相关论文: Borel Cantelli Lemmas and Extreme Value Theory for…
We investigate geometric features of the unit ball corresponding to the sum of the nuclear norm of a matrix and the $l_1$ norm of its entries --- a common penalty function encouraging joint low rank and high sparsity. As a byproduct of this…
We develop a coordinate-free probabilistic framework for determinantal point processes associated with Bergman kernels on compact complex manifolds. The basic issue is that Bergman kernels are naturally line-bundle-valued:…
We establish functional limit theorems for ergodic sums of observables with power singularities for expanding circle maps. In the regime where the observables have infinite variance, we show that when rescaled by $N^{1/s}(\ln N)^\alpha$,…
A class of elliptic-hyperbolic equations is placed in the context of a geometric variational theory, in which the change of type is viewed as a change in the character of an underlying metric. A fundamental example of a metric which changes…
Most of the existing classification methods are aimed at minimization of empirical risk (through some simple point-based error measured with loss function) with added regularization. We propose to approach this problem in a more information…
Multivariate extreme value statistical analysis is concerned with observations on several variables which are thought to possess some degree of tail-dependence. In areas such as the modeling of financial and insurance risks, or as the…
In this article we prove three fundamental types of limit theorems for the $q$-norm of random vectors chosen at random in an $\ell_p^n$-ball in high dimensions. We obtain a central limit theorem, a moderate deviations as well as a large…
Determinantal Point Process (DPPs) are statistical models for repulsive point patterns. Both sampling and inference are tractable for DPPs, a rare feature among models with negative dependence that explains their popularity in machine…
A rigorous method for introducing the variational principle describing relativistic ideal hydrodynamic flows with all possible types of discontinuities (including shocks) is presented in the framework of an exact Clebsch type representation…
We consider geodesics in both Riemannian and Lorentzian manifolds with metrics of low regularity. We discuss existence of extremal curves for continuous metrics and present several old and new examples that highlight their subtle…
We establish an extreme value theorem for the geodesic flow on the hyperbolic surface $\Theta\backslash\mathbb{H}^2$ associated with the theta group $\Theta$. To capture excursions into both cusps of this surface, we introduce a generalized…
We introduce a new dynamical indicator of stability based on the Extreme Value statistics showing that it provides an insight on the local stability properties of dynamical systems. The indicator perform faster than other based on the…
The purpose of this paper is twofold. In one direction, we extend the spectral method for random piecewise expanding and hyperbolic dynamics developed by the first author \textit{et al}. to establish quenched versions of the large deviation…
Vortices are localized planar structures that attain topological stability and can be used to describe collective behavior in a diversity of situations of current interest in nonlinear science. In high energy physics, vortices engender…
For extreme value estimation we propose to use a model with a Dirichlet process mixture of gamma densities in the center and generalized Pareto densities for the tails. Due to the randomness in the center and a heavy tailed density in the…
Generalized entropic projections and dominating points are solutions to convex minimization problems related to conditional laws of large numbers. They appear in many areas of applied mathematics such as statistical physics, information…
We study the resonant prescribed T-curvature problem on a compact 4-dimensional Riemannian manifold with boundary. We derive sharp energy and gradient estimates of the associated Euler-Lagrange functional to characterize the critical points…
Hyperbolism of a given curve with respect to a point and a line is an interesting construct, a special kind of geometric locus, not frequent in the literature. While networking between two different kinds of mathematical software, we…
Exceptional points are universal level degeneracies induced by non-Hermiticity. Whereas past decades witnessed their new physics, the unified understanding has yet to be obtained. Here we present the complete classification of generic…
Properties of a maximal function for vector-valued martingales were studied by the author in an earlier paper. Restricting here to the dyadic setting, we prove the equivalence between (weighted) L^p inequalities and weak type estimates, and…