Related papers: Universal bounds on the selfaveraging of random di…

We consider a simple mean reverting diffusion process, with piecewise constant drift and diffusion coefficients, discontinuous at a fixed threshold. We discuss estimation of drift and diffusion parameters from discrete observations of the…

We consider the random lasing from a weakly scattering medium and demonstrate that the distribution of the threshold gain over the ensemble of statistically independent finite-size samples is universal. Universality stems from the facts…

The distribution function of particles over clusters is proposed for a system of identical intersecting spheres, the centres of which are uniformly distributed in space. Consideration is based on the concept of the rank number of clusters,…

We establish bounds for the covariance of a large class of functions of infinite variance stable random variables, including unbounded functions such as the power function and the logarithm. These bounds involve measures of dependence…

We study a class of self-repelling diffusions on compact Riemannian manifolds whose drift is the gradient of a potential accumulated along their trajectory. When the interaction potential admits a suitable spectral decomposition, the…

Uniform convergence rates are provided for asymptotic representations of sample extremes. These bounds which are universal in the sense that they do not depend on the extreme value index are meant to be extended to arbitrary samples…

We consider an infinite-dimensional stochastic clustering model on $\mathbb{R}$. In discrete time, each point of a unit-intensity simple point process moves halfway toward either of its left or right neighbors, chosen uniformly at random.…

For martingales with a wide range of integrability, we will quantify the rate of convergence of the central limit theorem via Wasserstein distances of order $r$, $1\le r\le 3$. Our bounds are in terms of Lyapunov's coefficients and the…

Let $r=r(n)$ be a sequence of integers such that $r\leq n$ and let $X_1,\ldots,X_{r+1}$ be independent random points distributed according to the Gaussian, the Beta or the spherical distribution on $\mathbb{R}^n$. Limit theorems for the…

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 establish a majorization-based theory for bounding observables of waves with varied coherence. For any measurement, exact bounds are attained by the maximal and minimal elements in the set of input coherence spectra. The set's supremum…

For a random field on a general discrete set, we introduce a condition that the range of the correlation from each site is within a predefined compact set D. For such a random field omega defined on the model set Lambda that satisfies a…

We provide an upper bound as a random variable for the functions of estimators in high dimensions. This upper bound may help establish the rate of convergence of functions in high dimensions. The upper bound random variable may converge…

We establish the upper bound on the speed of convergence to the infinitely divisible limit density in the local limit theorem for triangular arrays of random variables $\{X_{k,n},\, k=1,..,a_n, \, n\in \nat\}$.

We consider the empirical process G_t of a one-dimensional diffusion with finite speed measure, indexed by a collection of functions F. By the central limit theorem for diffusions, the finite-dimensional distributions of G_t converge weakly…

We consider an asymmetric zero range process in infinite volume with zero mean and random jump rates starting from equilibrium. We investigate the large deviations from the hydrodynamical limit of the empirical distribution of particles and…

Prompted by recent experimental developments, a theory of surface scattering of fast atoms at grazing incidence is developed. The theory gives rise to a quantum mechanical limit for ordered surfaces that describes coherent diffraction peaks…

The diffraction spectrum of coherent waves scattered from fractal supports is calculated exactly. The fractals considered are of the class generated iteratively by successive dilations and translations, and include generalizations of the…

Consider the map $(x, y) \mapsto (x + \epsilon^{-\alpha} \sin (2\pi x) + \epsilon^{-1-\alpha}z, z + \epsilon \sin(2\pi x))$, which is conjugate to the Chirikov standard map with a large parameter. The parameter value $\alpha = 1$ is related…

We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…