相关论文: The mean Euler characteristic and excursion probab…

Let $\{X_i(t),t\ge0\}, 1\le i\le n$ be independent copies of a stationary process $\{X(t), t\ge0\}$. For given positive constants $u,T$, define the set of $r$th conjunctions $ C_{r,T,u}:= \{t\in [0,T]: X_{r:n}(t) > u\}$ with $X_{r:n}(t)$…

We establish here a Quantitative Central Limit Theorem (in Wasserstein distance) for the Euler-Poincar\'{e} Characteristic of excursion sets of random spherical eigenfunctions in dimension 2. Our proof is based upon a decomposition of the…

The goal of this paper is to give confidence regions for the excursion set of a spatial function above a given threshold from repeated noisy observations on a fine grid of fixed locations. Given an asymptotically Gaussian estimator of the…

The problem of estimating the parameters of a linear regression model $Z(s,t)=m_1g_1(s,t)+ \cdots + m_pg_p(s,t)+U(s,t)$ based on observations of $Z$ on a spatial domain $G$ of special shape is considered, where the driving process $U$ is a…

The max-stable H\"usler-Reiss distribution which arises as the limit distribution of maxima of bivariate Gaussian triangular arrays has been shown to be useful in various extreme value models. For such triangular arrays, this paper…

For a smooth, stationary Gaussian field $f$ on Euclidean space with fast correlation decay, there is a critical level $\ell_c$ such that the excursion set $\{f\geq\ell\}$ contains a (unique) unbounded component if and only if $\ell<\ell_c$.…

Planets on eccentric orbits have a higher geometric probability of transiting their host star. By application of Bayes' theorem, we reverse this logic to show that the eccentricity distribution of transiting planets is positively biased.…

We consider the zeroes of a random Gaussian Entire Function f and show that their basins under the gradient flow of the random potential U partition the complex plane into domains of equal area. We find three characteristic exponents 1,…

We study different ways of determining the mean distance $ < r_n >$ between a reference point and its $n$-th neighbour among random points distributed with uniform density in a $D$-dimensional Euclidean space. First we present a heuristic…

The convergence of the first order Euler scheme and an approximative variant thereof, along with convergence rates, are established for rough differential equations driven by c\`adl\`ag paths satisfying a suitable criterion, namely the…

We consider the persistence probability, the occupation-time distribution and the distribution of the number of zero crossings for discrete or (equivalently) discretely sampled Gaussian Stationary Processes (GSPs) of zero mean. We first…

In a previous paper, we studied the ergodic properties of an Euler scheme of a stochastic differential equation with a Gaussian additive noise in order to approximate the stationary regime of such equation. We now consider the case of…

Moving average processes driven by exponential-tailed L\'evy noise are important extensions of their Gaussian counterparts in order to capture deviations from Gaussianity, more flexible dependence structures, and sample paths with jumps.…

Gaussian Process regression is a kernel method successfully adopted in many real-life applications. Recently, there is a growing interest on extending this method to non-Euclidean input spaces, like the one considered in this paper,…

We are interested in creating statistical methods to provide informative summaries of random fields through the geometry of their excursion sets. To this end, we introduce an estimator for the length of the perimeter of excursion sets of…

We focus on the problem of estimating and quantifying uncertainties on the excursion set of a function under a limited evaluation budget. We adopt a Bayesian approach where the objective function is assumed to be a realization of a Gaussian…

We develop approximate estimation methods for exponential random graph models (ERGMs), whose likelihood is proportional to an intractable normalizing constant. The usual approach approximates this constant with Monte Carlo simulations,…

This paper focuses on mean-square approximations of a generalized A\"it-Sahalia interest rate model with Poisson jumps. The main challenge in the construction and analysis of time-discrete numerical schemes is caused by a drift that blows…

The Eulerian extension number of any graph~\(H\) (i.e. the minimum number of edges needed to be added to make~\(H\) Eulerian) is at least~\(t(H),\) half the number of odd degree vertices of~\(H.\) In this paper we consider an inhomogenous…

The paper characterizes uniform convergence rate for general classes of wavelet expansions of stationary Gaussian random processes. The convergence in probability is considered.