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We present some extensions of Bernstein's concentration inequality for random matrices. This inequality has become a useful and powerful tool for many problems in statistics, signal processing and theoretical computer science. The main…

Probability · Mathematics 2017-04-18 Stanislav Minsker

Motivated by the stochastic Lotka-Volterra model, we introduce discrete-state interacting multitype branching processes. We show that they can be obtained as the sum of a multidimensional random walk with a Lamperti-type change proportional…

Probability · Mathematics 2022-11-28 Maria Clara Fittipaldi , Sandra Palau

In this paper, we deal with a class of time-homogeneous continuous-time Markov processes with transition probabilities bearing a nonparametric uncertainty. The uncertainty is modeled by considering perturbations of the transition…

Probability · Mathematics 2022-04-11 Sven Fuhrmann , Michael Kupper , Max Nendel

We consider a sequence of composite Bernstein operators and the quadrature formulae associated with them. Upper bounds for the approximation error of continuous functions and for the approximation of integrals of continuous functions are…

Classical Analysis and ODEs · Mathematics 2014-02-12 Heiner Gonska , Ioan Raşa

In this paper, the sharp quantitative weighted bounds for the iterated commutators of a class of multilinear operators were systematically studied. This class of operators contains multilinear Calder\'{o}n-Zygmund operators, multilinear…

Classical Analysis and ODEs · Mathematics 2024-01-04 Jiawei Tan , Qingying Xue

Estimating the shape of an elliptical distribution is a fundamental problem in statistics. One estimator for the shape matrix, Tyler's M-estimator, has been shown to have many appealing asymptotic properties. It performs well in numerical…

Data Structures and Algorithms · Computer Science 2021-09-16 Cole Franks , Ankur Moitra

We study a one-parameter family of binomial-convolution operators acting on sequences. These operators form an additive semigroup with an explicit inverse, and they subsume iterated classical binomial transforms as a special case. We…

Combinatorics · Mathematics 2026-01-26 Johann Verwee

The coupled Wright-Fisher diffusion is a multi-dimensional Wright-Fisher diffusion for multi-locus and multi-allelic genetic frequencies, expressed as the strong solution to a system of stochastic differential equations that are coupled in…

Probability · Mathematics 2025-03-17 Martina Favero , Henrik Hult , Timo Koski

We study the length of short cycles on uniformly random metric maps (also known as ribbon graphs) of large genus using a Teichm\"uller theory approach. We establish that, as the genus tends to infinity, the length spectrum converges to a…

Probability · Mathematics 2025-04-16 Simon Barazer , Alessandro Giacchetto , Mingkun Liu

In this manuscript we analyse the long-term probability density function of non-stationary dynamical processes which are enclosed inward the Feller class of processes with time varying exponents for multiplicative noise. The update in the…

Statistical Mechanics · Physics 2009-03-21 Silvio M. Duarte Queiros

For $0<\alpha<1,$ and $\theta>-\alpha,$ let $(S^{-\alpha}_{\alpha,\theta+r})_{\{r\ge 0\}}$ denote an increasing(decreasing) sequence of variables forming a time inhomogeneous Markov chain whose marginal distributions are equivalent to…

Probability · Mathematics 2015-10-13 Lancelot F. James

We prove the existence and uniqueness of a quasi-stationary distribution for three stochastic processes derived from the model of Muller's ratchet. This model was invented with the aim of evaluating the limitations of an asexual…

Probability · Mathematics 2024-04-02 Mauro Mariani , Etienne Pardoux , Aurélien Velleret

Several groups have recently modeled evolutionary transitions from an ancestral allele to a beneficial allele separated by one or more intervening mutants. The beneficial allele can become fixed if a succession of intermediate mutants are…

Populations and Evolution · Quantitative Biology 2011-07-14 Stephen R Proulx

In this paper, we find some general and efficient sufficient conditions for the exponential convergence $W_{1,d}(P_t(x,\cdot), P_t(y,\cdot) )\le Ke^{-\delta t}d(x,y)$ for the semigroup $(P_t)$ of one-dimensional diffusion. Moreover some…

Probability · Mathematics 2017-03-03 Lingyan Cheng , Ruinan Li , Liming Wu

The main aim of this paper is to show that the nonlinear Choquet integral can be used to construct nonlinear approximation operators, exactly as by the use in probability of the Lebesgue-type integral, linear and positive approximation…

Classical Analysis and ODEs · Mathematics 2016-05-23 Sorin G Gal

We introduce simple conditions ensuring that invariant distributions of a Feller Markov chain on a compact Riemannian manifold are absolutely continuous with a lower semi-continuous, continuous or smooth density with respect to the…

Probability · Mathematics 2024-10-25 Michel Benaïm , Oliver Tough

We provide a detailed description of the structure of the transition probabilities and of the hitting distributions of boundary components of a manifold with corners for a degenerate strong Markov process arising in population genetics. The…

Analysis of PDEs · Mathematics 2017-07-27 Charles L. Epstein , Camelia A. Pop

The not necessarily unitary evolution operator of a finite dimensional quantum system is studied with the help of a projection operators technique. Applying this approach to the Schr\"odinger equation allows the derivation of an alternative…

Quantum Physics · Physics 2018-08-08 V. Semin , F. Petruccione

The goal of this paper is to develop a theory of graphon-valued stochastic processes, and to construct and analyse a natural class of such processes arising from population genetics. We consider finite populations where individuals change…

Probability · Mathematics 2019-08-20 Siva Athreya , Frank den Hollander , Adrian Röllin

Under natural assumptions, we prove the ergodicities and exponential ergodicities in Wasserstein and total variation distances of Dawson--Watanabe superprocesses without or with immigration. The strong Feller property in the total variation…

Probability · Mathematics 2020-02-24 Zenghu Li
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