Related papers: Irregularity scales for Gaussian processes: Hausdo…

We study the property of hitting points for a class of $\mathbb{R}^d$-valued continuous Gaussian random fields on $\mathbb{R}^N$ with stationary increments, i.i.d. coordinates, and a regularly varying variance function $\sigma$ of index…

Consider a discrete-time martingale $\{X_t\}$ taking values in a Hilbert space $\mathcal H$. We show that if for some $L \geq 1$, the bounds $\mathbb{E} \left[\|X_{t+1}-X_t\|_{\mathcal H}^2 \mid X_t\right]=1$ and $\|X_{t+1}-X_t\|_{\mathcal…

Let $a_n$ be the random increasing sequence of natural numbers which takes each value independently with decreasing probability of order $n^{-\alpha}$, $0 < \alpha < 1/2$. We prove that, almost surely, for every measure-preserving system…

We show that, generically, the unique invariant measure of a sufficiently regular piecewise smooth circle homeomorphism with irrational rotation number and zero mean nonlinearity (e.g., piecewise linear) has zero Hausdorff dimension. To…

We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…

Poisson processes in the space of $k$-dimensional totally geodesic subspaces ($k$-flats) in a $d$-dimensional standard space of constant curvature $\kappa\in\{-1,0,1\}$ are studied, whose distributions are invariant under the isometries of…

We prove uniform Hausdorff and packing dimension results for the inverse images of a large class of real-valued symmetric L\'evy processes. Our main result for the Hausdorff dimension extends that of Kaufman (1985) for Brownian motion and…

We establish a transversality theorem for multiple-point crossings under generic linear perturbations with explicit Hausdorff measure estimates for the exceptional parameter set, and hence explicit upper bounds on its Hausdorff dimension.…

We show that whenever a separable subset $S$ of a complete metric space $X$ admits a $d$-dimensional weak tangent field, the set $S$ is close to being $d$-dimensional in the following sense. Whenever $\mu$ is a Borel finite measure on $X$…

The aim of this paper is to establish the uniform convergence of the densities of a sequence of random variables, which are functionals of an underlying Gaussian process, to a normal density. Precise estimates for the uniform distance are…

We prove that, for every norm on $\mathbb{R}^d$ and every $E \subseteq \mathbb{R}^d$, the Hausdorff dimension of the distance set of $E$ with respect to that norm is at least $\dim_{\mathrm{H}} E - (d-1)$. An explicit construction follows,…

Max-stable processes are increasingly widely used for modelling complex extreme events, but existing fitting methods are computationally demanding, limiting applications to a few dozen variables. $r$-Pareto processes are mathematically…

A real number $x$ is considered normal in an integer base $b \geq 2$ if its digit expansion in this base is ``equitable'', ensuring that for each $k \geq 1$, every ordered sequence of $k$ digits from $\{0, 1, \ldots, b-1\}$ occurs in the…

We consider a system of $d$ non-linear stochastic heat equations in spatial dimension $k \geq 1$, whose solution is an $\R^d$-valued random field $u= \{u(t\,,x),\, (t,x) \in \R_+ \times \R^k\}$. The $d$-dimensional driving noise is white in…

We prove that if the Hausdorff dimension of a compact subset of ${\mathbb R}^d$ is greater than $\frac{d+1}{2}$, then the set of angles determined by triples of points from this set has positive Lebesgue measure. Sobolev bounds for…

Let $G=\{G(x),x\ge 0\}$ be a mean zero Gaussian process with stationary increments and set $\sigma^2(|x-y|)= E(G(x)-G(y))^2$. Let $f$ be a function with $Ef^{2}(\eta)<\ff$, where $\eta=N(0,1)$. When $\sigma^2$ is regularly varying at zero…

In this article, we consider a series $X(t)=\sum_{j \geq 1}\Psi_j(t) Z_j(t),t \in [0,1]$ of random processes with sample paths in the space $D=D[0,1]$ of c\`adl\`ag functions (i.e. right-continuous functions with left limits) on $[0,1]$. We…

We prove new bounds on the dimensions of distance sets and pinned distance sets of planar sets. Among other results, we show that if $A\subset\mathbb{R}^2$ is a Borel set of Hausdorff dimension $s>1$, then its distance set has Hausdorff…

Let $A$ be an isotropic, sub-gaussian $m \times n$ matrix. We prove that the process $Z_x := \|Ax\|_2 - \sqrt m \|x\|_2$ has sub-gaussian increments. Using this, we show that for any bounded set $T \subseteq \mathbb{R}^n$, the deviation of…

We study two one-parameter families of point processes connected to random matrices: the Sine_beta and Sch_tau processes. The first one is the bulk point process limit for the Gaussian beta-ensemble. For beta=1, 2 and 4 it gives the limit…