Related papers: Limit theorems for multifractal products of random…
We conduct the multifractal analysis of the level sets of the asymptotic behavior of almost additive continuous potentials $(\phi_n)_{n=1}^\infty$ on a topologically mixing subshift of finite type $X$ endowed itself with a metric associated…
Non-asymptotic theory of random matrices strives to investigate the spectral properties of random matrices, which are valid with high probability for matrices of a large fixed size. Results obtained in this framework find their applications…
We investigate the asymptotic behavior of eigenfunctions of the Laplacian on Riemannian manifolds. We show that Benjamini-Schramm convergence provides a unified language for the level and eigenvalue aspects of the theory. As a result, we…
Gibbs random fields corresponding to systems of real-valued spins (e.g. systems of interacting anharmonic oscillators) indexed by the vertices of unbounded degree graphs with a certain summability property are constructed. It is proven that…
Correlated random fields are a common way to model dependence struc- tures in high-dimensional data, especially for data collected in imaging. One important parameter characterizing the degree of dependence is the asymp- totic variance…
We construct a family of measures for random fields based on the iterated subdivision of simple geometric shapes (triangles, squares, tetrahedrons) into a finite number of similar shapes. The intent is to construct continuum limits of scale…
In this paper, by using the exact tail asymptotics derived by Debicki, Hashorva and Ji (Ann. Probab. 2014), we proved the Gumbel limit theorem for the maximum of a class of non-homogeneous Gaussian random fields. By using the obtained…
This paper develops asymptotic theory of integrals of empirical quantile functions with respect to random weight functions, which is an extension of classical $L$-statistics. They appear when sample trimming or Winsorization is applied to…
There is a widespread recent interest in using ideas from statistical physics to model certain types of problems in economics and finance. The main idea is to derive the macroscopic behavior of the market from the random local interactions…
Modern density functional approximations achieve moderate accuracy at low computational cost for many electronic structure calculations. Some background is given relating the gradient expansion of density functional theory to the WKB…
We establish some uniform limit results in the setting of additive regression model estimation. Our results allow to give an asymptotic 100% confidence bands for these components. These results are stated in the framework of i.i.d random…
We consider the Riemannian random wave model of Gaussian linear combinations of Laplace eigenfunctions on a general compact Riemannian manifold. With probability one with respect to the Gaussian coefficients, we establish that, both for…
Recently, a concept of generalized multifractality, which characterizes fluctuations and correlations of critical eigenstates, was introduced and explored for all ten symmetry classes of disordered systems. Here, by using the non-linear…
This paper studies sharp and rigid isoperimetric comparison theorems and asymptotic isoperimetric properties for small and large volumes on $N$-dimensional ${\rm RCD}(K,N)$ spaces $(X,\mathsf{d},\mathscr{H}^N)$. Moreover, we obtain almost…
Let $Y_i,i\geq1$, be i.i.d. random variables having values in an $m$-dimensional manifold $\mathcal {M}\subset \mathbb{R}^d$ and consider sums $\sum_{i=1}^n\xi(n^{1/m}Y_i,\{n^{1/m}Y_j\}_{j=1}^n)$, where $\xi$ is a real valued function…
This paper develops an asymptotic likelihood theory for triangular arrays of stationary Gaussian time series depending on a multidimensional unknown parameter. We give sufficient conditions for the associated sequence of statistical models…
We study, via multiscale analysis, some defect of compactness phenomena which occur in bosonic and fermionic quantum mean-field problems. The approach relies on a combination of mean-field asymptotics and second microlocalized semiclassical…
The paper establishes the central limit theorems and proposes how to perform valid inference in factor models. We consider a setting where many counties/regions/assets are observed for many time periods, and when estimation of a global…
Current performance bounds for randomized iterative methods are often considered tight under per-iteration analyses, yet they are notoriously loose in practice. We derive asymptotic performance bounds that narrow this theory-practice gap,…
The multi-entropy and dihedral measures are a class of tractable measures for multi-partite entanglement, which are labeled by the R\'enyi index (or replica number) $n$ as in the R\'enyi entanglement entropy. The purpose of this article is…