Related papers: A new fine-scale Berry-Esseen-type Gumbel-limit th…

This note provides a conditional Berry-Esseen bound for the sum of a martingale difference sequence $\{X_i\}_{i=1}^n$ in $\mathbb{R}^d$, $d\ge 1$, adapted to a filtration $\{\mathcal{F}_i\}_{i=1}^n$. We approximate the conditional…

In his seminal 1961 paper, Wirsing studied how well a given transcendental real number $\xi$ can be approximated by algebraic numbers $\alpha$ of degree at most $n$ for a given positive integer $n$, in terms of the so-called naive height…

We study occurrences of patterns on clusters of size n in random fields on Z^d. We prove that for a given pattern, there is a constant a>0 such that the probability that this pattern occurs at most an times on a cluster of size n is…

For any integers $d, n \geq 2$ and $1/({\min\{n,d\}})^{0.4999} < \varepsilon<1$, we show the existence of a set of $n$ vectors $X\subset \mathbb{R}^d$ such that any embedding $f:X\rightarrow \mathbb{R}^m$ satisfying $$ \forall x,y\in X,\…

We provide bounds of Berry-Esseen type for fundamental limit theorems in operator-valued free probability theory such as the operator-valued free Central Limit Theorem and the asymptotic behaviour of distributions of operator-valued…

A new multivariate distribution possessing arbitrarily parametrized and positively dependent univariate Pareto margins is introduced. Unlike the probability law of Asimit et al. (2010) [Asimit, V., Furman, E. and Vernic, R. (2010) On a…

Many economic panel and dynamic models, such as rational behavior and Euler equations, imply that the parameters of interest are identified by conditional moment restrictions. We introduce a novel inference method without any prior…

Given a $G$-space $X$ and a non-trivial $G$-invariant ideal $I$ of subsets of $X$, we prove that for every partition $X=A_1\cup\dots\cup A_n$ of $X$ into $n\ge 2$ pieces there is a piece $A_i$ of the partition and a finite set $F\subset G$…

For $p\geq 1$ and $(g_{ij})_{1\leq i,j\leq n}$ being a matrix of i.i.d. standard Gaussian entries, we study the $n$-limit of the $\ell_p$-Gaussian-Grothendieck problem defined as \begin{align*}\max\Bigl\{\sum_{i,j=1}^n g_{ij}x_ix_j: x\in…

Flexible random scale-mixture models provide a framework for capturing a broad range of extremal dependence structures. However, likelihood-based inference under the peaks-over-threshold setting is often computationally infeasible, due to…

In the lorentzian product $\Bbb G^n\times\Bbb R_1,$ we give a comparison between the $f$-volume of an entire $f$-maximal graph and the $f$-volume of the hyperbolic $H_r^+$ under the assumption that the gradient of the function defining the…

We establish new lower bounds for the normal approximation in the Wasserstein distance of random variables that are functionals of a Poisson measure. Our results generalize previous findings by Nourdin and Peccati (2012, 2015) and Bierm\'e,…

The optimal function $f$ satisfying $$ \mathbb{E} |\sum_{1}^n X_i | \ge f(\mathrbb{E}|X_1|,...,\mathbb{E}|X_n|) $$ for every martingale $(X_1,X_1+X_2, ...,\sum_{i=1}^n X_i)$ is shown to be given by $$ f(a) = \max \Big\{a_k-\sum_{i=1}^{k-1}…

We prove a deviation bound for the maximum of partial sums of functions of $\alpha$-dependent sequences as defined in Dedecker, Gou{\"e}zel and Merlev{\`e}de (2010). As a consequence, we extend the Rosenthal inequality of Rio (2000) for…

We propose some new results on the comparison of the minimum or maximum order statistic from a random number of non-identical random variables. Under the non-identical set-up, with certain conditions, we prove that random minimum (maximum)…

Let $\tau$ denote the divisor function, and $f$ be any multiplicative function that satisfies some mild hypotheses. We establish the asymptotic formula or non-trivial upper bound for the shifted convolution sum $\sum_{n \leq…

We consider stationary sequences whose marginal tail is subexponential and lies in the Gumbel Maximum domain of attraction. Due to the extremely strong dependence, their extreme values are caused by multiple big values and are clustered in…

Write $\mathbf{A}_\lambda$ for what might be described as the most elementary nontrivial inverse system of abelian groups indexed by the functions from the cardinal $\lambda$ to the set of natural numbers. The question of whether for any…

Outer measures can be used for statistical inference in place of probability measures to bring flexibility in terms of model specification. The corresponding statistical procedures such as Bayesian inference, estimators or hypothesis…

We develop a strong connection between maximally commuting bases of orthogonal unitary matrices and mutually unbiased bases. A necessary condition of the existence of mutually unbiased bases for any finite dimension is obtained. Then a…