Related papers: Asymptotic independence for unimodal densities
We study limit shapes for dimer models on domains of the hexagonal lattice with free boundary conditions. This is equivalent to the large deviation phenomenon for a random stepped surface over domains fixed only at part of the boundary.
Asymptotic properties of a dimension-robust dependence measure are investigated. It is related to those used in independence tests, but is derivable, thus suitable for independent component analysis. An adjustable kernel allows to…
The local Markov condition for a DAG to be an independence map of a probability distribution is well known. For DAGs with latent variables, represented as bi-directed edges in the graph, the local Markov property may invoke exponential…
We study the problem of independence and conditional independence tests between categorical covariates and a continuous response variable, which has an immediate application in genetics. Instead of estimating the conditional distribution of…
This work investigates the intersection property of conditional independence. It states that for random variables $A,B,C$ and $X$ we have that $X$ independent of $A$ given $B,C$ and $X$ independent of $B$ given $A,C$ implies $X$ independent…
A complete and user-friendly directory of tails of Archimedean copulas is presented which can be used in the selection and construction of appropriate models with desired properties. The results are synthesized in the form of a decision…
It has been shown by Voiculescu that important classes of square independent random matrices are asymptotically free, where freeness is a noncommutative analog of classical independence. Recently, we introduced the concept of matricial…
This paper is devoted to the asymptotics of the density of surfacic states near the spectral edges for a discrete surfacic Anderson model. Two types of spectral edges have to be considered : fluctuating edges and stable edges. Each type has…
There is an increasing interest to understand the dependence structure of a random vector not only in the center of its distribution but also in the tails. Extreme-value theory tackles the problem of modelling the joint tail of a…
This paper deals with collisionless transport equations in bounded open domains $\Omega \subset \R^{d}$ $(d\geq 2)$ with $\mathcal{C}^{1}$ boundary $\partial \Omega $, orthogonally invariant velocity measure $\bm{m}(\d v)$ with support…
We propose an analytical method to determine the shape of density profiles in the asymptotic long time limit for a broad class of coupled continuous time random walks which operate in the ballistic regime. In particular, we show that…
This article proposes copula-based dependence quantification between multiple groups of random variables of possibly different sizes via the family of $Phi$-divergences. An axiomatic framework for this purpose is provided, after which we…
This paper generalizes recent proposals of density forecasting models and it develops theory for this class of models. In density forecasting, the density of observations is estimated in regions where the density is not observed.…
Models based on assumptions of multivariate regular variation and hidden regular variation provide ways to describe a broad range of extremal dependence structures when marginal distributions are heavy tailed. Multivariate regular variation…
Distance correlation is a measure of dependence between two paired random vectors or matrices of arbitrary, not necessarily equal, dimensions. Unlike Pearson correlation, the population distance correlation coefficient is zero if and only…
We study the asymptotics of sums of matricially free random variables called random pseudomatrices, and we compare it with that of random matrices with block-identical variances. For objects of both types we find the limit joint…
We give two asymptotic results for the empirical distance covariance on separable metric spaces without any iid assumption on the samples. In particular, we show the almost sure convergence of the empirical distance covariance for any…
The density of states of Dirac fermions with a random mass on a two-dimensional lattice is considered. We give the explicit asymptotic form of the single-electron density of states as a function of both energy and (average) Dirac mass, in…
This paper derives the asymptotic distribution of variance weighted Kolmogorov-Smirnov statistics for conditional moment inequality models for the case of a one dimensional covariate. The asymptotic distribution depends on the data…
Bayesian predictive densities when the observed data $x$ and the target variable $y$ to be predicted have different distributions are investigated by using the framework of information geometry. The performance of predictive densities is…