Related papers: On functional records and champions

We provide an upper bound as a random variable for the functions of estimators in high dimensions. This upper bound may help establish the rate of convergence of functions in high dimensions. The upper bound random variable may converge…

Denote by {$\times$} the fractional part. We establish several new metrical results on the distribution properties of the sequence ({x n }) n$\ge$1. Many of them are presented in a more general framework, in which the sequence of functions…

How long is needed for an observable to exceed its previous highest value and establish a new record? This time, known as the age of a record plays a crucial role in quantifying record statistics. Until now, general methods for determining…

This paper investigates the probability density function ($pdf$) of the $(2n-1)$-vector $(n\geq 1)$ of both lower and upper record values for a sequence of independent random variables with common $pdf f$ defined on the same probability…

In this paper we study records obtained from partial comparisons within a sequence of independent and identically distributed (i.i.d.) random variables, indexed by positive integers, with a common density~\(f.\) Our main result is that if…

We explore two notions of stationary processes. The first is called a random-step Markov process in which the stationary process of states, $(X_i)_{i \in \mathbb{Z}}$ has a stationary coupling with an independent process on the positive…

We aim to link random fields and marked point processes and therefore introduce a new class of stochastic processes which are defined on a random set in R^d. Unlike for random fields, the mark covariance function of a marked random set is…

A statistical functional, such as the mean or the median, is called elicitable if there is a scoring function or loss function such that the correct forecast of the functional is the unique minimizer of the expected score. Such scoring…

A classical random walk $(S_t, t\in\mathbb{N})$ is defined by $S_t:=\displaystyle\sum_{n=0}^t X_n$, where $(X_n)$ are i.i.d. When the increments $(X_n)_{n\in\mathbb{N}}$ are a one-order Markov chain, a short memory is introduced in the…

We define cyclic $U$-statistics as a variant of $U$-statistics based on variables $X_1,\dots,X_n$ that are assumed to be cyclically ordered. We also define alternating $U$-statistics where in the definition terms are summed with alternating…

Functional data analysis involves data described by regular functions rather than by a finite number of real valued variables. While some robust data analysis methods can be applied directly to the very high dimensional vectors obtained…

Let $X=(X_i)_{i\ge 1}$ and $Y=(Y_i)_{i\ge 1}$ be two sequences of independent and identically distributed (iid) random variables taking their values, uniformly, in a common totally ordered finite alphabet. Let LCI$_n$ be the length of the…

The goal of this paper is to count the number of distinct functions of n variables, up to permutation of the variables, that can be constructed using each variable exactly once, without constants, using only the operations of addition,…

We define and study "row polymorphism" for a type system with set-theoretic types, specifically union, intersection, and negation types. We consider record types that embed row variables and define a subtyping relation by interpreting types…

Variable selection is considered in the setting of supervised binary classification with functional data $\{X(t),\ t\in[0,1]\}$. By "variable selection" we mean any dimension-reduction method which leads to replace the whole trajectory…

This contribution aims at studying the behaviour of the classical sample moment estimator, $S(n,q)= \sum_{k=1}^n X_k^{q}/n $, as a function of the number of available samples $n$, in the case where the random variables $X$ are positive,…

We provide a setting-independent definition of reals by introducing the notion of a streak. We show that various standard constructions of reals satisfy our definition. We study the structure of reals by noting that its pieces correspond to…

We consider a sequence of random vectors on \(\mathbb{R}^d, \ d\geq 1\). We consider the record values based on the simultaneous strict inequality of the coordinates. The indicator record variable (irv) of the j-th observation is the…

We investigate the minimum record needed to replay executions of processes that share causally consistent memory. For a version of causal consistency, we identify optimal records under both offline and online recording setting. Under the…

We characterise probability distributions via a martingale property associated with a natural generalisation of record values, known as $\delta$-records. For an independent and identically distributed sequence $(X_n)$ with running maximum…