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Different dependence scenarios can arise in multivariate extremes, entailing careful selection of an appropriate class of models. In bivariate extremes, the variables are either asymptotically dependent or are asymptotically independent. Most available sta ...
Although our work lies in the field of random processes, this thesis was originally motivated by signal processing applications, mainly the stochastic modeling of sparse signals. We develop a mathematical study of the innovation model, under which a signal ...
We prove an asymptotic formula for the shifted convolution of the divisor functions d(k)(n) and d(n) with k >= 4, which is uniform in the shift parameter and which has a power saving error term, improving results obtained previously by Fouvry and Tenenbaum ...
Gaussian scale mixtures are constructed as Gaussian processes with a random variance. They have non-Gaussian marginals and can exhibit asymptotic dependence unlike Gaussian processes, which are asymptotically independent except in the case of perfect depen ...
The group testing problem consists of determining a small set of defective items from a larger set of items based on a number of tests, and is relevant in applications such as medical testing, communication protocols, pattern matching, and more. In this pa ...
We study the average of the product of the central values of two L-functions of modular forms f and g twisted by Dirichlet characters to a large prime modulus q. As our principal tools, we use spectral theory to develop bounds on averages of shifted convol ...
We study the optimal strategy for a sailboat to reach an upwind island under the hypothesis that the wind direction fluctuates according to a Brownian motion and the wind speed is constant. The work is motivated by a concrete problem which typically arises ...
We prove an asymptotic formula for squarefree numbers in arithmetic progressions, improving previous results by Prachar and Hooley. As a consequence we improve a lower bound of Heath-Brown for the least squarefree number in an arithmetic progression. ...
Pickands constants play a crucial role in the asymptotic theory of Gaussian processes. They are commonly defined as the limits of a sequence of expectations involving fractional Brownian motions and, as such, their exact value is often unknown. Recently, D ...
In this paper we develop theoretical analysis and numerical reconstruction techniques for the solution of an inverse boundary value problem dealing with the nonlinear, time-dependent monodomain equation, which models the evolution of the electric potential ...
