相关论文: A sharp Abelian theorem for the Laplace transform
Several Brownian areas are considered in this paper: the Brownian excursion area, the Brownian bridge area, the Brownian motion area, the Brownian meander area, the Brownian double meander area, the positive part of Brownian bridge area,…
The Abelian distribution has been studied recently in models for neural avalanches. This paper uncovers new properties about the moments of the distribution, ways in which these properties can be useful are indicated.
In a general class of Bayesian nonparametric models, we prove that the posterior distribution can be asymptotically approximated by a Gaussian process. Our results apply to nonparametric exponential family that contains both Gaussian and…
The paper is devoted to the investigation of Esscher's transform on high dimensional Euclidean spaces in the light of its application to the central limit theorem. With this tool, we explore necessary and sufficient conditions of normal…
Lattice Boltzmann models are briefly introduced together with references to methods used to predict their ability for simulations of systems described by partial differential equations that are first order in time and low order in space…
We generalize the notion of Elkies primes for elliptic curves to the setting of abelian varieties with real multiplication (RM), and prove the following. Let $A$ be an abelian variety with RM over a number field whose attached Galois…
Fundamental inconsistencies of superstatistics are highlighted. There is no such thing as a superposition of Boltzmann factors; what is actually derived is a generating function and not a normalizable probability density. The beta density…
In this paper we establish a Taylor-like expansion in the context of the rough path theory for a family of It ^{o} maps indexed by a small parameter. We treat not only the case that the roughness $p$ satisfies $[p]=2$, but also the case…
We present expressions for the coefficients which arise in asymptotic expansions of multiple integrals of Laplace type (the first term of which is known as Laplace's approximation) in terms of asymptotic series of the functions in the…
The first two terms in the large $N$ asymptotic expansion of the $\beta$ moment of the characteristic polynomial for the Gaussian and Laguerre $\beta$-ensembles are calculated. This is used to compute the asymptotic expansion of the…
A version of the saddle point method is developed, which allows one to describe exactly the asymptotic behavior of distribution densities of Levy driven stochastic integrals with deterministic kernels. Exact asymptotic behavior is…
We study the large-time asymptotic of renewal-reward processes with a heavy-tailed waiting time distribution. It is known that the heavy tail of the distribution produces an extremely slow dynamics, resulting in a singular large deviation…
Using non-relativistic effective field theory, we derive a three-particle analog of the Lellouch-L\"uscher formula at the leading order. This formula relates the three-particle decay amplitudes in a finite volume with their infinite-volume…
In this article, we introduce Mittag-Leffler L\'evy process and provide two alternative representations of this process. First, in terms of Laplace transform of the marginal densities and next as a subordinated stochastic process. Both…
We study the fine scale $L^2$-mass distribution of toral Laplace eigenfunctions with respect to random position, in 2 and 3 dimensions. In 2d, under certain flatness assumptions on the Fourier coefficients and generic restrictions on energy…
A statistical theory of two-dimensional Laplacian growths is formulated from first-principles. First the area enclosed by the growing surface is mapped conformally to the interior of the unit circle, generating a set of dynamically evolving…
The entropy production and the variational functional of a Laplacian diffusional field around the first four fractal iterations of a linear self-similar tree (von Koch curve) is studied analytically and detailed predictions are stated. In a…
We prove a conjecture of Lalley and Sellke [Ann. Probab. 15 (1987)] asserting that the empirical (time-averaged) distribution function of the maximum of branching Brownian motion converges almost surely to a double exponential, or Gumbel,…
The exact expression for the probability density $p_{_N}(x)$ for sums of a finite number $N$ of random independent terms is obtained. It is shown that the very tail of $p_{_N}(x)$ has a Gaussian form if and only if all the random terms are…
We use rescaled Gaussian processes as prior models for functional parameters in nonparametric statistical models. We show how the rate of contraction of the posterior distributions depends on the scaling factor. In particular, we exhibit…