Related papers: Asymptotics for Weighted Random Sums

Given a sequence $(X_n)$ of symmetrical random variables taking values in a Hilbert space, an interesting open problem is to determine the conditions under which the series $\sum_{n=1}^\infty X_n$ is almost surely convergent. For…

We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…

The circular uniform distribution on the unit circle is closed under summation, that is, the sum of independent circular uniformly distributed random variables is also circular uniformly distributed. In this study, it is shown that a family…

We investigate the weight distribution of random binary linear codes. For $0<\lambda<1$ and $n\to\infty$ pick uniformly at random $\lambda n$ vectors in $\mathbb{F}_2^n$ and let $C \le \mathbb{F}_2^n$ be the orthogonal complement of their…

We study randomly stopped sums via their asymptotic scales. First, finiteness of moments is considered. To generalise this study, asymptotic scales applicable to the class of all heavy-tailed random variables are used. The stopping is…

We consider the problem of testing the equality of conditional distributions of a response variable given a vector of covariates between two populations. Such a hypothesis testing problem can be motivated from various machine learning and…

Let $\{X(t),t\ge0\}$ be a centered Gaussian process and let $\gamma$ be a non-negative constant. In this paper we study the asymptotics of $P\{\underset{t\in [0,\mathcal{T}/u^\gamma]}\sup X(t)>u\}$ as $u\to\infty$, with $\mathcal{T}$ an…

Let $\prec$ be the product order on $\mathbb{R}^k$ and assume that $X_1,X_2,\ldots,X_n$ ($n\geq3$) are i.i.d. random vectors distributed uniformly in the unit hypercube $[0,1]^k$. Let $S$ be the (random) set of vectors in $\mathbb{R}^k$…

We prove an asymptotic estimate for the number of mxn non-negative integer matrices (contingency tables) with prescribed row and column sums and, more generally, for the number of integer feasible flows in a network. Similarly, we estimate…

Let $X_1,X_2,...$ be independent identically distributed random variables with $\mathbb E X_k=0$, $\mathrm{Var} X_k=1$. Suppose that $\varphi(t):=\log \mathbb E e^{t X_k}<\infty$ for all $t>-\sigma_0$ and some $\sigma_0>0$. Let…

This paper considers a variation of the full-information secretary problem where the random variables to be observed are independent but not necessary identically distributed. The main result is a sharp lower bound for the optimal win…

Let $\{X_t, t \geq 1\}$ be a sequence of identically distributed and pairwise asymptotically independent random variables with regularly varying tails and $\{ \Theta_t, t\geq1 \}$ be a sequence of positive random variables independent of…

We study the asymptotic behaviour of stochastic processes that are generated by sums of partial sums of i.i.d. random variables and their renewals. We conclude that these processes cannot converge weakly to any nondegenerate random element…

Asymptotic concentration behaviors of linear combinations of weight distributions on the random linear code ensemble are presented. Many important properties of a binary linear code can be expressed as the form of a linear combination of…

We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. The model considered in the paper is very general as we do not impose any…

This study focuses on statistical inference for compound models of the form $X=\xi_1+\ldots+\xi_N$, where $N$ is a random variable denoting the count of summands, which are independent and identically distributed (i.i.d.) random variables…

Let $\mathcal{C}=\{C_1,\ldots,C_n\}$ be a set of $n$ pairwise-disjoint convex sets of constant description complexity, and let $\pi$ be a probability density function (pdf for short) over the non-negative reals. For each $i$, let $K_i$ be…

We consider the Halfin-Whitt diffusion process $X_d(t)$, which is used, for example, as an approximation to the $m$-server $M/M/m$ queue. We use recently obtained integral representations for the transient density $p(x,t)$ of this diffusion…

On the $Z^2$ lattice, vertices are assigned random weights $W(i,j)$. The point-to-point last passage percolation (LPP) time $S_{M,N+1-M}$ between $(1,1)$ and $(M,N+1-M)$ is the maximum total weight among all upward/right-oriented paths…

We develop the asymptotic expansion theory for vector-valued sequences (F N) N $\ge$1 of random variables in terms of the convergence of the Stein-Malliavin matrix associated to the sequence F N. Our approach combines the classical Fourier…