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In this paper, we develop a novel argument, the non-autonomous approximation method, to seek the asymptotic limits of the fully coupled multi-scale McKean-Vlasov stochastic systems with irregular coefficients, which, as summarized in…

Probability · Mathematics 2024-12-19 Yuewen Hou , Yun Li , Longjie Xie

The purpose of the present paper is to establish explicit bounds on moderate deviation probabilities for a rather general class of geometric functionals enjoying the stabilization property, under Poisson input and the assumption of a…

Probability · Mathematics 2015-03-17 Peter Eichelsbacher , Martin Raic , Tomasz Schreiber

The asymptotic expansion method is generalized from the periodic setting to stationary ergodic stochastic geometries. This will demonstrate that results from periodic asymptotic expansion also apply to non-periodic structures of a certain…

Mathematical Physics · Physics 2015-03-17 Martin Heida

Asymptotic equivalence results for nonparametric regression experiments have always assumed that the variances of the observations are known. In practice, however the variance of each observation is generally considered to be an unknown…

Statistics Theory · Mathematics 2007-11-06 Andrew V. Carter

We enable a theory of intrinsic asymptotic expansions for the steady state solutions of the full Navier-Stokes equations. Such a theory was first developed in Foias et al (2024 Commun. Pure Appl. Anal. 23, 269-303) for Galerkin…

Analysis of PDEs · Mathematics 2024-10-23 Luan Hoang , Michael S. Jolly

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…

Econometrics · Economics 2025-02-25 Keisuke Hirano , Jack R. Porter

Asymptotics of maximum likelihood estimation for $\alpha$-stable law are analytically investigated with a continuous parameterization. The consistency and asymptotic normality are shown on the interior of the whole parameter space. Although…

Statistics Theory · Mathematics 2019-03-01 Muneya Matsui

We investigate asymptotic polynomial approximation for a class of weighted Bloch functions in the unit disc. Our main result is a structural theorem on asymptotic polynomial approximation in the unit disc, in the flavor of the classical…

Complex Variables · Mathematics 2024-03-14 Adem Limani

Motivated by recent new Monte Carlo data we investigate a heuristic asymptotic theory that applies to n-faced 3D Poisson-Voronoi cells in the limit of large n. We show how this theory may be extended to n-edged cell faces. It predicts the…

Statistical Mechanics · Physics 2015-06-22 H. J. Hilhorst , E. A. Lazar

The order-$k$ Voronoi tessellation of a locally finite set $X \subseteq \mathbb{R}^n$ decomposes $\mathbb{R}^n$ into convex domains whose points have the same $k$ nearest neighbors in $X$. Assuming $X$ is a stationary Poisson point process,…

Probability · Mathematics 2019-04-26 Herbert Edelsbrunner , Anton Nikitenko

In this article we prove highly improved and flexible Strichartz-type estimates allowing us to generalize the asymptotics we obtained for a stratified and rotating incompressible Navier-Stokes system: for large (and less regular) initial…

Analysis of PDEs · Mathematics 2020-12-09 Frederic Charve

A nonuniform Neumann boundary-value problem is considered for the Poisson equation in a thin domain $\Omega_\varepsilon$ coinciding with two thin rectangles connected through a joint of diameter ${\cal O}(\varepsilon)$. A rigorous procedure…

Analysis of PDEs · Mathematics 2020-01-07 A. V. Klevtsovskiy , T. A. Mel'nyk

We derive an asymptotic expansion for the distribution of a compound sum of independent random variables, all having the same light-tailed subexponential distribution. The examples of a Poisson and geometric number of summands serve as an…

Probability · Mathematics 2007-05-23 Ph . Barbe , W. P. McCormick , C. Zhang

We study asymptotic behaviors of Bayes type estimators and give sufficient conditions to obtain asymptotic limit distribution of estimation error. We assume polynomial type large deviation inequalities and prove asymptotic equivalence of…

Statistics Theory · Mathematics 2013-12-31 Teppei Ogihara

We consider the asymptotic distribution of a cell in a 2 x ... x 2 contingency table as the fixed marginal totals tend to infinity. The asymptotic order of the cell variance is derived and a useful diagnostic is given for determining…

Statistics Theory · Mathematics 2018-04-17 Quan Zhou

Many statistical applications involve models for which it is difficult to evaluate the likelihood, but from which it is relatively easy to sample. Approximate Bayesian computation is a likelihood-free method for implementing Bayesian…

Methodology · Statistics 2017-11-29 Wentao Li , Paul Fearnhead

Weakly stationary random processes of $k$-dimensional affine subspaces (flats) in $\mathbb{R}^n$ are considered. If $2k\geq n$, then intersection processes are investigated, while in the complementary case $2k<n$ a proximity process is…

Metric Geometry · Mathematics 2015-08-06 Daniel Hug , Christoph Thaele , Wolfgang Weil

This paper considers the effect of least squares procedures for nearly unstable linear time series with strongly dependent innovations. Under a general framework and appropriate scaling, it is shown that ordinary least squares procedures…

Statistics Theory · Mathematics 2009-09-29 Boris Buchmann , Ngai Hang Chan

Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In this paper we consider two such likelihood ratios. The first one is an…

Statistics Theory · Mathematics 2010-04-05 Serguei Dachian

We derive convenient uniform concentration bounds and finite sample multivariate normal approximation results for quadratic forms, then describe some applications involving variance components estimation in linear random-effects models.…

Statistics Theory · Mathematics 2015-09-16 Lee H. Dicker , Murat A. Erdogdu