Related papers: Weighted quantile correlation test for the logisti…
In the last decade, it was understood that quantum networks involving several independent sources of entanglement which are distributed and measured by several parties allowed for completely novel forms of nonclassical quantum correlations,…
Height fluctuations are studied in the one-dimensional totally asymmetric simple exclusion process with periodic boundaries, with a focus on how late time relaxation towards the non-equilibrium steady state depends on the initial condition.…
An exact expression of the bridge-mediated donor-acceptor effective coupling, is derived. For systems represented by a tight-binding Hamiltonian with nearest-neighbor interactions, we show that the effective coupling, is equal to the…
We introduce a novel class of Bayesian mixtures for normal linear regression models which incorporates a further Gaussian random component for the distribution of the predictor variables. The proposed cluster-weighted model aims to…
Linearizing the Heisenberg equations of motion around the ground state of an interacting quantum many-body system, one gets a time-evolution generator in the positive cone of a real symplectic Lie algebra. The presence of disorder in the…
It is shown that time reversibility of Hamiltonian microscopic dynamics and Gibbs canonical statistical ensemble of initial conditions for it together produce an exact virial expansion for probability distribution of path of molecular…
This paper develops asymptotic theory of integrals of empirical quantile functions with respect to random weight functions, which is an extension of classical $L$-statistics. They appear when sample trimming or Winsorization is applied to…
We study many interacting Brownian particles under a tilted periodic potential. We numerically measure the linear response coefficient of the density field by applying a slowly varying potential transversal to the tilted direction. In…
This thesis develops exact analytical tools to study strongly correlated stochastic systems, with a focus on extreme value statistics, gap statistics, and full counting statistics in multi-particle processes. A central contribution is the…
We introduce new quantile estimators with adaptive importance sampling. The adaptive estimators are based on weighted samples that are neither independent nor identically distributed. Using a new law of iterated logarithm for martingales,…
This paper develops a framework for incorporating prior information into sequential multiple testing procedures while maintaining asymptotic optimality. We define a weighted log-likelihood ratio (WLLR) as an additive modification of the…
Experiments often yield non-identically distributed data for statistical analysis. Tests of hypothesis under such set-ups are generally performed using the likelihood ratio test, which is non-robust with respect to outliers and model…
This paper investigates the large sample properties of local regression distribution estimators, which include a class of boundary adaptive density estimators as a prime example. First, we establish a pointwise Gaussian large sample…
In this paper, we consider the problem of assessing local clustering in complex networks. Various definitions for this measure have been proposed for the cases of networks having weighted edges, but less attention has been paid to both…
We establish the validity of asymptotic limits for the general transportation problem between random i.i.d. points and their common distribution, with respect to the squared Euclidean distance cost, in any dimension larger than three.…
Systems which consist of many localized constituents interacting with each other can be represented by complex networks. Consistently, network science has become highly popular in vast fields focusing on natural, artificial and social…
We consider non-colliding Brownian bridges starting from two points and returning to the same position. These positions are chosen such that, in the limit of large number of bridges, the two families of bridges just touch each other forming…
We obtain an asymptotic normality result that reveals the precise asymptotic behavior of the maximum likelihood estimators of parameters for a very general class of linear mixed models containing cross random effects. In achieving the…
Brownian motion is a central scientific paradigm. Recently, due to increasing efforts and interests towards miniaturization and small-scale physics or biology, the effects of confinement on such a motion have become a key topic of…
In this paper we study the existence of locally most powerful invariant tests (LMPIT) for the problem of testing the covariance structure of a set of Gaussian random vectors. The LMPIT is the optimal test for the case of close hypotheses,…