Related papers: Intermediate-scale statistics for real-valued lacu…
The interaction of fluids with surface-mounted obstacles in canopy flows leads to strong turbulence that dominates dispersion and mixing in the neutrally stable atmospheric surface layer. This work focuses on intermittency in the Lagrangian…
For each $\alpha \in (0, 1)$, we construct a bounded monotone deterministic sequence $(c_k)_{k \geq 0}$ of real numbers so that the number of real roots of the random polynomial $f_n(z) = \sum_{k=0}^n c_k \varepsilon_k z^k$ is $n^{\alpha +…
Since the $\mathrm{Fibonacci}$ sequence has good properties, it's important in theory and applications, such as in combinatorics, cryptography, and so on. In this paper, for the generalized Fibonacci sequence…
The statistics of transmission through random 1D media are generally presumed to be universal and to depend only upon a single dimensionless parameter-the ratio of the sample length and the mean free path, s = L/l. Here, we show in…
In this paper, we derive asymptotic results for L^1-Wasserstein distance between the distribution function and the corresponding empirical distribution function of a stationary sequence. Next, we give some applications to dynamical systems…
Let $\alpha$ be an irrational number, let $X_1, X_2, \ldots$ be independent, identically distributed, integer-valued random variables, and put $S_k=\sum_{j=1}^k X_j$. Assuming that $X_1$ has finite variance or heavy tails $P (|X_1|>t)\sim…
For $\alpha>\beta-1>0$, we obtain two sided inequalities for the moment integral $I(\alpha,\beta)= \int_{\mathbb{R}} |x|^{-\beta}|\sin x|^{\alpha}dx$. These are then used to give the exact asymptotic behavior of the integral as $\alpha \to…
A "mysterious" relation between the number variance and the variance of the $L$-th ordered eigenvalue, first suggested by French et al. [Ann. Phys. 113, 277 (1978)], is revisited and proven to be asymptotically exact for the $\beta=2$ Dyson…
We prove limit theorems of an entirely new type for certain long memory regularly varying stationary infinitely divisible random processes. These theorems involve multiple phase transitions governed by how long the memory is. Apart from one…
We consider a family of Pomeau-Manneville type interval maps $T_\alpha$, parametrized by $\alpha \in (0,1)$, with the unique absolutely continuous invariant probability measures $\nu_\alpha$, and rate of correlations decay $n^{1-1/\alpha}$.…
Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such…
Let ${\cal H}=(q_1, \ldots q_r)$ be a finite set of coprime integers and let $n_1, n_2, \ldots$ denote the multiplicative semigroup generated by $\cal H$ and arranged in increasing order. The distribution of such sequences has been studied…
We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…
We obtain a strong renewal theorem with infinite mean beyond regular variation, when the underlying distribution belongs to the domain of geometric partial attraction a semistable law with index $\alpha\in (1/2,1]$. In the process we obtain…
We investigate Gaussian Laplacian eigenfunctions (Arithmetic Random Waves) on the three-dimensional standard flat torus, in particular the asymptotic distribution of the nodal intersection length against a fixed regular reference surface.…
We study the asymptotic behavior as $n\to \infty$ of the sequence $$S_{n}=\sum_{i=0}^{n-1} K(n^{\alpha} B^{H_{1}}_{i}) (B^{H_{2}}_{i+1}-B^{H_{2}}_{i})$$ where $B^{H_{1}}$ and $B^{H_{2}}$ are two independent fractional Brownian motions, $K$…
For long-memory time series, inference based on resampling is of crucial importance, since the asymptotic distribution can often be non-Gaussian and is difficult to determine statistically. However due to the strong dependence, establishing…
We define the quantile set of order $\alpha \in \left[ 1/2,1\right) $ associated to a law $P$ on $\mathbb{R}^{d}$ to be the collection of its directional quantiles seen from an observer $O\in \mathbb{R}^{d}$. Under minimal assumptions these…
We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…
We consider $n\times n$ random matrices $M_{n}=\sum_{\alpha =1}^{m}{\tau _{\alpha }}\mathbf{y}_{\alpha }\otimes \mathbf{y}_{\alpha }$, where $\tau _{\alpha }\in \mathbb{R}$, $\{\mathbf{y}_{\alpha }\}_{\alpha =1}^{m}$ are i.i.d. isotropic…