Related papers: Maximal Inequalities for Separately Exchangeable E…

In this paper we give optimal constants in Talagrand's concentration inequalities for maxima of empirical processes associated to independent and eventually nonidentically distributed random variables. Our approach is based on the entropy…

In this paper, we analyze the asymptotic behavior of the point process of exceedances in a spatio-temporal setting whose points are given by the rescaled occurrence times, the sites and the rescaled values of exceedances. Here, the…

We present a new framework for solving optimization problems with a diseconomy of scale. In such problems, our goal is to minimize the cost of resources used to perform a certain task. The cost of resources grows superlinearly, as $x^q$,…

The extremal index is an important parameter in the characterization of extreme values of a stationary sequence. Our new estimation approach for this parameter is based on the extremal behavior under the local dependence condition…

We obtain the best possible upper bounds for the moments of a single order statistic from independent, non-negative random variables, in terms of the population mean. The main result covers the independent identically distributed case.…

We investigate the stability of equilibrium-induced optimal values with respect to (w.r.t.) reward functions $f$ and transition kernels $Q$ for time-inconsistent stopping problems under nonexponential discounting in discrete time. First,…

This paper deals with the optimal stopping problem under partial observation for piecewise-deterministic Markov processes. We first obtain a recursive formulation of the optimal filter process and derive the dynamic programming equation of…

We investigate a branching random walk where the displacements are independent from the branching mechanism and have a stretched exponential distribution. We describe the positions of the particles in the vicinity of the rightmost particle…

Let $\{\xi(k), k \in \mathbb{Z} \}$ be a stationary sequence of random variables and let $\{S_n, n \in \mathbb{N}_+ \}$ be a transient random walk in the domain of attraction of a stable law. In the previous work \cite{Nicolas_Ahmad}, under…

Max-stable processes are widely used to model spatial extremes. These processes exhibit asymptotic dependence meaning that the large values of the process can occur simultaneously over space. Recently, inverted max-stable processes have…

We consider stationary stochastic processes arising from dynamical systems by evaluating a given observable along the orbits of the system. We focus on the extremal behaviour of the process, which is related to the entrance in certain…

We characterize the conditions under which a multi-time quantum process with a finite temporal resolution can be approximately described by an equilibrium one. By providing a generalization of the notion of equilibration on average, where a…

For $X_i(t), i=1,\ldots, n, t\in [0,T]$ centered Gaussian processes, the chi-square process $\sum_{i=1}^{n}X_i^2(t)$ appears naturally as limiting processes in various statistical models. In this paper, we are concerned with the exact tail…

We provide an alternative proof of the recent result by Park and Pham (2022) on the expected suprema of positive selector and empirical processes. We extend it to positive infinitely divisible processes.

We study a class of martingale inequalities involving the running maximum process. They are derived from pathwise inequalities introduced by Henry_Labordere et al. (2013) and provide an upper bound on the expectation of a function of the…

We propose an iterative algorithm for incomplete quantum process tomography, with the help of quantum state estimation, based on the combined principles of maximum-likelihood and maximum-entropy. The algorithm yields a unique estimator for…

The Pearcey process is a universal point process in random matrix theory and depends on a parameter $\rho \in \mathbb{R}$. Let $N(x)$ be the random variable that counts the number of points in this process that fall in the interval…

We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…

We study optimal perfect distinguishability between a unitary and a general quantum operation. In 2-dimensional case we provide a simple sufficient and necessary condition for sequential perfect distinguishability and an analytical formula…

We consider the problem of discriminating finite-dimensional quantum processes, also called quantum supermaps, that can consist of multiple time steps. Obtaining the ultimate performance for discriminating quantum processes is of…