Related papers: On weak approximation of U-statistics
Weak gravitational lensing is a powerful cosmological probe, with non--Gaussian features potentially containing the majority of the information. We examine constraints on the parameter triplet $(\Omega_m,w,\sigma_8)$ from non-Gaussian…
This paper explores the well known approximation approach to decide weak bisimilarity of Basic Parallel Processes. We look into how different refinement functions can be used to prove weak bisimilarity decidable for certain subclasses. We…
The weak dipole moments of leptons and quarks, \ie those related to their $Z$--coupling, are reviewed. Standard Model predictions and experimental results may result in a stringent test for both their pointlike structure and also for the…
We show that moment inequalities in a wide variety of economic applications have a particular linear conditional structure. We use this structure to construct uniformly valid confidence sets that remain computationally tractable even in…
In this paper, we establish an exponential inequality for U-statistics of i.i.d. data, varying kernel and taking values in a separable Hilbert space. The bound are expressed as a sum of an exponential term plus an other one involving the…
This article study the average conditioning for a random underdetermined polynomial system. The expected value of the moments of the condition number are compared to the moments of the condition number of random matrices. An expression for…
This paper is concerned with normal approximation under relaxed moment conditions using Stein's method. We obtain the explicit rates of convergence in the central limit theorem for (i) nonlinear statistics with finite absolute moment of…
Based on a weak convergence argument, we provide a necessary and sufficient condition that guarantees that a nonnegative local martingale is indeed a martingale. Typically, conditions of this sort are expressed in terms of integrability…
This work discusses simple examples how quantum systems are obtained as subsystems of classical statistical systems. For a single qubit with arbitrary Hamiltonian and for the quantum particle in a harmonic potential we provide explicitly…
In this article we develop a new methodology to prove weak approximation results for general stochastic differential equations. Instead of using a partial differential equation approach as is usually done for diffusions, the approach…
The convergence of U-statistics has been intensively studied for estimators based on families of i.i.d. random variables and variants of them. In most cases, the independence assumption is crucial [Lee90, de99]. When dealing with…
The asymptotic distribution of a wide class of V- and U-statistics with estimated parameters is derived in the case when the kernel is not necessarily differentiable along the parameter. The results have their application in goodness-of-fit…
This article investigates weak convergence of the sequential $d$-dimensional empirical process under strong mixing. Weak convergence is established for mixing rates $\alpha_n = O(n^{-a})$, where $a>1$, which slightly improves upon existing…
In the past decades, weak convergence theory for stochastic processes has become a standard tool for analyzing the asymptotic properties of various statistics. Routinely, weak convergence is considered in the space of bounded functions…
The Cram\'er-Wold device characterises weak convergence of probability measures on $\mathbb{R}^d$ through convergence of all one-dimensional projected laws. We prove that, if the target projected laws are moment-determinate for…
We give simple proofs, under minimal hypotheses, of the Weak Law of Large Numbers and the Central Limit Theorem for independent identically distributed random variables. These proofs use only the elementary calculus, together with the most…
The statistical property of the weak lensing fields is studied quantitatively using the ray-tracing simulations. Motivated by the empirical lognormal model that characterizes the probability distribution function(PDF) of the…
Conditional cumulants form a set of unique statistics which represent a sensible compromise between N-point correlation functions and cumulants measured from moments of counts in cells. They share accurate edge corrected estimators with…
The law of the iterated logarithm for partial sums of weakly dependent processes was intensively studied by Walter Philipp in the late 1960s and 1970s. In this paper, we aim to extend these results to nondegenerate U-statistics of data that…
In experiment, the multiplicity distributions of inelastic processes are truncated due to finite energy, insufficient statistics or special choice of events. It is shown that the moments of such truncated multiplicity distributions possess…