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This paper presents a saddlepoint approximation of the random-coding union bound of Polyanskiy et al. for i.i.d. random coding over discrete memoryless channels. The approximation is single-letter, and can thus be computed efficiently.…
We undertake a precise study of the asymptotic and non-asymptotic properties of stochastic approximation procedures with Polyak-Ruppert averaging for solving a linear system $\bar{A} \theta = \bar{b}$. When the matrix $\bar{A}$ is Hurwitz,…
Measures of risk concentration and their asymptotic behavior for portfolios with heavy-tailed risk factors is of interest in risk management. Second order regular variation is a structural assumption often imposed on such risk factors to…
We study the joint distribution of the input sum and the output sum of a deterministic transducer. Here, the input of this finite-state machine is a uniformly distributed random sequence. We give a simple combinatorial characterization of…
We study asymptotic behavior of one-step weighted $M$-estimators based on samples from arrays of not necessarily identically distributed random variables and representing explicit approximations to the corresponding consistent weighted…
This paper discusses asymptotic distributions of various estimators of the underlying parameters in some regression models with long memory (LM) Gaussian design and nonparametric heteroscedastic LM moving average errors. In the simple…
Lower and upper bounds are explored for the uniform (Kolmogorov) and $L^2$-distances between the distributions of weighted sums of dependent summands and the normal law. The results are illustrated for several classes of random variables…
We present a general approach to the problem of determining tight asymptotic lower bounds for generalized central moments of the optimal alignment score of two independent sequences of i.i.d. random variables. At first, these are obtained…
This paper considers the problem of variable-length lossy source coding. The performance criteria are the excess distortion probability and the cumulant generating function of codeword lengths. We derive a non-asymptotic fundamental limit…
We consider redundant binary joint digital expansions of integer vectors. The redundancy is used to minimize the Hamming weight, i.e., the number of nonzero digit vectors. This leads to efficient linear combination algorithms in abelian…
We study the problem of asymptotic consensus as it occurs in a wide range of applications in both man-made and natural systems. In particular, we study systems with directed communication graphs that may change over time. We recently…
We investigate the distribution of the volume and coordination number associated to each particle in a jammed packing of monodisperse hard sphere using the mesoscopic ensemble developed in Nature 453, 606 (2008). Theory predicts an…
This paper studies the asymptotic properties of weighted sums of the form $Z_n=\sum_{i=1}^n a_i X_i$, in which $X_1, X_2, \ldots, X_n$ are i.i.d.~random variables and $a_1, a_2, \ldots, a_n$ correspond to either eigenvalues or singular…
We consider a bound on the bias reduction of a random number generator by processing based on binary linear codes. We introduce a new bound on the total variation distance of the processed output based on the weight distribution of the code…
Linear codes with few weights have applications in secrete sharing, authentication codes, association schemes, and strongly regular graphs. In this paper, several classes of $p$-ary linear codes with two or three weights are constructed…
Logistic regression is the most commonly used method for constructing predictive models for binary responses. One significant drawback to this approach, however, is that the asymptotes of the logistic response function are fixed at 0 and 1,…
We propose a general approach to construct weighted likelihood estimating equations with the aim of obtaining robust parameter estimates. We modify the standard likelihood equations by incorporating a weight that reflects the statistical…
The behavior of some stochastic chemical reaction networks is largely unaffected by slight inaccuracies in reaction rates. We formalize the robustness of state probabilities to reaction rate deviations, and describe a formal connection…
In this paper, we consider the usual linear regression model in the case where the error process is assumed strictly stationary. We use a result from Hannan, who proved a Central Limit Theorem for the usual least squares estimator under…
Spatial-temporal linear model and the corresponding likelihood-based statistical inference are important tools for the analysis of spatial-temporal lattice data. In this paper, we study the asymptotic properties of maximum likelihood…