Related papers: Sharp barrier estimates for Bessel bridges
In this paper, we construct the Bessel line ensemble, a countable collection of continuous random curves. This line ensemble is stationary under horizontal shifts with the Bessel point process as its one-time marginal. Its finite…
In this note, we are interested in the probability that two independent squared Bessel processes do not cross for a long time. We show that this probability has a power decay which is given by the first zero of some hypergeometric function.…
We show that for any degree $d$ hypersurface $Y \subset X$ in a possibly singular projective variety $X \subset \mathbf{P}^N$, the total Betti number of $Y$ is bounded by $3\text{deg}(X)\cdot d^n + C\cdot d^{n-1}$ for some explicit constant…
In [AJM26], we gave large-time asymptotic bounds on the annealed survival probability of a moving polymer taking values in ${\mathbb R}^d, d \geq 1$. This polymer is a solution of a stochastic heat equation driven by additive spacetime…
This manuscript presents an innovative framework for constructing barrier functions to bound reachability probabilities for continuous-time stochastic systems described by stochastic differential equations (SDEs). The reachability…
The Bounded Negativity Conjecture predicts that for any smooth complex surface $X$ there exists a lower bound for the selfintersection of reduced divisors on $X$. This conjecture is open. It is also not known if the existence of such a…
The trapping redundancy of a linear code is the number of rows of a smallest parity-check matrix such that no submatrix forms an $(a,b)$-trapping set. This concept was first introduced in the context of low-density parity-check (LDPC) codes…
Error probabilities of random codes for memoryless channels are considered in this paper. In the area of communication systems, admissible error probability is very small and it is sometimes more important to discuss the relative gap…
Consider the {$\ell_{\alpha}$} regularized linear regression, also termed Bridge regression. For $\alpha\in (0,1)$, Bridge regression enjoys several statistical properties of interest such as sparsity and near-unbiasedness of the estimates…
We establish a transversality theorem for multiple-point crossings under generic linear perturbations with explicit Hausdorff measure estimates for the exceptional parameter set, and hence explicit upper bounds on its Hausdorff dimension.…
For the critical Galton--Watson process with geometric offspring distributions we provide sharp barrier estimates for barriers which are (small) perturbations of linear barriers. These are useful in analyzing the cover time of finite graphs…
For a Brownian bridge from $0$ to $y$ we prove that the mean of the first exit time from interval $(-h,h), \,\, h>0,$ behaves as $O(h^2)$ when $h \downarrow 0.$ Similar behavior is seen to hold also for the 3-dimensional Bessel bridge. For…
A set N is called a "weak epsilon-net" (with respect to convex sets) for a finite set X in R^d if N intersects every convex set that contains at least epsilon*|X| points of X. For every fixed d>=2 and every r>=1 we construct sets X in R^d…
We consider the exact path sampling of the squared Bessel process and some other continuous-time Markov processes, such as the CIR model, constant elasticity of variance diffusion model, and hypergeometric diffusions, which can all be…
We estimate from below the expected Betti numbers of real hypersurfaces taken at random in a smooth real projective n-dimensional manifold. These random hypersurfaces are chosen in the linear system of a large d-th power of a real ample…
We derive asymptotic properties of penalized estimators for singular models for which identifiability may break and the true parameter values can lie on the boundary of the parameter space. Selection consistency of the estimators is also…
Let X be some homogeneous additive functional of a skew Bessel process Y. In this note, we compute the asymptotics of the first passage time of X to some fixed level b, and study the position of Y when X exits a bounded interval [a, b]. As…
Linear structural equation models postulate noisy linear relationships between variables of interest. Each model corresponds to a path diagram, which is a mixed graph with directed edges that encode the domains of the linear functions and…
We study the problem of estimating the diagonal of an implicitly given matrix $A$. For such a matrix we have access to an oracle that allows us to evaluate the matrix vector product $Av$. For random variable $v$ drawn from an appropriate…
We provide sharp Large Deviation estimates for the probability of exit from a domain for the bridge of a $d$-dimensional general diffusion process $X$, as the conditioning time tends to $0$. This kind of results is motivated by applications…