2 papers
math.PR2025
Upper and lower bounds on TVD and KLD between centered elliptical distributions in high-dimensional setting
Ievlev Pavel, Timofei Shashkov
In this paper, we derive some upper and lower bounds and inequalities for the total variation distance (TVD) and the Kullback-Leibler divergence (KLD), also known as the relative e…
math.PR2024
Extremes of vector-valued locally additive Gaussian fields with application to double crossing probabilities
Ievlev Pavel, Kriukov Nikolai
The asymptotic analysis of high exceedance probabilities for Gaussian processes and fields has been a blooming research area since J. Pickands introduced the now-standard technique…