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We present ray tracing simulations combined with sets of large N-body simulations. Experiments were performed to explore, for the first time, statistical properties of fluctuations in angular separations of nearby light ray pairs (the…

Astrophysics · Physics 2016-08-30 Takashi Hamana , Yannick Mellier

We establish a general framework to study the rate of convergence of a Euler type approximation scheme with decreasing time steps to the invariant measure, for a general class of stochastic systems. The error is measured in general…

Probability · Mathematics 2026-03-03 Aurélien Alfonsi , Vlad Bally , Arturo Kohatsu-Higa

Let $X(t),t\in R^d$ be a centered Gaussian random field with continuous trajectories and set $\xi_u(t)= X(f(u)t),t\in R^d$ with $f$ some positive function. Classical results establish the tail asymptotics of $P\{ \Gamma(\xi_u) > u\}$ as…

Probability · Mathematics 2017-06-09 Krzysztof Dȩbicki , Enkelejd Hashorva , Peng Liu

We propose a new Eulerian turbulence theory to obtain a closed set of equations for homogeneous, isotropic turbulent velocity field correlations and propagator functions by incorporating constraints of random Galilean invariance. This…

Mathematical Physics · Physics 2013-07-10 R. V. R. Pandya

We construct examples of degree-two U- and V-statistics of $n$ i.i.d.~heavy-tailed random vectors in $\mathbb{R}^{d(n)}$, whose $\nu$-th moments exist for ${\nu > 2}$, and provide tight bounds on the error of approximating both statistics…

Statistics Theory · Mathematics 2024-06-19 Kevin Han Huang , Peter Orbanz

In this paper, we get some convergence rates in total variation distance in approximating discretized paths of L{\'e}vy driven stochastic differential equations, assuming that the driving process is locally stable. The particular case of…

Probability · Mathematics 2022-03-08 Emmanuelle Clément

In this article, we obtain a super-exponential rate of convergence in total variation between the traces of the first $m$ powers of an $n\times n$ random unitary matrices and a $2m$-dimensional Gaussian random variable. This generalizes…

Probability · Mathematics 2020-02-06 Kurt Johansson , Gaultier Lambert

We derive, using functional methods and the bias expansion, the conditional likelihood for observing a specific tracer field given an underlying matter field. This likelihood is necessary for Bayesian-inference methods. If we neglect all…

Cosmology and Nongalactic Astrophysics · Physics 2020-05-06 Giovanni Cabass , Fabian Schmidt

Let $V$ be a possibly singular scheme-theoretic complete intersection subscheme of $\mathbb{P}^n$ over an algebraically closed field of characteristic zero. Using a recent result of Fullwood ("On Milnor classes via invariants of singular…

Algebraic Geometry · Mathematics 2017-11-15 Martin Helmer

For a centered, homogeneous R^d-valued Gaussian random field X(t), t in R^k, with covariance matrix function R(s,t) = E[X(s) X(t)^T], we investigate the exact asymptotics of kappa_u(x) = P( theta(u) * integral over [0,T]^k of 1{X(t) > u b}…

Probability · Mathematics 2025-10-09 Krzysztof Dębicki , Enkelejd Hashorva , Zbigniew Michna

In the present paper, we prove that the Wasserstein distance on the space of continuous sample-paths equipped with the supremum norm between the laws of a uniformly elliptic one-dimensional diffusion process and its Euler discretization…

Probability · Mathematics 2014-04-29 A. Alfonsi , B. Jourdain , A. Kohatsu-Higa

In the context of mod-Gaussian convergence, as defined previously in our work with J. Jacod, we obtain lower bounds for local probabilities for a sequence of random vectors which are approximately Gaussian with increasing covariance. This…

Number Theory · Mathematics 2014-02-26 E. Kowalski , A. Nikeghbali

The Evasiveness conjecture have been proved for properties of graphs on a prime-power number of vertices and the six vertices case. The ten vertices case is still unsolved. In this paper we study the size of the automorphism group of a…

Algebraic Topology · Mathematics 2016-03-15 Andres Angel , Jerson Borja

In this work we study a version of the general question of how well a Haar distributed orthogonal matrix can be approximated by a random gaussian matrix. Here, we consider a gaussian random matrix $Y_n$ of order $n$ and apply to it the…

Probability · Mathematics 2016-11-11 Carlos E. González-Guillén , Carlos Palazuelos , Ignacio Villanueva

The Euler genus of a graph is a fundamental and well-studied parameter in graph theory and topology. Computing it has been shown to be NP-hard by [Thomassen '89 & '93], and it is known to be fixed-parameter tractable. However, the…

Data Structures and Algorithms · Computer Science 2013-11-04 Chandra Chekuri , Anastasios Sidiropoulos

We study a class of Gaussian processes for which the posterior mean, for a particular choice of data, replicates a truncated Taylor expansion of any order. The data consist of derivative evaluations at the expansion point and the prior…

Machine Learning · Computer Science 2023-08-29 Toni Karvonen , Jon Cockayne , Filip Tronarp , Simo Särkkä

In this article, we study Euler characteristic techniques in topological data analysis. Pointwise computing the Euler characteristic of a family of simplicial complexes built from data gives rise to the so-called Euler characteristic…

Machine Learning · Computer Science 2024-07-25 Olympio Hacquard , Vadim Lebovici

A general theory is provided delivering convergence of maximal cyclically monotone mappings containing the supports of coupling measures of sequences of pairs of possibly random probability measures on Euclidean space. The theory is based…

Statistics Theory · Mathematics 2022-08-05 Johan Segers

In this paper we provide explicit upper bounds on some distances between the (law of the) output of a random Gaussian NN and (the law of) a random Gaussian vector. Our results concern both shallow random Gaussian neural networks with…

Let $T$ be the Student one- or two-sample $t$-, $F$-, or Welch statistic. Now release the underlying assumptions of normality, independence and identical distribution and consider a more general case where one only assumes that the vector…

Statistics Theory · Mathematics 2014-10-23 Dmitrii Zholud