Related papers: Rounding of continuous random variables and oscill…
We derive a nonparametric higher-order asymptotic expansion for small-time changes of conditional characteristic functions of It\^o semimartingale increments. The asymptotics setup is of joint type: both the length of the time interval of…
We study certain resonance-counting functions for potential scattering on infinite cylinders or half-cylinders. Under certain conditions on the potential, we obtain asymptotics of the counting functions, with an explicit formula for the…
We study the existence, strong consistency and asymptotic normality of estimators obtained from estimating functions, that are p-dimensional martingale transforms. The problem is motivated by the analysis of evolutionary clustered data,…
For random maps, the expected value of the order (i.e. the period of the sequence of compositional iterates) is approximated asymptotically. It is much smaller than the expected value for the product of the cycle lengths.
We analyze record-breaking events in time series of continuous random variables that are subsequently discretized by rounding down to integer multiples of a discretization scale $\Delta>0$. Rounding leads to ties of an existing record,…
This paper investigates the asymptotic behaviour of solutions to certain infinite systems of coupled recurrence relations. In particular, we obtain a characterisation of those initial values which lead to a convergent solution, and for…
We study the asymptotic behaviour of sequences of integral functionals depending on moving anisotropies. We introduce and describe the relevant functional setting, establishing uniform Meyers-Serrin type approximations, Poincar\'e…
In this article we introduce and study oscillating Gaussian processes defined by $X_t = \alpha_+ Y_t {\bf 1}_{Y_t >0} + \alpha_- Y_t{\bf 1}_{Y_t<0}$, where $\alpha_+,\alpha_->0$ are free parameters and $Y$ is either stationary or…
Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated , in particular when X 1 is not…
We analyse a collection of twisted mixed moments of the Riemann zeta function and establish the validity of asymptotic formulae comprising on some instances secondary terms of the shape $P(\log T) T^{C}$ for a suitable constant $C<1$ and a…
A celebrated analogy between prime factorizations of integers and cycle decompositions of permutations is explored here. Asymptotic formulas characterizing semismooth numbers (possessing at most several large factors) carry over to random…
Due to the limited number of bits in floating-point or fixed-point arithmetic, rounding is a necessary step in many computations. Although rounding methods can be tailored for different applications, round-off errors are generally…
We initiate the study of limit shapes for random permutations avoiding a given pattern. Specifically, for patterns of length 3, we obtain delicate results on the asymptotics of distributions of positions of numbers in the permutations. We…
Variational inference is a general framework to obtain approximations to the posterior distribution in a Bayesian context. In essence, variational inference entails an optimization over a given family of probability distributions to choose…
In this paper, we study the asymptotic behavior of sums of functions of the increments of a given semimartingale, taken along a regular grid whose mesh goes to 0. The function of the $i$th increment may depend on the current time, and also…
A system of linear differential equations with oscillatory decreasing coefficients is considered. The coefficients has the form $t^{-\alpha}a(t)$,~$\alpha>0$, where $a(t)$ is trigonometric polynomial with an arbitrary set of frequencies.…
This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…
In this paper we consider asymptotic expansions for a class of sequences of symmetric functions of many variables. Applications to classical and free probability theory are discussed.
We consider saddle point integrals in d variables whose phase function is neither real nor purely imaginary. Results analogous to those for Laplace (real phase) and Fourier (imaginary phase) integrals hold whenever the phase function is…
The aim of this article is to analyze the asymptotic behaviour of the eigenvalues of elliptic operators in divergence form with mixed boundary type conditions for domains that become unbounded in several directions, while they stay bounded…