相关论文: Multivariate second order Poincar\'e inequalities …

We study the localization of the poles of the best Mobius approximations for locally univalent functions in the unit disk. Sharp geometric bounds for the pole function are established in terms of Pommerenke's linear invariant orders,…

In this work we study a version of the general question of how well a Haar distributed orthogonal matrix can be approximated by a random gaussian matrix. Here, we consider a gaussian random matrix $Y_n$ of order $n$ and apply to it the…

The major goal of this paper is to study the second order frequentist properties of the marginal posterior distribution of the parametric component in semiparametric Bayesian models, in particular, a second order semiparametric…

We explore connections between covariance representations, Bismut-type formulas and Stein's method. First, using the theory of closed symmetric forms, we derive covariance representations for several well-known probability measures on…

We compute explicit upper bounds on the distance between the law of a multivariate Gaussian distribution and the joint law of wavelets/needlets coefficients based on a homogeneous spherical Poisson field. In particular, we develop some…

Distance correlation is a new class of multivariate dependence coefficients applicable to random vectors of arbitrary and not necessarily equal dimension. Distance covariance and distance correlation are analogous to product-moment…

Estimates are constructed for the deviation of the concentration functions of sums of independent random variables with finite variances from the folded normal distribution function without any assumptions concerning the existence of the…

Let $I=[0,1]$ and consider disjoint closed regions $G_{1},....,G_{n}$ in $% I\times I$ and subintervals $I_{1},......,I_{n},$ such that $G_{i}$ projects onto $I_{i.}$ We define the lower and upper maps $\tau_{1},$ $\tau_{2}$ by the lower…

In this work we study two Riemannian distances between infinite-dimensional positive definite Hilbert-Schmidt operators, namely affine-invariant Riemannian and Log-Hilbert-Schmidt distances, in the context of covariance operators associated…

Consider the random polytope, that is given by the convex hull of a Poisson point process on a smooth convex body in $\mathbb{R}^d$. We prove central limit theorems for continuous motion invariant valuations including the Will's functional…

In this article, we provide an extension of the Chen-Stein inequality for Poisson approximation in the total variation distance for sums of independent Bernoulli random variables in two ways. We prove that we can improve the rate of…

In a proximity region graph ${\cal G}$ in $\mathbb{R}^d$, two distinct points $x,y$ of a point process $\mu$ are connected when the 'forbidden region' $S(x,y)$ these points determine has empty intersection with $\mu$. The Gabriel graph,…

We consider estimating the parametric components of semi-parametric multiple index models in a high-dimensional and non-Gaussian setting. Such models form a rich class of non-linear models with applications to signal processing, machine…

In this paper we prove multilevel concentration inequalities for bounded functionals $f = f(X_1, \ldots, X_n)$ of random variables $X_1, \ldots, X_n$ that are either independent or satisfy certain logarithmic Sobolev inequalities. The…

The autocovariance and cross-covariance functions naturally appear in many time series procedures (e.g., autoregression or prediction). Under assumptions, empirical versions of the autocovariance and cross-covariance are asymptotically…

We prove that the distribution density of any non-constant polynomial $f(\xi_1,\xi_2,\ldots)$ of degree $d$ in independent standard Gaussian random variables $\xi$ (possibly, in infinitely many variables) always belongs to the…

We establish two theorems for assessing the accuracy in total variation of multivariate discrete normal approximation to the distribution of an integer valued random vector $W$. The first is for sums of random vectors whose dependence…

The aim of this work is to provide the strong convergence results of numerical approximations of a general second order non-autonomous semilinear stochastic partial differential equation (SPDE) driven simultaneously by an additive…

A new notion of metric differentiability of set-valued functions at a point is introduced in terms of right and left limits of special set-valued metric divided differences of first order. A local metric linear approximant of a metrically…

Partial difference operators for a large class of functors between presheaf categories are introduced, extending our difference operator from \cite{Par24} to the multivariable case. These combine into the Jacobian profunctor which provides…