Related papers: Sharp asymptotics of the functional quantization p…

A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…

In this second paper on loop quantization of Gowdy model, we introduce the kinematical Hilbert space on which appropriate holonomies and fluxes are well represented. The quantization of the volume operator and the Gauss constraint is…

We study here the random fluctuations in the number of critical points with values in an interval $I\subset \mathbb{R}$ for Gaussian spherical eigenfunctions $\left\{f_{\ell }\right\} $, in the high energy regime where $\ell \rightarrow…

This paper analyzes the limit properties of the empirical process of $\alpha$-stable random variables with long range dependence. The $\alpha$-stable random variables are constructed by non-linear transformations of bivariate sequences of…

Using a recently derived integral in terms of elementary functions, we derive new asymptotic expansions of the normal inverse Gaussian cumulative distribution function. One of the asymptotic representations is in terms of the normal…

We study the problem of estimating the covariance parameters of a one-dimensional Gaussian process with exponential covariance function under fixed-domain asymptotics. We show that the weighted pairwise maximum likelihood estimator of the…

This paper revisits the problem of estimating the fractional Ornstein - Uhlenbeck process observed in a linear channel with white noise of small intensity. We drive the exact asymptotic formulas for the mean square errors of the filtering…

We consider a stochastic volatility asset price model in which the volatility is the absolute value of a continuous Gaussian process with arbitrary prescribed mean and covariance. By exhibiting a Karhunen-Lo\`{e}ve expansion for the…

This paper deals with quantitative spectral stability for compact operators acting on $L^2(X,m)$, where $(X,m)$ is a measure space. Under fairly general assumptions, we provide a characterization of the dominant term of the asymptotic…

In this paper we study a general family of multivariable Gaussian stochastic processes. Each process is prescribed by a fixed Borel measure $\sigma$ on $\mathbb R^n$. The case when $\sigma$ is assumed absolutely continuous with respect to…

A lot of efforts have been devoted in the last decade to the investigation of the high-frequency behaviour of geometric functionals for the excursion sets of random spherical harmonics, i.e., Gaussian eigenfunctions for the spherical…

We study pointwise estimation and uncertainty quantification for a sparse variational Gaussian process method with eigenvector inducing variables. For a rescaled Brownian motion prior, we derive theoretical guarantees and limitations for…

We establish explicit quenched asymptotics for pure-jump symmetric L\'evy processes in general Poissonian potentials, which is closely related to large time asymptotic behavior of solutions to the nonlocal parabolic Anderson problem with…

In this paper, we seek to establish asymptotic results for selective inference procedures removing the assumption of Gaussianity. The class of selection procedures we consider are determined by affine inequalities, which we refer to as…

Complex-valued Gaussian processes are used in Bayesian frequency-domain system identification as prior models for regression. If each realization of such a process were an $H_\infty$ function with probability one, then the same model could…

We consider the change-point problem for the marginal distribution of subordinated Gaussian processes that exhibit long-range dependence. The asymptotic distributions of Kolmogorov-Smirnov- and Cram\'{e}r-von Mises type statistics are…

The purpose of this paper is to explore the asymptotics of the eigenvalue spectrum of the Laplacian on 2 dimensional spaces of constant curvature, giving strong experimental evidence for a conjecture of the second author…

The problem of (pathwise) large deviations for conditionally continuous Gaussian processes is investigated. The theory of large deviations for Gaussian processes is extended to the wider class of random processes -- the conditionally…

We investigate Gevrey asymptotics for solutions to nonlinear parameter depending Cauchy problems with $2\pi$-periodic coefficients, for initial data living in a space of quasiperiodic functions. By means of the Borel-Laplace summation…

We consider a class of fourth order uniformly elliptic operators in planar Euclidean domains and study the associated heat kernel. For operators with $L^{\infty}$ coefficients we obtain Gaussian estimates with best constants, while for…