Related papers: Central limit theorem for the determinantal point …
Scaling level-spacing distribution functions in the ``bulk of the spectrum'' in random matrix models of $N\times N$ hermitian matrices and then going to the limit $N\to\infty$, leads to the Fredholm determinant of the sine kernel…
We show in this note that the Sobolev Discrepancy introduced in Mroueh et al in the context of generative adversarial networks, is actually the weighted negative Sobolev norm $||.||_{\dot{H}^{-1}(\nu_q)}$, that is known to linearize the…
In this paper, we construct a moment inequality for mixing dependent random variables, it is of independent interest. As applications, the consistency of the kernel density estimation is investigated. Several limit theorems are established:…
In this work, we establish a Trotter-Kato type theorem. More precisely, we characterize the convergence in distribution of Feller processes by examining the convergence of their generators. The main novelty lies in providing quantitative…
This paper investigates the estimation of the self-similarity parameter in fractional processes. We re-examine the Kolmogorov-Smirnov (KS) test as a distribution-based method for assessing self-similarity, emphasizing its robustness and…
We provide a theoretical foundation for non-parametric estimation of functions of random variables using kernel mean embeddings. We show that for any continuous function $f$, consistent estimators of the mean embedding of a random variable…
We study a mutliscale jump process introduced in a work by Crudu, Debussche, Muller and Radulescu. Using an adequate coupling, we are able to prove the strong convergence, for the uniform topology, to a piecewise deterministic Markov…
We present a construction of an integrable model as a projective type limit of Calogero-Sutherland models of $N$ fermionic particles, when $N$ tends to infinity. Explicit formulas for limits of Dunkl operators and of commuting Hamiltonians…
We review a finite-sampling exponential bound due to Serfling and discuss related exponential bounds for the hypergeometric distribution. We then discuss how such bounds motivate some new results for two-sample empirical processes. Our…
We exhibit conditions under which the flow of marginal distributions of a discontinuous semimartingale $\xi$ can be matched by a Markov process, whose infinitesimal generator is expressed in terms of the local characteristics of $\xi$. Our…
We are interested in the kernel of one-dimensional diffusion equations with continuous coefficients as evaluated by means of explicit discretization schemes of uniform step $h>0$ in the limit as $h\to0$. We consider both semidiscrete…
Let $\{X_n: n\in \mathbb{N}\}$ be a linear process with bounded probability density function $f(x)$. We study the estimation of the quadratic functional $\int_{\mathbb{R}} f^2(x)\, dx$. With a Fourier transform on the kernel function and…
In this paper we consider a dynamic Erd\H{o}s-R\'{e}nyi random graph with independent identically distributed edge processes. Our aim is to describe the joint evolution of the entries of a subgraph count vector. The main result of this…
We prove a functional central limit theorem for subgraph counts in a dynamic version of the random connection model. To establish tightness, we develop a dynamic extension of the cumulant method.
A notion of convergence of excursion measures is introduced. It is proved that convergence of excursion measures implies convergence in law of the processes pieced together from excursions. This result is applied to obtain homogenization…
We study a Fredholm determinant of the hypergeometric kernel arising in the representation theory of the infinite-dimensional unitary group. It is shown that this determinant coincides with the Palmer-Beatty-Tracy tau function of a Dirac…
Interpolation and approximation of functionals with conditionally positive definite kernels is considered on sets of centers that are not determining for polynomials. It is shown that polynomial consistency is sufficient in order to define…
This paper studies function approximation for finite horizon discrete time Markov decision processes under certain convexity assumptions. Uniform convergence of these approximations on compact sets is proved under several sampling schemes…
We consider an abstract determinantal point process on a general non--elementary Gromov hyperbolic metric space governed by an orthogonal projection in the case when the space is homogeneous and the point process is invariant under…
We investigate a new type of approximation to quantum determinants, the ``\qFd", and test numerically the conjecture that for Axiom A hyperbolic flows such determinants have a larger domain of analyticity and better convergence than the \qS…