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Let $\{X_i(t),t\ge0\}, 1\le i\le n$ be mutually independent centered Gaussian processes with almost surely continuous sample paths. We derive the exact asymptotics of $$ P\left(\exists_{t \in [0,T]} \forall_{i=1 ... n} X_i(t)> u \right) $$…
In this paper, we give a characterization of the two weight strong and weak type norm inequalities for the bilinear fractional integrals. Namely, we give the characterization of the following inequalities, \[ \|\mathcal I_\alpha…
In 2007, \'A. Baricz put forward a conjecture concerning Tur\'an-type inequalities for Gaussian hypergeometric functions (see Conjecture \ref{ConjA} in Section \ref{Sec1}). In this paper, the authors disprove this conjecture with several…
We develop a framework for generalized variational inference in infinite-dimensional function spaces and use it to construct a method termed Gaussian Wasserstein inference (GWI). GWI leverages the Wasserstein distance between Gaussian…
If $G$ is a group, we say a subset $S$ of $G$ is product-free if the equation $xy=z$ has no solutions with $x,y,z \in S$. For $D \in \mathbb{N}$, a group $G$ is said to be $D$-quasirandom if the minimal dimension of a nontrivial complex…
Expressions for (EPI Shannon type) Divergence-Power Inequalities (DPI) in two cases (time-discrete and band-limited time-continuous) of stationary random processes are given. The new expressions connect the divergence rate of the sum of…
Hwang's quasi-power theorem asserts that a sequence of random variables whose moment generating functions are approximately given by powers of some analytic function is asymptotically normally distributed. This theorem is generalised to…
If the prime numbers are pseudo-randomly distributed, then analogy with quantum systems suggests that counting primes might be modeled by a non-homogeneous Poisson process. Consequently, postulating underlying gamma statistics, more-or-less…
The theory of uniform approximation of real numbers motivates the study of products of consecutive partial quotients in regular continued fractions. For any non-decreasing positive function $\varphi:\mathbb{N}\to [2,\infty)$, we determine…
A recurrent theme in functional analysis is the interplay between the theory of positive definite functions, and their reproducing kernels, on the one hand, and Gaussian stochastic processes, on the other. This central theme is motivated by…
We study a model of spatial random permutations over a discrete set of points. Formally, a permutation $\sigma$ is sampled proportionally to the weight $\exp\{-\alpha \sum_x V(\sigma(x)-x)\},$ where $\alpha>0$ is the temperature and $V$ is…
We prove a formula for the evaluation of expectations containing a scalar function of a Gaussian random vector multiplied by a product of the random vector components, each one raised to a non-negative integer power. Some of the powers…
Hwang's quasi-power theorem asserts that a sequence of random variables whose moment generating functions are approximately given by powers of some analytic function is asymptotically normally distributed. This theorem is generalised to…
Consider a $N\times n$ matrix $\Sigma_n=\frac{1}{\sqrt{n}}R_n^{1/2}X_n$, where $R_n$ is a nonnegative definite Hermitian matrix and $X_n$ is a random matrix with i.i.d. real or complex standardized entries. The fluctuations of the linear…
Integral representations of hypergeometric functions proved to be a very useful tool for studying their properties. The purpose of this paper is twofold. First, we extend the known representations to arbitrary values of the parameters and…
It has long been agreed by academics that the inversion method is the method of choice for generating random variates, given the availability of the quantile function. However for several probability distributions arising in practice a…
In this note, we present two general classes of integral inequalities motivated by their applications to infinite dimensional systems. The inequalities possess general structures in terms of weight functions and lower quadratic bounds. Many…
In this paper we derive tight bounds on the expected value of products of {\em low influence} functions defined on correlated probability spaces. The proofs are based on extending Fourier theory to an arbitrary number of correlated…
Symmetries play a conspicuous role in the large-scale behavior of critical systems. While in equilibrium they allow to classify asymptotics into different universality classes, out of equilibrium they can emerge, some times unexpectedly, as…
Gaussian comparison inequalities provide a way of bounding probabilities relating to multivariate Gaussian random vectors in terms of probabilities of random variables with simpler correlation structures. In this paper, we establish the…