Related papers: Multifractal analysis in a mixed asymptotic framew…
We introduce a new family of models for growing networks. In these networks new edges are attached preferentially to vertices with higher number of connections, and new vertices are created by already existing ones, inheriting part of their…
We provide a complete asymptotic distribution theory for clustered data with a large number of independent groups, generalizing the classic laws of large numbers, uniform laws, central limit theory, and clustered covariance matrix…
Texture characterization is a central element in many image processing applications. Multifractal analysis is a useful signal and image processing tool, yet, the accurate estimation of multifractal parameters for image texture remains a…
Assume one observes independent categorical variables or, equivalently, one observes the corresponding multinomial variables. Estimating the distribution of the observed sequence amounts to estimating the expectation of the multinomial…
In this paper, we establish a joint (bivariate) functional central limit theorem of the sample quantile and the $r$-th absolute centred sample moment for functionals of mixing processes. More precisely, we consider $L_2$-near epoch…
By an appropriate definition, we divide the irregular set into level sets. Then we characterize the multifractal spectrum of these new pieces by calculating their entropies. We also compute the entropies of various intersections of the…
The martingale posterior framework is a generalization of Bayesian inference where one elicits a sequence of one-step ahead predictive densities instead of the likelihood and prior. Posterior sampling then involves the imputation of unseen…
We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…
In several variables, we prove the pointwise convergence of multiresolution expansions to the distributional point values of tempered distributions and distributions of superexponential growth. The article extends and improves earlier…
The multivariate extremal index function relates the asymptotic distribution of the vector of pointwise maxima of a multivariate stationary sequence to that of the independent sequence from the same stationary distribution. It also measures…
For a Borel measure and a sequence of partitions on the unit interval, we define a multifractal spectrum based on coarse Holder regularity. Specifically, the coarse Holder regularity values attained by a given measure and with respect to a…
This paper presents asymptotic results for the maximum likelihood and restricted maximum likelihood (REML) estimators within a two-way crossed mixed effect model as the sizes of the rows, columns, and cells tend to infinity. Under very mild…
Multifractal scaling (MFS) refers to structures that can be described as a collection of interwoven fractal subsets which exhibit power-law spatial scaling behavior with a range of scaling exponents (concentration, or singularity,…
Multivariate data occurs in a wide range of fields, with ever more flexible model specifications being proposed, often within a multivariate generalised linear mixed effects (MGLME) framework. In this article, we describe an extended…
Computing the embedding distribution of a given graph is a fundamental question in topological graph theory. In this article, we extend our viewpoint to a sequence of graphs and consider their asymptotic embedding distributions, which are…
Motivated by spectral analysis of replicated brain signal time series, we propose a functional mixed effects approach to model replicate-specific spectral densities as random curves varying about a deterministic population-mean spectrum. In…
The paper is devoted to the problem of estimation of a univariate component in a heteroscedastic nonparametric multiple regression under the mean integrated squared error (MISE) criteria. The aim is to understand how the scale function…
We consider an inextensible, semiflexible polymer or worm-like chain which is confined in the transverse direction by a parabolic potential and subject to a longitudinal force at the ends, so that the polymer is stretched out and…
Asymptotic expansion is constructed and justified for the solution to a nonuniform Neumann boundary-value problem for the Poisson equation with the right-hand side that depends both on longitudinal and transversal variables in a thin…
We study an asymptotic behavior of the return probability for the critical random matrix ensemble in the regime of strong multifractality. The return probability is expected to show critical scaling in the limit of large time or large…