Related papers: The expected Euler characteristic approximation to…

We derive normal approximation bounds in the Wasserstein distance for sums of weighted U-statistics, based on a general distance bound for functionals of independent random variables of arbitrary distributions. Those bounds are applied to…

Optimal transport is a powerful framework for computing distances between probability distributions. We unify the two main approaches to optimal transport, namely Monge-Kantorovitch and Sinkhorn-Cuturi, into what we define as Tsallis…

We analyze the distance $\mathcal{R}_T(u)$ between the first and the last passage time of $\{X(t)-ct:t\in [0,T]\}$ at level $u$ in time horizon $T\in(0,\infty]$, where $X$ is a centered Gaussian process with stationary increments and…

One of the most remarkable features of known nonstationary solutions to the incompressible Euler equations is the phenomenon known as the Taylor hypothesis, which predicts that coarse scale averages of the velocity carry the fine scale…

We construct a continuous-time non-commutative random walk on $U(\mathfrak{gl}_N)$ with dilation maps $U(\mathfrak{gl}_N)\rightarrow L^2(U(N))^{\otimes\infty}$. This is an analog of a continuous-time non-commutative random walk on the group…

We develop a novel computational method for evaluating the extreme excursion probabilities arising for random initialization of nonlinear dynamical systems. The method uses a Markov chain Monte Carlo or a Laplace approximation approach to…

We give an overview of the recent asymptotic results on the geometry of excursion sets of stationary random fields. Namely, we cover a number of limit theorems of central type for the volume of excursions of stationary (quasi--, positively…

In this paper we obtain some explicit expressions for the Euler characteristic of a rank n coherent sheaf F on P^N and of its twists F(t) as polynomials in the Chern classes c_i(F), also giving algorithms for the computation. The employed…

Consider the point process (in $\mathbb{R}^d$) of local maxima of smooth Gaussian fields, with sufficient decay of correlation at infinity, above a level $u$. We show that this point process, rescaled appropriately, converges weakly to a…

Studying the geometry generated by Gaussian and Gaussian- related random fields via their excursion sets is now a well developed and well understood subject. The purely non-Gaussian scenario has, however, not been studied at all. In this…

Let $X(t)=(X_1(t), \dots, X_n(t)), t\in \mathcal{T}\subset \mathbb{R} $ be a centered vector-valued Gaussian process with independent components and continuous trajectories, and $h(t)=(h_1(t),\dots, h_n(t)), t\in \mathcal{T} $ be a…

We present a method, based on the correlation function of excursion sets above a given threshold, to test the Gaussianity of the CMB temperature fluctuations in the sky. In particular, this method can be applied to discriminate between…

We study a mean field approximation for the 2D Euler vorticity equation driven by a transport noise. We prove that the Euler equations can be approximated by interacting point vortices driven by a regularized Biot-Savart kernel and the same…

We present several refinements on the fluctuations of sequences of random vectors (with values in the Euclidean space $\mathbb{R}^d$) which converge after normalization to a multidimensional Gaussian distribution. More precisely we refine…

We prove a conjecture due to Sturmfels and Uhler concerning the degree of the projective variety associated to the Gaussian graphical model of the cycle. We involve new methods based on the intersection theory in the space of complete…

Let $X_1, \ldots , X_n$ be i.i.d. random vectors in $\mathbb{R}^d$ with $\|X_1\| \le \beta$. Then, we show that $\frac{1}{\sqrt{n}}(X_1 + \ldots + X_n)$ converges to a Gaussian in quadratic transportation (also known as "Kantorovich" or…

A new class of explicit Euler schemes, which approximate stochastic differential equations (SDEs) with superlinearly growing drift and diffusion coefficients, is proposed in this article. It is shown, under very mild conditions, that these…

Let G be a locally compact group, let X be a universal proper G-space, and let Z be a G-equivariant compactification of X that is H-equivariantly contractible for each compact subgroup H of G. Let W be the resulting boundary. Assuming the…

We uncover universal statistical properties of the trajectories of heavy inertial particles in three-dimensional, statistically steady, homogeneous, and isotropic turbulent flows by extensive direct numerical simulations. We show that the…

We show that the maximum likelihood degree of a smooth very affine variety is equal to the signed topological Euler characteristic. This generalizes Orlik and Terao's solution to Varchenko's conjecture on complements of hyperplane…