相关论文: Maxima and near-maxima of a Gaussian random assign…

Motivated by the problem of testing for the existence of a signal of known parametric structure and unknown ``location'' (as explained below) against a noisy background, we obtain for the maximum of a centered, smooth random field an…

In this paper, we study the asymptotic distribution of the maxima of suprema of dependent Gaussian processes with trend. For different scales of the time horizon we obtain different normalizing functions for the convergence of the maxima.…

In this paper, for centered homogeneous Gaussian random fields the joint limiting distributions of normalized maxima and minima over continuous time and uniform grids are investigated. It is shown that maxima and minima are asymptotic…

We derive a scale-free bound on the density of the maximum of a centered Gaussian vector. The basic bound is non-uniform, depends logarithmically on the dimension, and allows any covariance matrix. When the largest marginal variance is…

We show that the centered maximum of a sequence of log-correlated Gaussian fields in any dimension converges in distribution, under the assumption that the covariances of the fields converge in a suitable sense. We identify the limit as a…

We obtain a number of results regarding the distribution of values of a quadratic function f on the set of nxn permutation matrices (identified with the symmetric group S_n) around its optimum (minimum or maximum). In particular, we…

We study the distribution of the maximum of a large class of Gaussian fields indexed by a box $V_N\subset Z^d$ and possessing logarithmic correlations up to local defects that are sufficiently rare. Under appropriate assumptions that…

Gaussian random fields on Euclidean spaces whose variances reach their maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximum of theirs trajectories have been evaluated using…

Motivated by the papers of Piterbarg (2004) and H\"{u}sler (2004), in this paper the asymptotic relation between the maximum of a continuous dependent homogeneous Gaussian random field and the maximum of this field sampled at discrete time…

Suppose that the edges of a complete graph are assigned weights independently at random and we ask for the weight of the minimal-weight spanning tree, or perfect matching, or Hamiltonian cycle. For these and several other common…

This paper derives a new strong Gaussian approximation bound for the sum of independent random vectors. The approach relies on the optimal transport theory and yields \textit{explicit} dependence on the dimension size $p$ and the sample…

In this article we give a general criterion for some dependent Gaussian models to belong to maximal domain of attraction of Gumbel, following an application of the Stein-Chen method studied in Arratia et al(1989). We also show the…

Let $x_1 < \dots < x_n$ and $y_1 < \dots < y_n$, $n \in \mathbb N$, be real numbers. We show by an example that the assignment problem $$ \max_{\sigma \in S_n} F_\sigma(x,y) := \frac12 \sum_{i,k=1}^n |x_i - x_k|^\alpha \, |y_{\sigma(i)} -…

Given a Gaussian Markov random field, we consider the problem of selecting a subset of variables to observe which minimizes the total expected squared prediction error of the unobserved variables. We first show that finding an exact…

We discuss the optimal matching solution for both the assignment problem and the matching problem in one dimension for a large class of convex cost functions. We consider the problem in a compact set with the topology both of the interval…

The asymptotic results that underlie applications of extreme random fields often assume that the variables are located on a regular discrete grid, identified with $\mathbb{Z}^2$, and that they satisfy stationarity and isotropy conditions.…

We continue the study of the maximum of the scale-inhomogeneous discrete Gaussian free field in dimension two. In this paper, we consider the regime of weak correlations and prove the convergence in law of the centred maximum to a randomly…

We study asymptotic probabilities of attaining the maximum in heterogeneous Gaussian samples. In the two-group setting, the first sample has variance $1$ and size $n_1$, while the second has variance $\sigma^2>1$ and size $n_2$. We…

Let $A$ be a real skew-symmetric Gaussian random matrix whose upper triangular elements are independently distributed according to the standard normal distribution. We provide the distribution of the largest singular value $\sigma_1$ of…

A local convergence rate is established for a Gauss orthogonal collocation method applied to optimal control problems with control constraints. If the Hamiltonian possesses a strong convexity property, then the theory yields convergence for…