Related papers: Asymptotic sequential Rademacher complexity of a f…
We propose a nonparametric method for estimating the conditional quantile function that admits a generalized additive specification with an unknown link function. This model nests single-index, additive, and multiplicative quantile…
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…
Given a sequence of complex square matrices, $a_n$, consider the sequence of their partial products, defined by $p_n=p_{n-1}a_{n}$. What can be said about the asymptotics as $n\to\infty$ of the sequence $f(p_n)$, where $f$ is a continuous…
In this note, we provide upper bounds on the expectation of the supremum of empirical processes indexed by H\"older classes of any smoothness and for any distribution supported on a bounded set in $\mathbb R^d$. These results can be…
We prove that there exists an entire function for which every complex number is an asymptotic value and whose growth is arbitrarily slow subject only to the necessary condition that the function is of infinite order.
Randomized higher-order computation can be seen as being captured by a lambda calculus endowed with a single algebraic operation, namely a construct for binary probabilistic choice. What matters about such computations is the probability of…
Following the seminal approach by Talagrand, the concept of Rademacher complexity for independent sequences of random variables is extended to Markov chains. The proposed notion of "block Rademacher complexity" (of a class of functions)…
Sequences that are defined by multisums of hypergeometric terms with compact support occur frequently in enumeration problems of combinatorics, algebraic geometry and perturbative quantum field theory. The standard recipe to study the…
Complicated physical problems usually are solved by resorting to perturbation theory leading to solutions in the form of asymptotic series in powers of small parameters. However, finite, and even large values of the parameters often are of…
New asymptotic approximations of the non-central $t$ distribution are given, a generalization of the Student's $t$ distribution. Using new integral representations, we give new asymptotic expansions for large values of the noncentrality…
Let G be a finitely generated group with a given word metric. The asymptotic density of elements in G that have a particular property P is defined to be the limit, as r goes to infinity, of the proportion of elements in the ball of radius r…
Maximum likelihood estimators for time-dependent mean functions within Gaussian processes are provided in the context of continuous observations. We find the widest possible class of mean functions for which the likelihood function can be…
Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…
We obtain an asymptotic H\"older estimate for expectations of a quite general class of discrete stochastic processes. Such expectations can also be described as solutions to a dynamic programming principle or as solutions to discretized…
We consider the classical sequential binary hypothesis testing problem in which there are two hypotheses governed respectively by distributions $P_0$ and $P_1$ and we would like to decide which hypothesis is true using a sequential test. It…
We derive the joint asymptotic distribution of empirical quantiles and expected shortfalls under general conditions on the distribution of the underlying observations. In particular, we do not assume that the distribution function is…
We show that a wide variety of generalized increasing subsequence problems admit a one parameter family of extensions for which we can exactly compute the mean length of the longest increasing subsequence. By the nature of the extension,…
We study the asymptotic complexity constant of the sequence of approximating graphs to a fully symmetric self-similar structure on a finitely ramified fractal $K$. We show how full symmetry implies existence of the asymptotic complexity…
We apply proof mining techniques to obtain quantitative and qualitative results on asymptotic and T-asymptotic regularity for the inexact generalized Halpern iteration, a viscosity-type extension of an iteration recently studied by Kanzow…
In this article, $q$-regular sequences in the sense of Allouche and Shallit are analysed asymptotically. It is shown that the summatory function of a regular sequence can asymptotically be decomposed as a finite sum of periodic fluctuations…