相关论文: Extensions of Billingsley's Theorem via Multi-Inte…

To study a Dirichlet polynomial $f(s)=\frac{a_{m}}{m^{s}}+\cdots +\frac{a_{n}}{n^{s}}$ by regarding it as a multivariate polynomial via the canonical map $\phi$ sending $p_i^{-s}$ to an indeterminate $X_i$, with $p_i$ the $i$th prime…

The Feller diffusion is studied as the limit of a coalescent point process in which the density of the node height distribution is skewed towards zero. Using a unified approach, a number of recent results pertaining to scaling limits of…

We introduce diffusions on a space of interval partitions of the unit interval that are stationary with the Poisson-Dirichlet laws with parameters $(\alpha,0)$ and $(\alpha,\alpha)$. The construction has two steps. The first is a general…

We study a Dirichlet--Ferguson process $\zeta$ on a general phase space. First we reprove the chaos expansion from Peccati (2008), providing an explicit formula for the kernel functions. Then we proceed with developing a Malliavin calculus…

We study $p$-adic $L$-functions $L_p(s,\chi)$ for Dirichlet characters $\chi$. We show that $L_p(s,\chi)$ has a Dirichlet series expansion for each regularization parameter $c$ that is prime to $p$ and the conductor of $\chi$. The expansion…

Let $(\Omega, \mathcal{F}, (\mathcal{F})_{t\ge 0}, P)$ be a complete stochastic basis, $X$ a semimartingale with predictable compensator $(B, C, \nu)$. Consider a family of probability measures $\mathbf{P}=( {P}^{n, \psi}, \psi\in \Psi,…

Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In this paper we consider two such likelihood ratios. The first one is an…

We generalize the Poisson limit theorem to binary functions of random objects whose law is invariant under the action of an amenable group. Examples include stationary random fields, exchangeable sequences, and exchangeable graphs. A…

We formulate and establish the central limit theorem for products of i.i.d. random variables on arbitrary simply connected nilpotent Lie groups, allowing a possible bias. Two new phenomena arise in the presence of a bias: (a) the walk…

When $S=(S_t)_{t\ge 0}$ is an $\alpha$-stable subordinator, the sequence of ordered jumps of $S$, up till time $1$, omitting the $r$ largest of them, and taken as proportions of their sum $^{(r)}S_t$, defines a 2-parameter distribution on…

For every positive integer N and every $\alpha\in [0,1)$, let $B(N, \alpha)$ denote the probabilistic model in which a random set $A\subset \{1,\dots,N\}$ is constructed by choosing independently every element of $\{1,\dots,N\}$ with…

Given $\alpha \in (0, \infty)$ and $r \in (0, \infty)$, let ${\cal D}_{r, \alpha}$ be the disc of radius $r$ in the hyperbolic plane having curvature $-\alpha^2$. Consider the Poisson point process having uniform intensity density on ${\cal…

We develop a new Gibbs sampler for a linear mixed model with a Dirichlet process random effect term, which is easily extended to a generalized linear mixed model with a probit link function. Our Gibbs sampler exploits the properties of the…

For every positive integer $n$ and every $\delta \in [0,1]$, let $B(n, \delta)$ denote the probabilistic model in which a random set $A \subseteq \{1, \dots, n\}$ is constructed by choosing independently every element of $\{1, \dots, n\}$…

Let $ V_{n} = X_{1,n} + X_{2,n} + \cdots + X_{n,n}$ where $X_{i,n}$ are Bernoulli random variables which take the value $1$ with probability $b(i;n)$. Let $\lambda_{n} = \sum\limits_{i=1}^{n} b(i;n) $, $\lambda = \lim\limits_{n \to \infty}…

We prove that if $A$ is any set of prime numbers satisfying \[ \sum_{a\in A}\frac{1}{a}=\infty, \] then $A$ must contain a $3$-term arithmetic progression. This is accomplished by combining the transference principle with a density…

Let $a_0=b_0=0$ and $0<a_1\leq b_1<a_2\leq b_2<\ldots\leq b_{n}$ be integers. Let $Q\left(x;\bigcup_{j=1}^{n}[a_j,b_j]\right)$ be the number of integers between $1$ and $x$ such that all exponents in their prime factorization are in…

In this paper, quantitative bounds in high-frequency central limit theorems are derived for Poisson based $U$-statistics of arbitrary degree built by means of wavelet coefficients over compact Riemannian manifolds. The wavelets considered…

Various specifiable combinatorial structures, with d extensive parameters, can be exactly sampled both by the recursive method, with linear arithmetic complexity if a heavy preprocessing is performed, or by the Boltzmann method, with…

Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In a previous paper of one of the authors it was established that one of these…