相关论文: A sharp bound on the expected local time of a cont…

We study the convex hull of planar Brownian motion run until the exit time from the unit disk. Our primary objective is to compute the expected perimeter of this convex hull, thereby complementing recent results on the convex hull of…

We derive exponential bounds on probabilities of large deviations for "light tail" martingales taking values in finite-dimensional normed spaces. Our primary emphasis is on the case where the bounds are dimension-independent or nearly so.…

We consider the algorithm by Ferson et al. (Reliable computing 11(3), p. 207-233, 2005) designed for solving the NP-hard problem of computing the maximal sample variance over interval data, motivated by robust statistics (in fact, the…

It is known from Bramson (1983) that the maximum of branching Brownian motion at time $t$ is asymptotically around an explicit function $m_t$, which involves a first ballistic order and a logarithmic correction. In this paper, we give an…

We prove $l^p$-improving estimates for the averaging operator along the discrete paraboloid in the sharp range of $p$ in all dimensions $n\ge 2$.

In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a…

The question how the extremal values of a stochastic process achieved on different time intervals are correlated to each other has been discussed within the last few years on examples of the running maximum of a Brownian motion, of a…

For any two real-valued continuous-path martingales $X=\{X_t\}_{t\geq 0}$ and $Y=\{Y_t\}_{t\geq 0}$, with $X$ and $Y$ being orthogonal and $Y$ being differentially subordinate to $X$, we obtain sharp $L^p$ inequalities for martingales of…

We establish the $L^p(\mathbb{R}^3)$ boundedness of the helical maximal function for the sharp range $p>3$. Our results improve the previous known bounds for $p>4$. The key ingredient is a new microlocal smoothing estimate for averages…

We prove a general result on a relationship between a limit of normalized numbers of interval crossings by a c\`adl\`ag path and an occupation measure associated with this path. Using this result we define local times of fractional Brownian…

In this paper we provide explicit upper and lower bounds on certain $L^2$ $n$-widths, i.e., best constants in $L^2$ approximation. We further describe a numerical method to compute these $n$-widths approximately, and prove that this method…

Stochastic approximation (SA) is an iterative algorithm for finding the fixed point of an operator using noisy samples and widely used in optimization and Reinforcement Learning (RL). The noise in RL exhibits a Markovian structure, and in…

We investigate the properties of a discrete-time martingale $\{X_m\}_{m\in \mathbb Z_{\geq 0}}$, where all differences between adjacent random variables are limited to be not more than a constant as a promise. In this situation, it is known…

It is well known that the classic Allen-Cahn equation satisfies the maximum bound principle (MBP), that is, the absolute value of its solution is uniformly bounded for all time by certain constant under suitable initial and boundary…

We prove the following estimate \[ \|{e^{it\partial_x^2}f}\|_{L_{(t,x)\in \mathbb{T}^2}^6}\leq C (\log N)^{{1/6}} \|f\|_{L^2_x(\mathbb{T})}, \] assuming $\mbox{supp} (\hat f)\subset [-N,N]$ for $N>1$. The bound $(\log N)^{{1/6}}$ is sharp…

We consider the discrete Gaussian Free Field in a square box in $\mathbb Z^2$ of side length $N$ with zero boundary conditions and study the joint law of its properly-centered extreme values ($h$) and their scaled spatial positions ($x$) in…

We investigate radial Rindler trajectories in a static spherically symmetric black hole spacetime. We assume the trajectory to remain linearly uniformly accelerated throughout its motion, in the sense of the curved spacetime generalisation…

In this article, we revisit the question of fluctuations of linear statistics of beta ensembles in the single cut and non-critical regime for general potentials $V$ under mild regularity and growth assumptions. Our main objective is to…

In this paper we estimate the rest of the approximation of a stationary process by a martingale in terms of the projections of partial sums. Then, based on this estimate, we obtain almost sure approximation of partial sums by a martingale…

We develop novel empirical Bernstein inequalities for the variance of bounded random variables. Our inequalities hold under constant conditional variance and mean, without further assumptions like independence or identical distribution of…