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相关论文: Suprema of canonical Weibull processes

200 篇论文

For r \ge 2, let X be the number of r-armed stars K_{1,r} in the binomial random graph G_{n,p}. We study the upper tail \Pr(X \ge (1+\epsilon)\E X), and establish exponential bounds which are best possible up to constant factors in the…

概率论 · 数学 2021-04-06 Matas Šileikis , Lutz Warnke

We study the supremum of some random Dirichlet polynomials and obtain sharp upper and lower bounds for supremum expectation that extend the optimal estimate of Hal\'asz-Queff\'elec and enable to cunstruct random polynomials with unusually…

概率论 · 数学 2008-02-01 Mikhail Lifshits , Michel Weber

In this paper we discuss the question how to bound supremum of a stochastic process with the index set of a product type. There is a tempting idea to approach the question by the analysis of the process on each of the marginal index spaces…

概率论 · 数学 2016-02-01 Witold Bednorz

Models for extreme values are generally derived from limit results, which are meant to be good enough approximations when applied to finite samples. Depending on the speed of convergence of the process underlying the data, these…

统计理论 · 数学 2019-02-20 Thomas Lugrin , Anthony C. Davison , Jonathan A. Tawn

The solutions of an indeterminate Hamburger moment problem can be parameterised using the Nevanlinna matrix of the problem. The entries of this matrix are entire functions of minimal exponential type, and any growth less than that can…

经典分析与常微分方程 · 数学 2023-07-21 Raphael Pruckner , Jakob Reiffenstein , Harald Woracek

An important yet challenging problem in numerical linear algebra is finding a principal submatrix with maximum determinant from a given symmetric positive semidefinite matrix. This problem arises in experimental design, statistics, and…

最优化与控制 · 数学 2026-05-26 Hao Hu , Stefan Sremac , Hugo J. Woerdeman , Henry Wolkowicz

We prove a Bennett-type concentration bound for suprema of empirical processes based on sampling without replacement and a corresponding bound in the case of an arbitrary Hoeffding statistics. We improve on the previous results of such…

概率论 · 数学 2023-01-10 Bartłomiej Polaczyk

We present a very general chaining method which allows one to control the supremum of the empirical process $\sup_{h \in H} |N^{-1}\sum_{i=1}^N h^2(X_i)-\E h^2|$ in rather general situations. We use this method to establish two main…

概率论 · 数学 2011-08-22 Shahar Mendelson , Grigoris Paouris

We effectively bound T-singularities on non-rational projective surfaces with an arbitrary amount of T-singularities and ample canonical class. This fully generalizes the previous work for the case of one singularity, and illustrates the…

代数几何 · 数学 2024-04-10 Fernando Figueroa , Julie Rana , Giancarlo Urzúa

We study subexponential tail asymptotics for the distribution of the maximum $M_t:=\sup_{u\in[0,t]}X_u$ of a process $X_t$ with negative drift for the entire range of $t>0$. We consider compound renewal processes with linear drift and…

概率论 · 数学 2016-11-22 Dmitry Korshunov

While effective concentration inequalities for suprema of empirical processes exist under boundedness or strict tail assumptions, no comparable results have been available under considerably weaker assumptions. In this paper, we derive…

概率论 · 数学 2014-10-23 Johannes Lederer , Sara van de Geer

An irreducible canonical approach to second-order reducible second-class constraints is given. The procedure is exemplified on gauge-fixed three-forms.

数学物理 · 物理学 2008-12-24 C. Bizdadea , E. M. Cioroianu , S. O. Saliu , S. C. Sararu , O. Balus

A novel approach is proposed to establish a sharp upper bound on the expected supremum of a separable martingale random field, serving as an alternative to classical universal chaining-based methods. The proposed approach begins by deriving…

概率论 · 数学 2026-04-07 Yoichi Nishiyama

We consider a process $Z$ on the real line composed from a L\'evy process and its exponentially tilted version killed with arbitrary rates and give an expression for the joint law of $Z$ seen from its supremum, the supremum $\overline Z$…

概率论 · 数学 2014-05-15 Sebastian Engelke , Jevgenijs Ivanovs

We prove upper bounds for the number of rational points on non-singular cubic curves defined over the rationals. The bounds are uniform in the curve and involve the rank of the corresponding Jacobian. The method used in the proof is a…

数论 · 数学 2009-09-24 D. R. Heath-Brown , D. Testa

We develop a new paradigm for finding bifurcations of solutions of nonlinear problems, which is based on the detection of extreme values of new type of variational functional associated with the considering problem. The variational…

偏微分方程分析 · 数学 2014-11-11 Yavdat Il'yasov , Alexsandr Ivanov

We prove the existence of resolution of singularities for arbitrary (not necessarily reduced or irreducible) excellent two-dimensional schemes, via permissible blow-ups. The resolution is canonical, and functorial with respect to…

代数几何 · 数学 2013-02-19 Vincent Cossart , Uwe Jannsen , Shuji Saito

We study the maximum of the random assignment process on rectangular matrices. We derive first-order asymptotics for the expected maximum, prove a law of large numbers under mild tail assumptions, and obtain exponential upper bounds for the…

概率论 · 数学 2025-09-23 Timofey Moskalenko

In this article we get simple explicit formulas for $\Exp\sup_{s\leq t}X(s)$ where $X$ is a spectrally positive or negative L\'evy process with infinite variation. As a consequence we derive a generalization of the well-known formula for…

概率论 · 数学 2012-08-14 Zbigniew Michna

This paper mainly addresses the extrema of a nonconvex functional with double-well potential in higher dimensions through the approach of nonlinear partial differential equations. Based on the canonical duality method, the corresponding…

最优化与控制 · 数学 2016-07-15 Xiaojun Lu , David Yang Gao