Related papers: Studentized Processes of U-statistics
Random events in space and time often exhibit a locally dependent structure. When the events are very rare and dependent structure is not too complicated, various studies in the literature have shown that Poisson and compound Poisson…
The paper considers probability distribution, density, conditional distribution and density and conditional moments as well as their kernel estimators in spaces of generalized functions. This approach does not require restrictions on…
A smooth function of the second moments of $N$ continuous variables gives rise to an uncertainty relation if it is bounded from below. We present a method to systematically derive such bounds by generalizing an approach applied previously…
In physics, one is often misled in thinking that the mathematical model of a system is part of or is that system itself. Think of expressions commonly used in physics like "point" particle, motion "on the line", "smooth" observables, wave…
We derive normal approximation bounds in the Wasserstein distance for sums of weighted U-statistics, based on a general distance bound for functionals of independent random variables of arbitrary distributions. Those bounds are applied to…
This paper addresses the following question: given a sample of i.i.d. random variables with finite variance, can one construct an estimator of the unknown mean that performs nearly as well as if the data were normally distributed? One of…
We investigate the online detection of changepoints in the distribution of a sequence of observations using degenerate U-statistic-type processes. We study weighted versions of: an ordinary, CUSUM-type scheme, a Page-CUSUM-type scheme, and…
We consider a branching particle system consisting of particles moving according to the Ornstein-Uhlenbeck process in $\Rd$ and undergoing a binary, supercritical branching with a constant rate $\lambda>0$. This system is known to fulfil a…
In this paper, quantitative central limit theorems for $U$-statistics on the $q$-dimensional torus defined in the framework of the two-sample problem for Poisson processes are derived. In particular, the $U$-statistics are built over tight…
We introduce a family of classical stochastic processes describing diffusive particles undergoing branching and long-range annihilation in the presence of a parity constraint. The probability for a pair-annihilation event decays as a…
Let U(N) denote the maximal length of arithmetic progressions in a random uniform subset of {0,1}^N. By an application of the Chen-Stein method, we show that U(N)- 2 log(N)/log(2) converges in law to an extreme type (asymmetric)…
In classical stochastic theory, the joint probability distributions of a stochastic process obey by definition the Kolmogorov consistency conditions. Interpreting such a process as a sequence of physical measurements with probabilistic…
We investigate the Student-t process as an alternative to the Gaussian process as a nonparametric prior over functions. We derive closed form expressions for the marginal likelihood and predictive distribution of a Student-t process, by…
U-statistics constitute a large class of estimators, generalizing the empirical mean of a random variable $X$ to sums over every $k$-tuple of distinct observations of $X$. They may be used to estimate a regular functional $\theta(P_{X})$ of…
In this paper, we establish optimal Berry--Esseen bounds for the generalized $U$-statistics. The proof is based on a new Berry--Esseen theorem for exchangeable pair approach by Stein's method under a general linearity condition setting. As…
We study critera for a pair $ (\{ X_n \} $, $ \{ Y_n \}) $ of approximating processes which guarantee closeness of moments by generalizing known results for the special case that $ Y_n = Y $ for all $n$ and $ X_n $ converges to $Y$ in…
Extreme-value theory for random vectors and stochastic processes with continuous trajectories is usually formulated for random objects all of whose univariate marginal distributions are identical. In the spirit of Sklar's theorem from…
The steady state of the Fokker-Planck equation corresponding to a density dependent one-step process is approximated by a suitable normal distribution. Starting from the master equations of the process, written in terms of the time…
Werner states are defined as bipartite qudit states that remain unchanged under application of arbitrary unitary operators acting on both subsystems simultaneously. Their preparation is a crucial ingredient in entanglement distillation…
The purpose of this article is to present a general method to find limiting laws for some renormalized statistics on random permutations. The model considered here is Ewens sampling model, which generalizes uniform random permutations. We…