Related papers: On the Grenander estimator at zero

We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…

Given a nondecreasing sequence $\Lambda=\{\lambda_n>0\}$ such that $\displaystyle\lim_{n\to\infty} \lambda_n=\infty,$ we consider the sequence $\mathcal N_\Lambda:=\left\{\lambda_ne^{i\theta_n},n\in\,\mathbb N\right\}$, where $\theta_n$ are…

In this paper, under mild assumptions, we derive a law of large numbers, a central limit theorem with an error estimate, an almost sure invariance principle and a variant of Chernoff bound in finite-state hidden Markov models. These limit…

We apply ideas from the theory of limits of dense combinatorial structures to study order types, which are combinatorial encodings of finite point sets. Using flag algebras we obtain new numerical results on the Erd\H{o}s problem of finding…

We consider a long Lorentz tube with absorbing boundaries. Particles are injected to the tube from the left end. We compute the equilibrium density profiles in two cases: the semi-infinite tube (in which case the density is constant) and a…

We focus on the problem estimating a monotone trend function under additive and dependent noise. New point-wise confidence interval estimators under both short- and long-range dependent errors are introduced and studied. These intervals are…

We prove results about uniform convergence of densities in the free central limit theorem without assumptions of boundedness on the support.

We consider the zero-range process with arbitrary bounded monotone rates on the complete graph, in the regime where the number of sites diverges while the density of particles per site converges. We determine the asymptotics of the mixing…

Nonparametric regression problems with qualitative constraints such as monotonicity or convexity are ubiquitous in applications. For example, in predicting the yield of a factory in terms of the number of labor hours, the monotonicity of…

Limits of densities belonging to an exponential family appear in many applications, {e.g.} Gibbs models in Statistical Physics, relaxed combinatorial optimization, coding theory, critical likelihood computations, Bayes priors with singular…

Marshall's [Nonparametric Techniques in Statistical Inference (1970) 174--176] lemma is an analytical result which implies $\sqrt{n}$--consistency of the distribution function corresponding to the Grenander [Skand. Aktuarietidskr. 39 (1956)…

For the aggregation equation in $\mathbb{R}$, we consider the evolution of an initial density corresponding to the characteristic function of some set $\Omega_0$. We study the limit measure at the blow up time 1 for $\Omega_0$ open or…

A test of the null hypothesis that a hazard rate is monotone nondecreasing, versus the alternative that it is not, is proposed. Both the test statistic and the means of calibrating it are new. Unlike previous approaches, neither is based on…

We study the limiting behavior of smooth linear statistics of the spectrum of random permutation matrices in the mesoscopic regime, when the permutation follows one of the Ewens measures on the symmetric group. If we apply a smooth enough…

We consider in this paper the Grenander estimator of unbounded, in general, nonincreasing densities on the interval [0; 1] without any smoothness assumptions. For fixed number n of i.i.d. random vari- ables X1;X2; : : : ;Xn with values in…

A strengthened version of the central limit theorem for discrete random variables is established, relying only on information-theoretic tools and elementary arguments. It is shown that the relative entropy between the standardised sum of…

We introduce a new natural notion of convergence for permutations at any specified scale, in terms of the density of patterns of restricted width. In this setting we prove that limits may be chosen independently at a countably infinite…

We present a Lorentz gauge theory of gravity in which the metric is not dynamical. Spherically symmetric weak field solutions are studied. We show that this solution contains the Schwarzschild spacetime at least to the first order of…

Based on the convergence of their infinitesimal generators in the mixed topology, we provide a stability result for strongly continuous convex monotone semigroups on spaces of continuous functions. In contrast to previous results, we do not…

This paper studies the limits of a spatial random field generated by uniformly scattered random sets, as the density $\lambda$ of the sets grows to infinity and the mean volume $\rho$ of the sets tends to zero. Assuming that the volume…