Related papers: Probability asymptotics: notes on notation
Here we briefly discuss how negative numbers, or "negative probabilities", can naturally arise in probabilistic expressions and be given an operational interpretation. Like the use of negative numbers in arithmetical expressions, the use of…
The range, local times, and periodicity of symmetric, weakly asymmetric and asymmetric random walks at the time of exit from a strip with $N$ locations are considered. Several results on asymptotic distributions are obtained.
In some estimation problems, especially in applications dealing with information theory, signal processing and biology, theory provides us with additional information allowing us to restrict the parameter space to a finite number of points.…
Many asymptotic formulas exist for unrestricted integer partitions as well as for distinct partitions of integers into a finite number of parts. Szekeres and Canfield have derived an asymptotic formula for the number of partitions that is…
We investigate multiple Charlier polynomials and in particular we will use the (nearest neighbor) recurrence relation to find the asymptotic behavior of the ratio of two multiple Charlier polynomials. This result is then used to obtain the…
We determine the asymptotic behavior of the realized power variations, or more generally of sums of a given test function evaluated at the successive increments of a L\'{e}vy process. One can completely elucidate the first order behavior…
We study the asymptotic behavior of the rank statistic for unimodal sequences. We use analytic techniques involving asymptotic expansions in order to prove asymptotic formulas for the moments of the rank. Furthermore, when appropriately…
We investigate average gradient degree of normal random polynomials of fixed algebraic degree n. In particular, for polynomials of two variables, asymptotics of the average gradient degree for large values of n is determined.
We study (asymmetric) $U$-statistics based on a stationary sequence of $m$-dependent variables; moreover, we consider constrained $U$-statistics, where the defining multiple sum only includes terms satisfying some restrictions on the gaps…
A general method is presented for deriving the limiting behavior of estimators that are defined as the values of parameters optimizing an empirical criterion function. The asymptotic behavior of such estimators is typically deduced from…
The problems and solutions contained here, all associated with nonlinear recurrences and long-term trends, are new (as far as is known).
In this paper, we analyze the exact asymptotic behavior of the connectivity probability in a random binomial bipartite graph $G(n,m,p)$ under various regimes of the edge probability $p=p(n)$. To determine this probability, a method based on…
This paper concerns instruction sequences that contain probabilistic instructions, i.e. instructions that are themselves probabilistic by nature. We propose several kinds of probabilistic instructions, provide an informal operational…
In this paper, we study three asymptotic regimes that can be applied to ranking and selection (R&S) problems with general sample distributions. These asymptotic regimes are constructed by sending particular problem parameters (probability…
This work is a continuation of [7]. We consider a continuous-time birth-and-death process in which the transition rates have an asymptotical power-law dependence upon the position of the process. We establish rough exponential asymptotic…
We consider three models (elliptic, flat and hyperbolic) of Gaussian random analytic functions distinguished by invariance of their zeroes distribution. Asymptotic normality is proven for smooth functionals (linear statistics) of the set of…
Permutations of correlated sequences of random variables appear naturally in a variety of applications such as graph matching and asynchronous communications. In this paper, the asymptotic statistical behavior of such permuted sequences is…
A formalism is presented to obtain closed evolution equations for asymptotic probability distribution functions of turbulence magnitudes. The formalism is derived for a generic evolution equation, so that the final result can be easily…
We deduce the non-asymptotical bilateral estimates for moment inequalities for sums of non-negative independent random variables, based on the correspondent estimates for the so-called Bell functions and the Poisson distribution.
We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…