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We explore asymptotically optimal bounds for deviations of Bernoulli convolutions from the Poisson limit in terms of the Shannon relative entropy and the Pearson $\chi^2$-distance. The results are based on proper non-uniform estimates for…

Probability · Mathematics 2019-08-13 S. G. Bobkov , G. P. Chistyakov , F. Götze

In this paper, we study a class of two sample test statistics based on inter-point distances in the high dimensional and low sample size setting. Our test statistics include the well-known energy distance and maximum mean discrepancy with…

Methodology · Statistics 2020-04-13 Changbo Zhu , Xiaofeng Shao

This paper studies the asymptotic behaviors of the pairwise angles among n randomly and uniformly distributed unit vectors in R^p as the number of points n -> infinity, while the dimension p is either fixed or growing with n. For both…

Statistics Theory · Mathematics 2013-06-04 Tony Cai , Jianqing Fan , Tiefeng Jiang

We investigate the distribution and multiple occurrences of extreme events stochastic processes constructed by sampling the solution of a Stochastic Differential Equation on $\mathbb{R}^n$. We do so by studying the action of an annealead…

Dynamical Systems · Mathematics 2024-03-20 F. Flandoli , S. Galatolo , P. Giulietti , S. Vaienti

In this paper we study finite velocity planar random motions with an infinite number of possible directions, where the number of changes of direction is randomized by means of an inhomogeneous fractional Poisson distribution. We first…

Probability · Mathematics 2014-11-25 R. Garra , E. Orsingher

One-dimensional run-and-tumble processes may converge towards some localized non-equilibrium steady state when the two velocities and/or the two switching rates are space-dependent. A long dynamical trajectory can be then analyzed via the…

Statistical Mechanics · Physics 2021-08-23 Cecile Monthus

We study one-dimensional nearest neighbour random walk in site-random environment. We establish precise (sharp) large deviations in the so-called ballistic regime, when the random walk drifts to the right with linear speed. In the…

Probability · Mathematics 2018-01-08 Dariusz Buraczewski , Piotr Dyszewski

We analyze several optimal transportation problems between de-terminantal point processes. We show how to estimate some of the distances between distributions of DPP they induce. We then apply these results to evaluate the accuracy of a new…

Data Structures and Algorithms · Computer Science 2020-11-03 Laurent Decreusefond , Guillaume Moroz

We study random spatial permutations on Z^3 where each jump x -> \pi(x) is penalized by a factor exp(-T ||x-\pi(x)||^2). The system is known to exhibit a phase transition for low enough T where macroscopic cycles appear. We observe that the…

Statistical Mechanics · Physics 2012-03-20 Stefan Grosskinsky , Alexander A. Lovisolo , Daniel Ueltschi

For random operators it is conjectured that spectral properties of an infinite-volume operator are related to the distribution of spectral gaps of finite-volume approximations. In particular, localization and pure point spectrum in infinite…

Mathematical Physics · Physics 2014-06-09 Leander Geisinger

Limit theorems, including the large deviation principle, are established for random point processes (fields), which describe the position distributions of the perfect boson gas in the regime of the Bose-Einstein condensation. We compare…

Mathematical Physics · Physics 2015-05-14 Hiroshi Tamura , Valentin Zagrebnov

We present a theory of particles, obeying intermediate statistics ("anyons"), interpolating between Bosons and Fermions, based on the principle of Detailed Balance. It is demonstrated that the scattering probabilities of identical particles…

Quantum Physics · Physics 2008-11-26 R. Acharya , P. Narayana Swamy

Given an increasing sequence of integers a(n), it is known (due to Weyl) that for almost all reals t, the fractional parts of the dilated sequence t*a(n) are uniformly distributed in the unit interval. Some effort has been made recently to…

Number Theory · Mathematics 2007-05-23 Zeev Rudnick , Alexandru Zaharescu

This paper is concerned with the limit theory of the extreme order statistics derived from random walks. We establish the joint convergence of the order statistics near the minimum of a random walk in terms of the Feller chains. Detailed…

Probability · Mathematics 2021-09-29 Jim Pitman , Wenpin Tang

Assume that a family of stochastic processes on some Polish space $E$ converges to a deterministic process; the convergence is in distribution (hence in probability) at every fixed point in time. This assumption holds for a large family of…

Dynamical Systems · Mathematics 2012-07-13 Michel Benaim , Jean-Yves Le Boudec

Let $\{Z_n\}_{n\geq 0 }$ be a $d$-dimensional supercritical branching random walk started from the origin. Write $Z_n(S)$ for the number of particles located in a set $S\subset\mathbb{R}^d$ at time $n$. Denote by…

Probability · Mathematics 2023-07-19 Shuxiong Zhang

This work considers the distribution of inertial particles in turbulence using the point-particle approximation. We demonstrate that the random point process formed by the positions of particles in space is a Poisson point process with…

Fluid Dynamics · Physics 2017-07-26 Lukas Schmidt , Itzhak Fouxon , Markus Holzner

The comparison of local characteristics of two random processes can shed light on periods of time or space at which the processes differ the most. This paper proposes a method that learns about regions with a certain volume, where the…

Methodology · Statistics 2022-09-14 Miguel de Carvalho , Gabriel Martos Venturini

The curse of dimensionality is a common phenomenon which affects analysis of datasets characterized by large numbers of variables associated with each point. Problematic scenarios of this type frequently arise in classification algorithms…

Probability · Mathematics 2015-08-11 Benjamin Thirey , Randal Hickman

We investigate spatial random graphs defined on the points of a Poisson process in $d$-dimensional space, which combine scale-free degree distributions and long-range effects. Every Poisson point is assigned an independent weight. Given the…

Probability · Mathematics 2024-04-23 Peter Gracar , Lukas Lüchtrath , Peter Mörters