Related papers: Asymptotics of the Extremal Excedance Set Statisti…
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…
We prove two estimates for the Barban--Davenport--Halberstam type variance of a general complex sequence in arithmetic progressions. The proofs are elementary, and our estimates are capable of yielding an asymptotic for the variance when…
Baxter permutations arose in the study of fixed points of the composite of commuting functions by Glen Baxter in 1964. This type of permutations are counted by Baxter numbers $B_n$. It turns out that $B_n$ enumerate a lot of discrete…
We establish some asymptotic expansions for infinite weighted convolution of distributions having regular varying tails. Various applications to statistics and probability are developed.
We study the distribution of the length of longest monotone subsequences in random (fixed-point free) involutions of $n$ integers as $n$ grows large, establishing asymptotic expansions in powers of $n^{-1/6}$ in the general case and in…
This paper establishes asymptotic results for the maximum likelihood and restricted maximum likelihood (REML) estimators of the parameters in the nested error regression model for clustered data when both of the number of independent…
We give a new expression for the expected number of inversions in the product of n random adjacent transpositions in the symmetric group S_{m+1}. We then derive from this expression the asymptotic behaviour of this number when n scales with…
We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…
We study the asymptotic behaviour of sequences of multivariate random variables representing the number of occurrences of a given set of symbols in a word of length $n$ generated at random according to a rational stochastic model. Assuming…
Asymptotic expansions are derived for the tail distribution of the product of two correlated normal random variables with non-zero means and arbitrary variances, and more generally the sum of independent copies of such random variables.…
This paper studies the asymptotics of resampling without replacement in the proportional regime where dimension $p$ and sample size $n$ are of the same order. For a given dataset $(X,y)\in \mathbb{R}^{n\times p}\times \mathbb{R}^n$ and…
In this paper, we study exponential random graph models subject to certain constraints. We obtain some general results about the asymptotic structure of the model. We show that there exists non-trivial regions in the phase plane where the…
We study large deviation asymptotics for processes defined in terms of continued fraction digits. We use the continued fraction digit sum process to define a stopping time and derive a joint large deviation asymptotic for the upper and…
We prove sharp asymptotic estimates for the rate of escape of the two-dimensional simple random walk conditioned to avoid a fixed finite set. We derive it from asymptotics available for the continuous analogue of this process (cf…
Maximum entropy models, motivated by applications in neuron science, are natural generalizations of the $\beta$-model to weighted graphs. Similar to the $\beta$-model, each vertex in maximum entropy models is assigned a potential parameter,…
The mean absolute deviation about the mean is an alternative to the standard deviation for measuring dispersion in a sample or in a population. For stationary, ergodic time series with a finite first moment, an asymptotic expansion for the…
We develop asymptotic approximations that can be applied to sequential estimation and inference problems, adaptive randomized controlled trials, and related settings. In batched adaptive settings where the decision at one stage can affect…
We discuss in detail the asymptotic distribution of sample expectiles. First, we show uniform consistency under the assumption of a finite mean. In case of a finite second moment, we show that for expectiles other then the mean, only the…
Asymptotic expansions are derived for solutions of the parabolic cylinder and Weber differential equations. In addition the inhomogeneous versions of the equations are considered, for the case of polynomial forcing terms. The expansions…
In this article we investigate consistency and asymptotic normality of the maximum likelihood and the posterior distribution of the parameters in the context of state space stochastic differential equations (SDEs). We then extend our…