Related papers: Squarefrees are Gaussian in short intervals

We show estimates for the distribution of $k$-free numbers in short intervals and arithmetic progressions. We argue that, at least in certain ranges, these estimates agree with a conjecture by H. L. Montgomery.

We define weighted fractional Brownian sheets, which are a class of Gaussian random fields with four parameters that include fractional Brownian sheets as special cases, and we give some of their properties. We show that for certain values…

Let $K$ be a fixed number field, and assume that $K$ is Galois over $\qq$. Previously, the author showed that when estimating the number of prime ideals with norm congruent to $a$ modulo $q$ via the Chebotar\"ev Density Theorem, the mean…

We study fractional Brownian motion (fBm) characterized by the Hurst exponent H. Using a Monte Carlo sampling technique, we are able to numerically generate fBm processes with an absorbing boundary at the origin at discrete times for a…

Consider binary observations whose response probability is an unknown smooth function of a set of covariates. Suppose that a prior on the response probability function is induced by a Gaussian process mapped to the unit interval through a…

We study a least squares estimator $\hat {\theta}_T$ for the Ornstein-Uhlenbeck process, $dX_t=\theta X_t dt+\sigma dB^H_t$, driven by fractional Brownian motion $B^H$ with Hurst parameter $H\ge \frac12$. We prove the strong consistence of…

This note is devoted to show how to push forward the algebraic integration setting in order to treat differential systems driven by a noisy input with H\"older regularity greater than 1/4. After recalling how to treat the case of ordinary…

We study the short-time Fourier transform on the space $\mathcal{K}_{1}'(\mathbb{R}^n)$ of distributions of exponential type. We give characterizations of $\mathcal{K}_{1}'(\mathbb{R}^n)$ and some of its subspaces in terms of modulation…

We describe various properties of continued fraction expansions of complex numbers in terms of Gaussian integers. Numerous distinct such expansions are possible for a complex number. They can be arrived at through various algorithms, as…

This paper records some apparently new results for the partition of integer intervals [1, n] into weakly sum-free subsets. These were produced using a method closely related to that used by Schur in 1917. New lower bounds can be produced in…

This paper concerns the so-called diffusion in the curl of the 2d Gaussian free field, and its generalization to higher dimensions $n \geq 2$, building on the scale-by-scale homogenization approach developed recently by Chatzigeorgiou,…

We progress with the investigation started in article \cite{Roman2022}, namely the analysis of the asymptotic behaviour of $Q_{\mathcal{P}}(x)$ for different sets $\mathcal{P}$, where $Q_{\mathcal{P}}(x)$ is the element count of the set…

We determine the exact Hausdorff measure functions for the range and level sets of a class of Gaussian random fields satisfying sectorial local nondeterminism and other assumptions. We also establish a Chung-type law of the iterated…

Consider a discrete-time martingale $\{X_t\}$ taking values in a Hilbert space $\mathcal H$. We show that if for some $L \geq 1$, the bounds $\mathbb{E} \left[\|X_{t+1}-X_t\|_{\mathcal H}^2 \mid X_t\right]=1$ and $\|X_{t+1}-X_t\|_{\mathcal…

We show that various identities from [1] and [3] involving Gould-Hopper polynomials can be deduced from the real but also complex orthogonal invariance of multivariate Gaussian distributions. We also deduce from this principle a useful…

The following anticoncentration property is proved. The probability that the $k$-order statistic of an arbitrarily correlated jointly Gaussian random vector $X$ with unit variance components lies within an interval of length $\varepsilon$…

We will consider the following stochastic differential equation (SDE): \begin{equation} X_t=X_0+\int_0^tb(X_s,\theta_0)ds+\sigma B_t,~~~t\in(0,T], \end{equation} where $\{B_t\}_{t\ge 0}$ is a fractional Brownian motion with Hurst index…

We establish limit laws for the distribution in small intervals of the roots of the quadratic congruence $\mu^2 \equiv D \bmod m$, with $D > 0$ square-free and $D\not\equiv 1 \bmod 4$. This is achieved by translating the problem to…

In this paper, we prove some central and non-central limit theorems for renormalized weighted power variations of order q>=2 of the fractional Brownian motion with Hurst parameter H in (0,1), where q is an integer. The central limit holds…

It is shown that the law of an SDE driven by fractional Brownian motion with Hurst parameter greater than 1/2 has a smooth density with respect to Lebesgue measure, provided that the driving vector fields satisfy H\"ormander's condition.…