Related papers: Non-standard boundary behaviour in two-component m…

Unlike typical phase transitions of first and second order, a system displaying the Thouless effect exhibits characteristics of both at the critical point (jumps in the order parameter and anomalously large fluctuations). An $extreme$…

Given $\alpha \in (0, \infty)$ and $r \in (0, \infty)$, let ${\cal D}_{r, \alpha}$ be the disc of radius $r$ in the hyperbolic plane having curvature $-\alpha^2$. Consider the Poisson point process having uniform intensity density on ${\cal…

Large deviation behavior of the largest eigenvalue $\lambda_1$ of Gaussian networks (Erd\H{o}s-R\'enyi random graphs $\mathcal{G}_{n,p}$ with i.i.d. Gaussian weights on the edges) has been the topic of considerable interest. Recently in…

Let (RU_1, R U_2) be a given bivariate scale mixture random vector, with R>0 being independent of the bivariate random vector (U_1,U_2). In this paper we derive exact asymptotic expansions of the tail probability P{RU_1> x, RU_2> ax}, a \in…

The problem of inferring the distribution of a random vector given that its norm is large requires modeling a homogeneous limiting density. We suggest an approach based on graphical models which is suitable for high-dimensional vectors. We…

We consider a parabolic non-local free boundary problem that has been derived as a limit of a bulk-surface reaction-diffusion system which models cell polarization. In previous papers, we have established well-posedness of this problem and…

We study the behavior of high-dimensional robust regression estimators in the asymptotic regime where $p/n$ tends to a finite non-zero limit. More specifically, we study ridge-regularized estimators, i.e…

We study a translational invariant free fermions model in imaginary time, with nearest neighbor and next-nearest neighbor hopping terms, for a class of inhomogeneous boundary conditions. This model is known to give rise to limit shapes and…

Modelling non-homogeneous and multi-component data is a problem that challenges scientific researchers in several fields. In general, it is not possible to find a simple and closed form probabilistic model to describe such data. That is why…

We present a technique to investigate the stationary states of a system of a collisionless system confined by an external potential and coupled to boundary reservoirs through prescribed reinjection rules. We consider a family of boundary…

Estimating extreme quantiles is an important task in many applications, including financial risk management and climatology. More important than estimating the quantile itself is to insure zero coverage error, which implies the quantile…

Concentration inequalities form an essential toolkit in the study of high dimensional (HD) statistical methods. Most of the relevant statistics literature in this regard is based on sub-Gaussian or sub-exponential tail assumptions. In this…

One-rank perturbations of Wigner matrices have been closely studied: let $P=\frac{1}{\sqrt{n}}A+\theta vv^T$ with $A=(a_{ij})_{1 \leq i,j \leq n} \in \mathbb{R}^{n \times n}$ symmetric, $(a_{ij})_{1 \leq i \leq j \leq n}$ i.i.d. with…

Let the dimension $N$ of data and the sample size $T$ tend to $\infty$ with $N/T \to c > 0$. The spectral properties of a sample correlation matrix $\mathbf{C}$ and a sample covariance matrix $\mathbf{S}$ are asymptotically equal whenever…

The large deviation functional of the density field in the weakly asymmetric exclusion process with open boundaries is studied using a combination of numerical and analytical methods. For appropriate boundary conditions and bulk drives the…

We consider the Cox regression model and prove some properties of the maximum partial likelihood estimator $\hat\beta_n$ and of the the Breslow estimator $\Lambda_n$. The asymptotic properties of these estimators have been widely studied in…

We develop the halo model of large-scale structure as an accurate tool for probing primordial non-Gaussianity. In this study we focus on understanding the matter clustering at several redshifts. The primordial non-Gaussianity is modeled as…

We consider the lossless compression bound of any individual data sequence. If we fit the data by a parametric model, the entropy quantity $nH({\hat \theta}_n)$ obtained by plugging in the maximum likelihood estimate is an underestimate of…

The critical behavior of semi-infinite $d$-dimensional systems with $n$-component order parameter $\bm{\phi}$ and short-range interactions is investigated at an $m$-axial bulk Lifshitz point whose wave-vector instability is isotropic in an…

The edges in networks are not only binary, either present or absent, but also take weighted values in many scenarios (e.g., the number of emails between two users). The covariate-$p_0$ model has been proposed to model binary directed…