Related papers: Squarefrees are Gaussian in short intervals

We evaluate asymptotically the variance of the number of squarefree integers up to $x$ in short intervals of length $H < x^{6/11 - \varepsilon}$ and the variance of the number of squarefree integers up to $x$ in arithmetic progressions…

The fractional Brownian motion can be considered as a Gaussian field indexed by $(t,H)\in {\mathbb{R}_{+}\times (0,1)}$, where $H$ is the Hurst parameter. On compact time intervals, it is known to be almost surely jointly H\"older…

In this paper, we show how concentration inequalities for Gaussian quadratic form can be used to propose exact confidence intervals of the Hurst index parametrizing a fractional Brownian motion. Both cases where the scaling parameter of the…

We prove that the $k$-th positive integer moment of partial sums of Steinhaus random multiplicative functions over the interval $(x, x+H]$ matches the corresponding Gaussian moment, as long as $H\ll x/(\log x)^{2k^2+2+o(1)}$ and $H$ tends…

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

The present article is devoted to a fine study of the convergence of renormalized weighted quadratic and cubic variations of a fractional Brownian motion $B$ with Hurst index $H$. In the quadratic (resp. cubic) case, when $H<1/4$ (resp.…

We prove upper bounds for the error term of the distribution of squarefree numbers up to $X$ in arithmetic progressions modulo $q$ making progress towards two well-known conjectures concerning this distribution and improving upon earlier…

Rough volatility models are becoming increasingly popular in quantitative finance. In this framework, one considers that the behavior of the log-volatility process of a financial asset is close to that of a fractional Brownian motion with…

We cosider the number of r-tuples of squarefree numbers in a short interval. We prove that it cannot be much bigger than the expected value and we also estabish an asymptotic formula if the interval is not very short.

The goal of this paper is to establish a relation between characteristic polynomials of $N\times N$ GUE random matrices $\mathcal{H}$ as $N\to\infty$, and Gaussian processes with logarithmic correlations. We introduce a regularized version…

We show that there exists $\eta > 0$ such that the interval $[X, X + X^{\frac 15 - \eta}]$ contains a squarefree number for all large $X$. This improves on an earlier result of Filaseta and Trifonov who showed that there is a squarefree…

A class of Gaussian processes generalizing the usual fractional Brownian motion for Hurst indices in (1/2,1) and multifractal Brownian motion introduced in Ralchenko and Shevchenko (Theory Probab Math Stat 80, 2010) and Boufoussi et al.…

We show that the distribution of the maximum of the fractional Brownian motion $B^H$ with Hurst parameter $H\to 0$ over an $n$-point set $\tau \subset [0,1]$ can be approximated by the normal law with mean $\sqrt{\ln n}$ and variance $1/2$…

We extend the study of the square-free flow, recently introduced by Sarnak, to the more general context of B-free integers, that is to say integers with no factor in a given family B of pairwise relatively prime integers, the sum of whose…

Under certain mild conditions, some limit theorems for functionals of two independent Gaussian processes are obtained. The results apply to general Gaussian processes including fractional Brownian motion, sub-fractional Brownian motion and…

In this paper, we show that, for some constant $C > 0$, the interval $(x, x + C x^{5/26}]$ always contains a squarefree number when $x$ is sufficiently large (in terms of $C$). Our improvement comes from establishing asymptotic relations…

We prove that the Fourier dimension of the graph of fractional Brownian motion with Hurst index greater than $1/2$ is almost surely 1. This extends the result of Fraser and Sahlsten (2018) for the Brownian motion and confirms part of the…

We study statistical inference for small-noise-perturbed multiscale dynamical systems where the slow motion is driven by fractional Brownian motion. We develop statistical estimators for both the Hurst index as well as a vector of unknown…

We consider $n$ independent, identically distributed one-dimensional Brownian motions, $B_j(t)$, where $B_j(0)$ has a rapidly decreasing, smooth density function $f$. The empirical quantiles, or pointwise order statistics, are denoted by…

We present an innovating sensitivity analysis for stochastic differential equations: We study the sensitivity, when the Hurst parameter~$H$ of the driving fractional Brownian motion tends to the pure Brownian value, of probability…