process posterior over the solution. Such methods have concrete value in the statistics on Riemannian…
In this work, we investigate how to develop sharp concentration inequalities for sub-Weibull random variables, including sub-Gaussian and sub-exponential distributions. Although the random variables may not be sub-Guassian, the tail…
We propose a novel complex-analytic method for sums of i.i.d. random variables that are heavy-tailed and integer-valued. The method combines singularity analysis, Lindel\"of integrals, and bivariate saddle points. As an application, we…
In this paper we give a unified approach in categorical setting to the problem of finding the Galois closure of a finite cover, which includes as special cases the familiar finite separable field extensions, finite unramified covers of a…
The possibilities of the use of the coefficient of variation over a high threshold in tail modelling are discussed. The paper also considers multiple threshold tests for a generalized Pareto distribution, together with a threshold selection…
We study the probability distribution $F(u)$ of the maximum of smooth Gaussian fields defined on compact subsets of $\R^d$ having some geometric regularity. Our main result is a general formula for the density of $F$. Even though this is an…
We obtain a tail bound for the least non-zero singular value of $A-z$ when $A$ is a random matrix and $z$ is an eigenvalue of $A$ in a neighbourhood of a given point $z_0$ in the bulk of the spectrum. The argument relies on a resolvent…
We analyze a variational time discretization of geodesic calculus on finite- and certain classes of infinite-dimensional Riemannian manifolds. We investigate the fundamental properties of discrete geodesics, the associated discrete…
We formulate a uniform tail bound for empirical processes indexed by a class of functions, in terms of the individual deviations of the functions rather than the worst-case deviation in the considered class. The tail bound is established by…
We develop a new probabilistic and geometric method to obtain several sharp results pertaining to the upper tail behavior of continuum Gibbs measures on infinite ensembles of random continuous curves, also known as line ensembles,…
Motivated by numerous questions in random geometry, given a smooth manifold $M$, we approach a systematic study of the differential topology of Gaussian random fields (GRF) $X:M\to \mathbb{R}^k$, that we interpret as random variables with…
We modify Talagrand's generic chaining method to obtain upper bounds for all p-th moments of the supremum of a stochastic process. These bounds lead to an estimate for the upper tail of the supremum with optimal deviation parameters. We…
A variational formulation for the geodesic circles in two-dimensional Riemannian manifold is discovered. Some relations with the uniform relativistic acceleration and the one-dimensional 'spin'-curvature interaction is investigated.
Rotation symmetric Boolean functions are invariant under circular translation of indices. These functions have very rich cryptographic properties and have been used in different cryptosystems. Recently, Thomas Cusick proved that exponential…
The spectral measure plays a key role in the statistical modeling of multivariate extremes. Estimation of the spectral measure is a complex issue, given the need to obey a certain moment condition. We propose a Euclidean likelihood-based…
Programs with randomization constructs is an active research topic, especially after the recent introduction of martingale-based analysis methods for their termination and runtimes. Unlike most of the existing works that focus on proving…
In this work we show how to get advantage from the Riemann--Hilbert analysis in order to obtain first and second order differential equations for the orthogonal polynomials and associated functions with a weight on the unit circle. We…
We give criteria for R-equivalence of torsors under finite constant group schemes over a field. In paticular, using bitorsors, we obtain a Galois devissage result which formalises and generalises a theorem of Philippe Gille in the case of…
We consider regularly varying random vectors. Our goal is to estimate in a non-parametric way some characteristics related to conditioning on an extreme event, like the tail dependence coefficient. We introduce a quasi-spectral…