Related papers: Gaussian limits for discrepancies. I: Asymptotic r…
We consider expansive homeomorphisms with the specification property. We give a new simple proof of a large deviation principle for Gibbs measures corresponding to a regular potential and we establish a general symmetry of the rate function…
We study the long time statistics of a class of semi--linear damped wave equations with polynomial nonlinearities and perturbed by additive Gaussian noise in dimensions 2 and 3. We find that if sufficiently many directions in the phase…
In this paper, we prove a conditional limit theorem for independent not necessarily identically distributed random variables. Namely, we obtain the asymptotic distribution of a large number of them given the sum.
This article develops nonparametric inference procedures for estimation and testing problems for means on manifolds. A central limit theorem for Frechet sample means is derived leading to an asymptotic distribution theory of intrinsic…
The distribution of the spin directions of galaxies has been a question in the past decade, with numerous Earth-based and space-based experiments showing that the distribution is not necessarily random. These experiments were based on…
The asymptotic law for the expected nodal volume of random non-Gaussian monochromatic band-limited functions is determined in vast generality. Our methods combine microlocal analytic techniques and modern probability theory. A particularly…
Gaussian periods are cyclotomic integers with a long history in number theory and connections to problems in combinatorics. We investigate the asymptotic behavior of the absolute norm of a Gaussian period and provide a rate of convergence…
The Poisson distribution of order $k$ is a special case of a compound Poisson distribution. Its mean and variance are known, but results for its median and mode are difficult to obtain, although a few cases have been solved and upper/lower…
We obtain error rates for large deviations of sums of i.i.d. random variables in, a particular case, of the domain of a non-symmetric infinite mean $\alpha=1$-stable law. The focus of this work is on the method of proof via analytic…
We study the matrix discrepancy problem in the average-case setting. Given a sequence of $m \times m$ symmetric matrices $A_1,\ldots,A_n$, its discrepancy is defined as the minimal spectral norm over all signed sums $\sum_{i=1}^n x_iA_i$…
Using sum rules and a new dipole-free sum-over-states expression, we calculate the fundamental limits of the dispersion of the real and imaginary parts of all electronic nonlinear-optical susceptibilities. As such, these general results can…
Asymptotic methods for hypothesis testing in high-dimensional data usually require the dimension of the observations to increase to infinity, often with an additional condition on its rate of increase compared to the sample size. On the…
In this paper we consider one parameter generalizations of some non - symmetric divergence measures. Measures are \textit{relative information}, $\chi ^2 - $\textit{divergence}, \textit{relative J-divergence}, \textit{relative…
A finite point process is characterized by the distribution of the number of points (the size) of the process. In some applications, for example, in the context of packet flows in modern communication networks, it is of interest to infer…
This article is a survey of the results on asymptotic behavior of small ball probabilities in $L_2$-norm. Recent progress in this field is mainly based on the methods of spectral theory of differential and integral operators.
A single joinpoint changepoint model partitions a time series into two segments, joined at the changepoint time by constraining the estimated piecewise linear regression responses to be continuous. This manuscript derives the exact…
Estimation of quantum relative entropy and its R\'{e}nyi generalizations is a fundamental statistical task in quantum information theory, physics, and beyond. While several estimators of these divergences have been proposed in the…
In this paper we consider the asymptotic distributions of functionals of the sample covariance matrix and the sample mean vector obtained under the assumption that the matrix of observations has a matrix-variate location mixture of normal…
We consider the distribution of the major index on standard tableaux of arbitrary straight shape and certain skew shapes. We use cumulants to classify all possible limit laws for any sequence of such shapes in terms of a simple auxiliary…
Asymptotic expansions are derived for the tail distribution of the product of two correlated normal random variables with non-zero means and arbitrary variances, and more generally the sum of independent copies of such random variables.…