Related papers: Upper tails for arithmetic progressions revisited
Several novel statistical methods have been developed to estimate large integrated volatility matrices based on high-frequency financial data. To investigate their asymptotic behaviors, they require a sub-Gaussian or finite high-order…
We derive two-sided bounds for moments and tails of random quadratic forms (random chaoses of order $2$), generated by independent symmetric random variables such that $\lVert X \rVert_{2p} \leq \alpha \lVert X \rVert_p$ for any $p\geq 1$…
We study tail probabilities via some Gaussian approximations. Our results make refinements to large deviation theory. The proof builds on classical results by Bahadur and Rao. Binomial distributions and their tail probabilities are…
We study efficient algorithms for linear regression and covariance estimation in the absence of Gaussian assumptions on the underlying distributions of samples, making assumptions instead about only finitely-many moments. We focus on how…
We consider a family of multivariate distributions with heavy-tailed margins and the type I elliptical dependence structure. This class of risks is common in finance, insurance, environmental and biostatistic applications. We obtain the…
We study the entropy $S$ of longest increasing subsequences (LIS), i.e., the logarithm of the number of distinct LIS. We consider two ensembles of sequences, namely random permutations of integers and sequences drawn i.i.d.\ from a limited…
By using a probabilistic technique based on the exponential change of measure we find a precise tail asymptotic behavior of some perpetuities with distributions close to the Dickman distribution.
Bayesian composite likelihood estimation of the tail index of a heavy-tailed distribution is addressed when data are randomly right-censored. Maximum a posteriori and mean posterior estimators are constructed under Jeffrey's prior…
Let $G$ be a multiplicative subgroup of the prime field $\mathbb F_p$ of size $|G|> p^{1-\kappa}$ and $r$ an arbitrarily fixed positive integer. Assuming $\kappa=\kappa(r)>0$ and $p$ large enough, it is shown that any proportional subset…
It is common to hold prior beliefs that are not characterized by points in the parameter space but instead are relational in nature and can be described by a linear subspace. While some previous work has been done to account for such prior…
Using a non-perturbative method developed in a previous article (paper II) we investigate the tails of the probability distribution $P(\rho_R)$ of the overdensity within spherical cells. We show that our results for the low-density tail of…
In line with the notion of probabilistic rough paths introduced in the previous contribution \cite{salkeld2021Probabilistic}, we address corresponding random controlled rough paths (first introduced in \cite{2019arXiv180205882.2B}), the…
Let $S$ be a string of $l$ decimal digits. We give an explicit upper bound on some prime $p$ whose decimal representation contains the string $S$. We also show, as a corollary of the Green-Tao theorem, that there are arbitrarily long…
Turing progressions have been often used to measure the proof-theoretic strength of mathematical theories. Turing progressions based on $n$-provability give rise to a $\Pi_{n+1}$ proof-theoretic ordinal. As such, to each theory $U$ we can…
We consider the asymptotic behaviour of the marginal maximum likelihood empirical Bayes posterior distribution in general setting. First we characterize the set where the maximum marginal likelihood estimator is located with high…
A new multivariate integer-valued Generalized AutoRegressive Conditional Heteroscedastic process based on a multivariate Poisson generalized inverse Gaussian distribution is proposed. The estimation of parameters of the proposed…
Consider the continuous greedy paths model: given a $d$-dimensional Poisson point process with positive marks interpreted as masses, let $\mathrm P(\ell)$ denote the maximum mass gathered by a path of length $\ell$ starting from the origin.…
In two recent papers we introduced some new techniques for constructing an extension of a probability-preserving system $T:\mathbb{Z}^d\curvearrowright (X,\mu)$ that enjoys certain desirable properties in connexion with the asymptotic…
Understanding the generalization properties of heavy-tailed stochastic optimization algorithms has attracted increasing attention over the past years. While illuminating interesting aspects of stochastic optimizers by using heavy-tailed…
Suppose that $(Z_n)_{n\geq0}$ is a supercritical branching process in independent and identically distributed random environment. The right tail function of the scaled growth rate for $(Z_n)_{n\geq0}$ is studied. The upper bounds for…