Related papers: A Coupling, and the Darling-Erdos Conjectures
Among all generalized Ornstein-Uhlenbeck processes which sample the same invariant measure and for which the same amount of randomness (a $N$-dimensional Brownian motion) is injected in the system, we prove that the asymptotic rate of…
In the 1960s, Erd\H{o}s and Gallai conjectured that the edge set of every graph on n vertices can be partitioned into O(n) cycles and edges. They observed that one can easily get an O(n log n) upper bound by repeatedly removing the edges of…
The ellipsoid fitting conjecture of Saunderson, Chandrasekaran, Parrilo and Willsky considers the maximum number $n$ random Gaussian points in $\mathbb{R}^d$, such that with high probability, there exists an origin-symmetric ellipsoid…
For the simple random walk in Z^2 we study those points which are visited an unusually large number of times, and provide a new proof of the Erdos-Taylor conjecture describing the number of visits to the most visited point.
The phenomenon of intermittency has been widely discussed in physics literature. This paper provides a model of intermittency based on L\'evy driven Ornstein-Uhlenbeck (OU) type processes. Discrete superpositions of these processes can be…
According to the Erd\H{o}s discrepancy conjecture, for any infinite $\pm 1$ sequence, there exists a homogeneous arithmetic progression of unbounded discrepancy. In other words, for any $\pm 1$ sequence $(x_1,x_2,...)$ and a discrepancy…
The cornerstone of any algorithm computing all repetitions in a string of length n in O(n) time is the fact that the number of runs (or maximal repetitions) is O(n). We give a simple proof of this result. As a consequence of our approach,…
The maximum likelihood approach is adapted to the problem of estimation of drift and diffusion functions of stochastic processes from measured time series. We reconcile a previously devised iterative procedure [Kleinhans et al., Physics…
I review the proposal of Berenstein-Douglas for a completely general definition of Seiberg duality. To give evidence for their conjecture I present the first example of a physical dual pair and explicitly check that it satisfies the…
This thesis explores proofs by coupling from the perspective of formal verification. Long employed in probability theory and theoretical computer science, these proofs construct couplings between the output distributions of two…
We study a Markov process with two components: the first component evolves according to one of finitely many underlying Markovian dynamics, with a choice of dynamics that changes at the jump times of the second component. The second…
Probabilistic coupling is a powerful tool for analyzing pairs of probabilistic processes. Roughly, coupling two processes requires finding an appropriate witness process that models both processes in the same probability space. Couplings…
Dorpalen-Barry et al. proved Elser's conjecture about sign of Elser's number by interpreting them as certain sums of reduced Euler characteristics of an abstract simplicial complex known as $U$-nucleus complex. We prove a conjecture posed…
We study pairwise Ising models for describing the statistics of multi-neuron spike trains, using data from a simulated cortical network. We explore efficient ways of finding the optimal couplings in these models and examine their…
We introduce Flashback, a reversible string decomposition that repeatedly peels the maximal leading and trailing character runs from a sentinel-wrapped input, recording each pair as one bilateral token. Decomposition and reconstruction both…
The famous results of Koml\'os, Major and Tusn\'ady (see [15] and [17]) state that it is possible to approximate almost surely the partial sums of size n of i.i.d. centered random variables in L p (p > 2) by a Wiener process with an error…
Many inference problems involving questions of optimality ask for the maximum or the minimum of a finite set of unknown quantities. This technical report derives the first two posterior moments of the maximum of two correlated Gaussian…
In 1965, Erd\H{o}s and P\'{o}sa proved that there is an (approximate) duality between the maximum size of a packing of cycles and the minimum size of a vertex set hitting all cycles. Such a duality does not hold for odd cycles, and Dejter…
A famous conjecture of Erd\H{o}s asserts that for $k\ge 3$, the maximum number of edges in an $n$-vertex $k$-uniform hypergraph without $s+1$ pairwise disjoint edges is $\max\{\binom{n}{k}-\binom{n-s}{k},\binom{sk+k-1}{k}\}$. This problem…
Given a finite nonempty sequence of integers S, by grouping adjacent terms it is always possible to write it, possibly in many ways, as S = X Y^k, where X and Y are sequences and Y is nonempty. Choose the version which maximizes the value…