Related papers: A New Bound on the Cumulant Generating Function of…

In this paper, we build upon the asymptotic theory for GARCH processes, considering the general class of augmented GARCH($p$, $q$) processes. Our contribution is to complement the well-known univariate asymptotics by providing a joint…

We study the convergence of probability measures in terms of moments by applying operators to their Bessel generating functions. We consider a general setting of applying operators such as the Dunkl operator to formal power series that are…

Drees and Rootz\'en [2010] have proven central limit theorems (CLT) for empirical processes of extreme values cluster functionals built from $\beta$-mixing processes. The problem with this family of $\beta$-mixing processes is that it is…

We prove that when $f$ is a Rademacher random multiplicative function for any $\epsilon>0$, then $\sum_{n \leqslant x}\frac{f(n)}{\sqrt{n}} \ll (\log\log(x))^{3/4+\epsilon}$ for almost all $f$. We also show that there exist arbitrarily…

The spectacular success of deep generative models calls for quantitative tools to measure their statistical performance. Divergence frontiers have recently been proposed as an evaluation framework for generative models, due to their ability…

In this work, we propose a novel framework for large-scale Gaussian process (GP) modeling. Contrary to the global, and local approximations proposed in the literature to address the computational bottleneck with exact GP modeling, we employ…

With the aim of derive a quasi-monomiality formulation in the context of discrete hypercomplex variables, one will amalgamate through a Clifford-algebraic structure of signature $(0,n)$ the umbral calculus framework with Lie-algebraic…

In this article, we study the logarithm of the central value $L\left(\frac{1}{2}, \chi_D\right)$ in the symplectic family of Dirichlet $L$-functions associated with the hyperelliptic curve of genus $\delta$ over a fixed finite field…

We establish a precise connection between two elliptic quasilinear problems with Dirichlet data in a bounded domain of $\mathbb{R}^{N}.$ The first one, of the form \[ -\Delta_{p}u=\beta(u)| \nabla u| ^{p}+\lambda f(x)+\alpha, \] involves a…

Gaussian processes (GPs) and Gaussian random fields (GRFs) are essential for modelling spatially varying stochastic phenomena. Yet, the efficient generation of corresponding realisations on high-resolution grids remains challenging,…

We obtain large $n$ asymptotics for the $m$-point moment generating function of the disk counting statistics of the Mittag-Leffler ensemble. We focus on the critical regime where all disk boundaries are merging at speed…

In two dimensional conformal field theories the limit of large central charge plays the role of a semi-classical limit. Certain universal observables, such as conformal blocks involving the exchange of the identity operator, can be expanded…

The Sine-Gordon model is obtained by tilting the law of a log-correlated Gaussian field $X$ defined on a subset of $\mathbb{R}^d$ by the exponential of its cosine, namely $\exp(\alpha \smallint \cos (\beta X))$. It is an important model in…

We establish explicit, universal, and distribution-free bounds for the $n$-th cumulant, $\kappa_n(X)$, of a scalar random variable, controlled solely by an $n$-th order absolute moment functional $M_n(X)$. The bounds take the form…

The weak gravity conjecture has been invoked to conjecture that the dimensions of charged operators in a CFT should obey a superadditivity relation (sometimes referred to as convexity). In this paper, we study superadditivity of the…

We propose the supervised hierarchical Dirichlet process (sHDP), a nonparametric generative model for the joint distribution of a group of observations and a response variable directly associated with that whole group. We compare the sHDP…

Modern machine learning models are typically trained via multi-pass stochastic gradient descent (SGD) with small batch sizes, and understanding their dynamics in high dimensions is of great interest. However, an analytical framework for…

We consider the generating function of the sine point process on $m$ consecutive intervals. It can be written as a Fredholm determinant with discontinuities, or equivalently as the convergent series \begin{equation*} \sum_{k_{1},...,k_{m}…

In this paper, we study the existence of a solution for a class of Dirichlet problems with a singularity and a convection term. Precisely, we consider the existence of a positive solution to the Dirichlet problem $$-\Delta_p u =…

Let $\varrho$ be a complex number and let $f$ be a multiplicative arithmetic function whose Dirichlet series takes the form $\zeta(s)^\varrho G(s)$, where $G$ is associated to a multiplicative function $g$. The classical Selberg-Delange…