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We study statistical inference for small-noise-perturbed multiscale dynamical systems under the assumption that we observe a single time series from the slow process only. We construct estimators for both averaging and homogenization…
The slope coefficient in a rank-rank regression is a popular measure of intergenerational mobility. In this article, we first show that commonly used inference methods for this slope parameter are invalid. Second, when the underlying…
The function $\inf_n nx^{1/n}$ has the asymptotics $eu+e d^2(u)/(2u)+O(1/u^2)$ as $x\to\infty$, where $u=\log x$ and $d(u)$ is the distance from $u$ to the nearest integer. We generalize this observation. First, the curves $y=nx^{1/n}$ can…
We consider a cluster growth model on the d-dimensional lattice, called internal diffusion limited aggregation (internal DLA). In this model, random walks start at the origin, one at a time, and stop moving when reaching a site not occupied…
We consider the compressible Euler system with a family of nonlinear velocity alignments. The system is a nonlinear extension of the Euler-alignment system in collective dynamics. We show the asymptotic emergent phenomena of the system:…
Continuing the series of works following Weyl's one-term asymptotic formula for the counting function $N(\lambda)=\sum_{n=1}^\infty(\lambda_n{-}\lambda)_-$ of the eigenvalues of the Dirichlet Laplacian and the much later found two-term…
For a one dimensional diffusion process $X=\{X(t) ; 0\leq t \leq T \}$, we suppose that $X(t)$ is hidden if it is below some fixed and known threshold $\tau$, but otherwise it is visible. This means a partially hidden diffusion process. The…
The main purpose of this paper is to investigate the strong approximation of the integrated empirical process. More precisely, we obtain the exact rate of the approximations by a sequence of weighted Brownian bridges and a weighted Kiefer…
We derive novel low-temperature asymptotics for the spectrum of the infinitesimal generator of the overdamped Langevin dynamics. The novelty is that this operator is endowed with homogeneous Dirichlet conditions at the boundary of a domain…
We develop a uniform inference theory for high-dimensional slope parameters in threshold regression models, allowing for either cross-sectional or time series data. We first establish oracle inequalities for prediction errors, and L1…
We study the isotonic regression estimator over a general countable pre-ordered set. We obtain the limiting distribution of the estimator and study its properties. It is proved that, under some general assumptions, the limiting distribution…
A compilation of new results on the asymptotic behaviour of the Humbert functions $\Psi_1$ and $\Psi_2$, and also on the Appell function $F_2$, is presented. As a by-product, we confirm a conjectured limit which appeared recently in the…
Functional data present as functions or curves possessing a spatial or temporal component. These components by nature have a fixed observational domain. Consequently, any asymptotic investigation requires modelling the increased correlation…
This paper discusses the asymptotic behaviour of the number of descents in a random signed permutation and its inverse, which was posed as an open problem by Chatterjee and Diaconis in a recent publication. For that purpose, we generalize…
Non-standard distributional approximations have received considerable attention in recent years. They often provide more accurate approximations in small samples, and theoretical improvements in some cases. This paper shows that the…
Let $X_1,...,X_n$ be a random sample from some unknown probability density $f$ defined on a compact homogeneous manifold $\mathbf M$ of dimension $d \ge 1$. Consider a 'needlet frame' $\{\phi_{j \eta}\}$ describing a localised projection…
The large-time asymptotics of the solutions to a class of degenerate parabolic cross-diffusion systems is analyzed. The equations model the interaction of an arbitrary number of population species in a bounded domain with no-flux boundary…
The maximum likelihood estimator (MLE) is pivotal in statistical inference, yet its application is often hindered by the absence of closed-form solutions for many models. This poses challenges in real-time computation scenarios,…
This work investigates the long-time asymptotic behavior of a diffusing passive scalar advected by fluid flow in a straight channel with a periodically varying cross-section. The goal is to derive an asymptotic expansion for the scalar…
We consider the problem of the estimation of the invariant distribution function of an ergodic diffusion process when the drift coefficient is unknown. The empirical distribution function is a natural estimator which is unbiased, uniformly…