Related papers: Deviations bounds and conditional principles for t…
The paper deals with the asymptotic laws of functional of standard random variables. These classes of statistics are closely related to estimators of the extreme value index when the underlying distribution function is in the Weibull domain…
An infinite log-gas formalism, due to Dyson, and independently Fogler and Shklovskii, is applied to the computation of conditioned gap probabilities at the hard and soft edges of random matrix $\beta$-ensembles. The conditioning is that…
We study the asymptotic behaviour of random walks in i.i.d. non-elliptic random environments on $\mathbb{Z}^d$. Standard conditions (and proofs) for ballisticity and the central limit theorem require ellipticity. We use oriented percolation…
We consider singular perturbations of elliptic systems depending on a parameter ? such that, for ? = 0 the boundary conditions are not adapted to the equation (they do not satisfy the Shapiro - Lopatinskii condition). The limit holds only…
In this paper, we establish a relationship between the asymptotic form of conditional boundary crossing probabilities and first passage time densities for diffusion processes. Namely, we show that, under broad assumptions, the first…
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 article studies the almost surely asymptotics of extreme values $\bar{\xi}_n = \max_{1\leq i \leq n} \xi_i$, where $ \xi , \xi_1 , \xi_2 , \ldots$ are discrete identically distributed random variables. One of the main results on this…
Ratios of random variables often appear in probability and statistical applications. We aim to approximate the moments of such ratios under several dependence assumptions. Extending the ideas in Collomb [C. R. Acad. Sci. Paris 285 (1977)…
The definition of the conditional probability is very important in the theory of the probability. This definition is based on the fact, that random events can be simultaneously measurable. This paper deal with the problem of conditioning…
We investigate some asymptotic properties of general Markov processes conditioned not to be absorbed by moving boundaries. We first give general criteria involving an exponential convergence towards the Q-process, that is the law of the…
The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…
In this paper we present some new asymptotic results for high frequency statistics of Brownian semi-stationary processes. More precisely, we will show that singularities in the weight function, which is one of the ingredients of a BSS…
This paper is devoted to the problem of determining the concentration bounds that are achievable in non-parametric regression. We consider the setting where features are supported on a bounded subset of $\mathbb{R}^d$, the regression…
We present an algorithm for finding the probabilities of rare events in nonequilibrium processes. The algorithm consists of evolving the system with a modified dynamics for which the required event occurs more frequently. By keeping track…
We study the diffusive limit approximation for a nonlinear radiative heat transfer system that arises in the modeling of glass cooling, greenhouse effects and in astrophysics. The model is considered with the reflective radiative boundary…
We consider a diffusion process under a local weak H\"{o}rmander condition on the coefficients. We find Gaussian estimates for the density in short time and exponential lower and upper bounds for the probability that the diffusion remains…
We investigate the fractional diffusion approximation of a kinetic equation in the upper-half plane with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…
We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Local limit theorems for transition densities are proved. The observation time [0,T] may be fixed or lim n T = 0, where nh = T and h is a mesh…
Many problems of interest in computer science and information theory can be phrased in terms of a probability distribution over discrete variables associated to the vertices of a large (but finite) sparse graph. In recent years,…
We exploit qualitative probabilistic relationships among variables for computing bounds of conditional probability distributions of interest in Bayesian networks. Using the signs of qualitative relationships, we can implement abstraction…