相关论文: Extremes of the standardized Gaussian noise

Generalized inversions $X_{\mathrm{inv}}^{(d)}$ and generalized descents $X_{\mathrm{des}}^{(d)}$ are an interesting combinatorial extension of the common inversion and descent statistics. By means of the root poset, they can be defined on…

We give a dimension-independent sparsification result for suprema of centered Gaussian processes: Let $T$ be any (possibly infinite) bounded set of vectors in $\mathbb{R}^n$, and let $\{\boldsymbol{X}_t := t \cdot \boldsymbol{g} \}_{t\in…

This paper studies the capacity of an $n$-dimensional vector Gaussian noise channel subject to the constraint that an input must lie in the ball of radius $R$ centered at the origin. It is known that in this setting the optimizing input…

In this paper, by using the exact tail asymptotics derived by Debicki, Hashorva and Ji (Ann. Probab. 2014), we proved the Gumbel limit theorem for the maximum of a class of non-homogeneous Gaussian random fields. By using the obtained…

A class of discrete probability distributions contains distributions with limited support, i.e. possible argument values are limited to a set of numbers (typically consecutive). Examples of such data are results from subjective experiments…

We study the statistics of the maximum and minimum of a set of $N$ random variables whose dynamical and statistical properties fall within the scope of infinite ergodic theory. These non-stationary yet recurrent systems are described, in…

We consider the discrete Gaussian Free Field in a square box in $\mathbb Z^2$ of side length $N$ with zero boundary conditions and study the joint law of its properly-centered extreme values ($h$) and their scaled spatial positions ($x$) in…

Let $(S_n)_{n \geq 0}$ be a transient random walk in the domain of attraction of a stable law and let $(\xi(s))_{s \in \mathbb{Z}}$ be a stationary sequence of random variables. In a previous work, under conditions of type $D(u_n)$ and…

We consider stochastic wave equations in spatial dimensions $d \geq 4$. We assume that the driving noise is given by a Gaussian noise that is white in time and has some spatial correlation. When the spatial correlation is given by the Riesz…

We prove the four-dimensional Gaussian random vector maximum conjecture. This conjecture asserts that among all centered Gaussian random vectors $X=(X_1,X_2,X_3,X_4)$ with $E[X_i^2]=1$, $1\le i\le 4$, the expectation…

In this paper, we considier the limiting distribution of the maximum interpoint Euclidean distance $M_n=\max _{1 \leq i<j \leq n}\left\|\boldsymbol{X}_i-\boldsymbol{X}_j\right\|$, where $\boldsymbol{X}_1, \boldsymbol{X}_2, \ldots,…

We propose an estimator for the mean of a random vector in $\mathbb{R}^d$ that can be computed in time $O(n^4+n^2d)$ for $n$ i.i.d.~samples and that has error bounds matching the sub-Gaussian case. The only assumptions we make about the…

For $0<\beta<6\pi$, we prove that the distribution of the centred maximum of the $\epsilon$-regularised continuum sine-Gordon field on the two-dimensional torus converges to a randomly shifted Gumbel distribution as $\epsilon \to 0$. Our…

We consider finite blocklength lossy compression of information sources whose components are independent but non-identically distributed. Crucially, Gaussian sources with memory and quadratic distortion can be cast in this form. We show…

Several proofs of the monotonicity of the non-Gaussianness (divergence with respect to a Gaussian random variable with identical second order statistics) of the sum of n independent and identically distributed (i.i.d.) random variables were…

We have obtained some upper bounds for the probability distribution of extremes of a self-similar Gaussian random field with stationary rectangular increments that are defined on the compact spaces. The probability distributions of extremes…

For a pair of coupled rectangular random matrices we consider the squared singular values of their product, which form a determinantal point process. We show that the limiting mean distribution of these squared singular values is described…

Let $G$ be a finite abelian group of exponent $n$ and let $A$ be a non-empty subset of $[1,n-1]$. The Davenport constant of $G$ with weight $A$, denoted by $D_A(G)$, is defined to be the least positive integer $\ell$ such that any sequence…

We derive a Gaussian approximation result for the maximum of a sum of high-dimensional random vectors. Specifically, we establish conditions under which the distribution of the maximum is approximated by that of the maximum of a sum of the…

Gaussian random fields on Euclidean spaces whose variances reach their maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximum of theirs trajectories have been evaluated using…