Related papers: Berry-Ess\'een bound for complex Wiener-It\^{o} in…
A powerful robust mean estimator introduced by Catoni (2012) allows for mean estimation of heavy-tailed data while achieving the performance characteristics of classical mean estimator for sub-Gaussian data. While Catoni's framework has…
We derive a Gaussian Central Limit Theorem for the sample quantiles based on locally dependent random variables with explicit convergence rate. Our approach is based on converting the problem to a sum of indicator random variables, applying…
Quantitative limit theorems for non-linear functionals on the Wiener space are considered. Given the possibly infinite sequence of kernels of the chaos decomposition of such a functional, an estimate for different probability distances…
We prove two bounds for discrete moments of Weyl sums. The first one can be obtained using a standard approach. The second one involves an observation how this method can be improved, which leads to a sharper bound in certain ranges. The…
Bayesian optimal experimental design (OED) provides a principled framework for selecting observations or experiments. We introduce new Bayesian design criteria based on the expected Wasserstein-$p$ distance between the prior and posterior…
Due to the effort of a number of authors, the value c_u of the absolute constant factor in the uniform Berry--Esseen (BE) bound for sums of independent random variables has been gradually reduced to 0.4748 in the iid case and 0.5600 in the…
We establish a Gaussian upper bound of the heat kernel for the Laplace-Beltrami operator on complete Riemannian manifolds with Bakry-\'Emery Ricci curvature bounded below. As applications, we first prove an L^1-Liouville property for…
The dynamic optimality conjecture, postulating the existence of an $O(1)$-competitive online algorithm for binary search trees (BSTs), is among the most fundamental open problems in dynamic data structures. Despite extensive work and some…
We consider the stochastic integrals of multivariate point processes and study their concentration phenomena. In particular, we obtain a Bernstein type of concentration inequality through Dol\'eans-Dade exponential formula and a uniform…
An open problem that is widely regarded as one of the most important in quantum query complexity is to resolve the quantum query complexity of the k-distinctness function on inputs of size N. While the case of k=2 (also called Element…
We present new exact expressions for a class of moments for the geometric Brownian motion, in terms of determinants, obtained using a recurrence relation and combinatorial arguments for the case of a Ito's Wiener process. We then apply the…
In the theory of second-order, nonlinear elliptic and parabolic equations, obtaining local or global gradient bounds is often a key step for proving the existence of solutions but it may be even more useful in many applications, for example…
In this paper, we derive distributional convergence rates for the magnetization vector and the maximum pseudolikelihood estimator of the inverse temperature parameter in the tensor Curie-Weiss Potts model. Limit theorems for the…
A formula is given for the Seiberg-Witten invariants of a 4-manifold that is cut along certain kinds of 3-dimensional tori. The formula involves a Seiberg-Witten invariant for each of the resulting pieces.
Several theoretical and astrophysical problems - including gravitational-wave modeling for extreme mass-ratio inspirals - require accurate time-domain solutions of the spin-weight $s=-2$ Teukolsky equation in Boyer-Lindquist coordinates.…
This paper deals with the rate of convergence for the central limit theorem of estimators of the drift coefficient, denoted $\theta$, for a Ornstein-Uhlenbeck process $X \coloneqq \{X_t,t\geq0\}$ observed at high frequency. We provide an…
Determining the asymptotic algebraic complexity of matrix multiplication, succinctly represented by the matrix multiplication exponent $\omega$, is a central problem in algebraic complexity theory. The best upper bounds on $\omega$, leading…
Berry and Tabor conjectured in 1977 that spectra of generic integrable quantum systems have the same local statistics as a Poisson point process. We verify their conjecture in the case of the two-point spectral density for a quantum…
We prove a multivariate version of Bernstein's inequality about the probability that degenerate $U$-statistics take a value larger than some number $u$. This is an improvement of former estimates for the same problem which yields an…
We study a variety of Wasserstein distributionally robust optimization (WDRO) problems where the distributions in the ambiguity set are chosen by constraining their Wasserstein discrepancies to the empirical distribution. Using the notion…