Related papers: Limit theorems for $\sigma$-localized \'Emery conv…
Let $(\Omega,\mathcal{F}, \mathbb{P})$ be a probability space and $E$ be a finite set. Assume that $X=(X_n)$ is an irreducible and aperiodic Markov chain, defined on $(\Omega,\mathcal{F}, \mathbb{P})$, with values in $E$ and with transition…
We show that a locally symmetric space of noncompact type and with finite volume is quasi-isometric to the euclidean cone over a finite simplicial complex. A detailed analysis of metric properties yields a proof of a conjecture of Siegel.
Some limit theorems of the type $\int_{\Omega}f_n dm_n -- --> \int_{\Omega}f dm$ are presented for scalar, (vector), (multi)-valued sequences of m_n-integrable functions f_n. The convergences obtained, in the vector and multivalued…
In the classical $\beta$-ensembles of random matrix theory, setting $\beta = 2 \alpha/N$ and taking the $N \to \infty$ limit gives a statistical state depending on $\alpha$. Using the loop equations for the classical $\beta$-ensembles, we…
We propose \textit{DeepMartingale}, a deep-learning framework for the dual formulation of discrete-monitoring optimal stopping problems under continuous-time models. Leveraging a martingale representation, our method implements a…
This article is devoted to the problem of predicting the value taken by a random permutation $\Sigma$, describing the preferences of an individual over a set of numbered items $\{1,\; \ldots,\; n\}$ say, based on the observation of an…
We develop a theory of limits for sequences of dense abstract simplicial complexes, where a sequence is considered convergent if its homomorphism densities converge. The limiting objects are represented by stacks of measurable [0,1]-valued…
We develop a martingale approximation approach to studying the limiting behavior of quadratic forms of Markov chains. We use the technique to examine the asymptotic behavior of lag-window estimators in time series and we apply the results…
Applied to a nonnegative $m\times n$ matrix with a nonzero $\sigma$-diagonal, the sequence of matrices constructed by alternate row and column scaling conveges to a doubly stochastic matrix. It is proved that if this sequence converges…
We discuss numerical approximation methods for Random Time Change equations which possess a deterministic drift part and jump with state-dependent rates. It is first established that solutions to such equations are versions of certain…
We consider the problem of model selection type aggregation in the context of density estimation. We first show that empirical risk minimization is sub-optimal for this problem and it shares this property with the exponential weights…
Let $A$ be a commutative and unital $\mathbb{R}$-algebra, and $M$ be an Archimedean quadratic module of $A$. We define a submultiplicative seminorm $\|\cdot\|_M$ on $A$, associated with $M$. We show that the closure of $M$ with respect to…
Let $G=(V,E)$ be a finite, connected graph. We investigate a notion of boundary $\partial G \subseteq V$ and argue that it is well behaved from the point of view of potential theory. This is done by proving a number of discrete analogous of…
In this article we establish exponential moment bounds, moment bounds in fractional order smoothness spaces, a uniform H\"older continuity in time, and strong convergence rates for a class of fully discrete exponential Euler-type numerical…
Recently geometric hypergraphs that can be defined by intersections of pseudohalfplanes with a finite point set were defined in a purely combinatorial way. This led to extensions of earlier results about points and halfplanes to…
We compute the limiting distributions of the lengths of the longest monotone subsequences of random (signed) involutions with or without conditions on the number of fixed points (and negated points) as the sizes of the involutions tend to…
We study preferential attachment models where vertices enter the network with i.i.d. random numbers of edges that we call the out-degree. We identify the local limit of such models, substantially extending the work of Berger et al.(2014).…
We present a selection theorem for domains in $\mathbb{C}^n$, $n\ge 1$, which states that any tamed sequence of pointed connected open subsets admits a subsequence convergent to its own kernel in the sense of Carath\'eodory. Not only is…
If E is a locally convex topological vector space, let P(E) be the pre-ordered set of all continuous seminorms on E. We study, on the one hand, for g an infinite cardinal those locally convex spaces E which have the g-neighbourhood property…
A Helly-type theorem for diameter provides a bound on the diameter of the intersection of a finite family of convex sets in $\mathbb{R}^d$ given some information on the diameter of the intersection of all sufficiently small subfamilies. We…