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The problem of binary hypothesis testing between two probability measures is considered. New sharp bounds are derived for the best achievable error probability of such tests based on independent and identically distributed observations.…
The mean absolute deviation about the mean is an alternative to the standard deviation for measuring dispersion in a sample or in a population. For stationary, ergodic time series with a finite first moment, an asymptotic expansion for the…
An asymptotic formula with a square root error term is obtained for the number of elements with given trace and norm in a finite semisimple algebra over a finite field. This extends previous results from finite etale algebras (commutative…
We consider steady-state current activity statistics for the one-dimensional totally asymmetric simple exclusion process (TASEP). With the help of the known operator algebra (for general open boundary conditions), as well as general…
We prove universality of Tracy-Widom GUE fluctuations for directed polymers in $1+1$ dimensions in the intermediate disorder regime. Building on the Lindeberg replacement method of arXiv:2304.04871, we refine estimates for the measure of…
The Poisson distribution arises naturally when dealing with data involving counts, and it has found many applications in inverse problems and imaging. In this work, we develop an approximate Bayesian inference technique based on expectation…
In this paper, we introduce a new method to construct evolving networks based on the construction of the Sierpinski gasket. Using self-similarity and renewal theorem, we obtain the asymptotic formula for average path length of our evolving…
We compute exactly the asymptotic distribution of scaled height in a (1+1)--dimensional anisotropic ballistic deposition model by mapping it to the Ulam problem of finding the longest nondecreasing subsequence in a random sequence of…
Existence and uniqueness results for the solution of the Gibbs-type formula from non-extensive mechanics are derived rigorously. A new conditional extremal problem is proposed to get in a more simple way the Gibbs-type formula itself.
The large-matrix limit laws of the rescaled largest eigenvalue of the orthogonal, unitary, and symplectic $n$-dimensional Gaussian ensembles -- and of the corresponding Laguerre ensembles (Wishart distributions) for various regimes of the…
We study the asymmetric exclusion process with open boundaries and derive the exact form of the joint probability function for the occupation number and the current through the system. We further consider the thermodynamic limit, showing…
We give explicit and asymptotic lower bounds for the quantity $|e^{s/t}-M/N|$ by studying a generalized continued fraction expansion of $e^{s/t}$. In cases $|s|\geq 3$ we improve existing results by extracting a large common factor from the…
We provide a new and simple characterization of the multivariate generalized Laplace distribution. In particular, this result implies that the product of a Gaussian matrix with independent and identically distributed columns by an…
Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…
Using a connection between the $q$-oscillator algebra and the coefficients of the high temperature expansion of the frustrated Gaussian spin model, we derive an exact formula for the number of closed random walks of given length and area,…
We study the totally asymmetric exclusion process (TASEP) on a finite one-dimensional lattice with open boundaries, i.e., in contact with two reservoirs at different potentials. The total (time-integrated) current through the system is a…
A general piecewise (including pointwise) probability distribution with space-saving notation and its hierarchical particular cases are considered. The explicit closed-form normalization, expectation, and variance formulas along with the…
We derive asymptotic formulas for the mean exit time $\bar{\tau}^{N}$ of the fastest among $N$ identical independently distributed Brownian particles to an absorbing boundary for various initial distributions (partially uniformly and…
We determine the complete asymptotic behaviour of the work distribution in driven stochastic systems described by Langevin equations. Special emphasis is put on the calculation of the pre-exponential factor which makes the result free of…
Bayesian inference is a widely used statistical method. The free energy and generalization loss, which are used to estimate the accuracy of Bayesian inference, are known to be small in singular models that do not have a unique optimal…