Related papers: The expected Euler characteristic approximation to…

We study percolative properties of excursion processes and the discrete Gaussian free field (dGFF) in the planar unit disk. We consider discrete excursion clouds, defined using random walks as a two-dimensional version of random…

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…

Let $k$ be a field and let $\text{GW}(k)$ be the Grothendieck-Witt ring of virtual non-degenerate symmetric bilinear forms over $k$. We develop methods for computing the quadratic Euler characteristic $\chi(X/k)\in \text{GW}(k)$ for $X$ a…

The characteristic measure of excursions away from a regular point is studied for a class of symmetric L\'evy processes without Gaussian part. It is proved that the harmonic transform of the killed process enjoys Feller property. The result…

We derive a large deviation principle for families of random variables in the basin of attraction of spectrally positive stable distributions by proving a uniform version of the Tauberian theorem for Laplace-Stieltjes transforms. The main…

This paper develops methods to study the distribution of Eulerian statistics defined by second-order recurrence relations. We define a random process to decompose the statistics over compositions of integers. It is shown that the numbers of…

We consider upper bounds for the approximation error E|g(X)-g(\hat X)|^p, where X and \hat X are random variables such that \hat X is an approximation of X in the L_p-norm, and the function g belongs to certain function classes, which…

Preferential sampling is a common feature in geostatistics and occurs when the locations to be sampled are chosen based on information about the phenomena under study. In this case, point pattern models are commonly used as the probability…

The strong convergence of Euler approximations of stochastic delay differential equations is proved under general conditions. The assumptions on drift and diffusion coefficients have been relaxed to include polynomial growth and only…

We present a new method for approximating real-valued functions on ${\mathbb R}^+$ by linear combinations of exponential functions with complex coefficients. The approach is based on a multi-point Pad\'e approximation of the Laplace…

Due to their conjugate posteriors, Gaussian process priors are attractive for estimating the drift of stochastic differential equations with continuous time observations. However, their performance strongly depends on the choice of the…

We derive in this paper Gaussian estimates for a general parabolic equation $u_{t}-\big(a(x)u_{x}\big)_x= r(x)u$ over $\mathbb{R}$. Here $a$ and $r$ are only assumed to be bounded, measurable and $\mathrm{essinf}_{\mathbb{R}} a>0$. We first…

In this paper we study the variance of the Euler totient function (normalized to $\varphi(n)/n$) in the integers $\mathbb{Z}$ and in the polynomial ring $\mathbb{F}_q[T]$ over a finite field $\mathbb{F}_q$. It turns out that in…

We provide a deterministic $\tilde{O}(\log N)$-space algorithm for estimating random walk probabilities on undirected graphs, and more generally Eulerian directed graphs, to within inverse polynomial additive error…

This paper considers the robust and efficient implementation of Gaussian process regression with a Student-t observation model. The challenge with the Student-t model is the analytically intractable inference which is why several…

Latent Gaussian models have a rich history in statistics and machine learning, with applications ranging from factor analysis to compressed sensing to time series analysis. The classical method for maximizing the likelihood of these models…

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…

A key challenge in off-road navigation is that even visually similar terrains or ones from the same semantic class may have substantially different traction properties. Existing work typically assumes no wheel slip or uses the expected…

Let $X$ be a linear diffusion taking values in $(\ell,r)$ and consider the standard Euler scheme to compute an approximation to $\mathbb{E}[g(X_T)\mathbf{1}_{[T<\zeta]}]$ for a given function $g$ and a deterministic $T$, where…

In fully developed homogeneous and isotropic turbulence, the Lagrangian and Eulerian descriptions of motion, although formally equivalent, become statistically decoupled. In this work, by invoking Liouville theorem, we show that the joint…