Related papers: Squarefrees are Gaussian in short intervals
We study representation of square-free polynomials in the polynomial ring F[t] over a finite field F by polynomials in F[t][x]. This is a function field version of the well-studied problem of representing squarefree integers by integer…
In this article, we present the least squares estimator for the drift parameter in a linear regression model driven by the increment of a fractional Brownian motion sampled at random times. For two different random times, Jittered and…
We show that the exponent of distribution of the sequence of squarefree numbers in arithmetic progressions of prime modulus is $\geq 2/3 + 1/57$, improving a result of Prachar from 1958. Our main tool is an upper bound for certain bilinear…
Consider the number of integers in a short interval that can be represented as a sum of two squares. What is an estimate for the variance of these counts over random short intervals? We resolve a function field variant of this problem in…
Let $D$ be a square-free integer. Under certain conditions on $D$, we characterize non-constant arithmetic progressions of squares over quadratic extensions of $\mathbb{Q}(\sqrt{D})$.
Given f in Z[x_1,...,x_n], we compute the density of x in Z^n such that f(x) is squarefree, assuming the abc conjecture. Given f,g in Z[x_1,...,x_n], we compute unconditionally the density of x in Z^n such that gcd(f(x),g(x))=1. Function…
For equidistant discretizations of fractional Brownian motion (fBm), the probabilities of ordinal patterns of order d=2 are monotonically related to the Hurst parameter H. By plugging the sample relative frequency of those patterns…
We consider Gaussian signals, i.e. random functions $u(t)$ ($t/L \in [0,1]$) with independent Gaussian Fourier modes of variance $\sim 1/q^{\alpha}$, and compute their statistical properties in small windows $[x, x+\delta]$. We determine…
We prove some new statements on the distribution of $\mathcal{B}$-free numbers in short intervals. In particular, we show an asymptotic result for the variance of the number of $\mathcal{B}$-free integers in random short intervals which…
The happy function $H: \mathbb{N} \rightarrow \mathbb{N}$ sends a positive integer to the sum of the squares of its digits. A number $x$ is said to be happy if the sequence $\{H^n(x)\}^\infty_{n=1}$ eventually reaches one. A basic open…
We consider stochastic integration with respect to fractional Brownian motion (fBm) with $H < 1/2$. The integral is constructed as the limit, where it exists, of a sequence of Riemann sums. A theorem by Gradinaru, Nourdin, Russo & Vallois…
Erd\H{o}s and Hall studied the angular distribution of Gaussian integers with a fixed norm. We generalize their result to the angular distribution of integral ideal numbers with a fixed norm in any quadratic extension.
We derive rates of contraction of posterior distributions on nonparametric or semiparametric models based on Gaussian processes. The rate of contraction is shown to depend on the position of the true parameter relative to the reproducing…
Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…
Within the rough path framework we prove the continuity of the solution to random differential equations driven by fractional Brownian motion with respect to the Hurst parameter $H$ when $H \in (1/3, 1/2]$.
The paper suggests a way of stochastic integration of random integrands with respect to fractional Brownian motion with the Hurst parameter H> 1/2. The integral is defined initially on the processes that are "piecewise" predictable on a…
We construct and study branching fractional Brownian motion with Hurst parameter $H\in(1/2,1)$. The construction relies on a generalization of the discrete approximation of fractional Brownian motion (Hammond and Sheffield, Probability…
Using structures of Abstract Wiener Spaces, we define a fractional Brownian field indexed by a product space $(0,1/2] \times L^2(T,m)$, $(T,m)$ a separable measure space, where the first coordinate corresponds to the Hurst parameter of…
We analyse a class of estimators of the generalized diffusion coefficient for fractional Brownian motion $B_t$ of known Hurst index $H$, based on weighted functionals of the single time square displacement. We show that for a certain choice…
Starting from the construction of a geometric rough path associated with a fractional Brownian motion with Hurst parameter $H\in]{1/4}, {1/2}[$ given by Coutin and Qian (2002), we prove a large deviation principle in the space of geometric…