Related papers: Moment convergence of balanced P\'olya processes
Assuming that a reflected Ornstein-Uhlenbeck state process is observed at discrete time instants, we propose generalized moment estimators to estimate all drift and diffusion parameters via the celebrated ergodic theorem. With the sampling…
We prove a Central Limit Theorem for the sequence of random compositions of a two-color randomly reinforced urn. As a consequence, we are able to show that the distribution of the urn limit composition has no point masses.
Central limit theorems for the log-volume of a class of random convex bodies in $\mathbb{R}^n$ are obtained in the high-dimensional regime, that is, as $n\to\infty$. In particular, the case of random simplices pinned at the origin and…
While effective concentration inequalities for suprema of empirical processes exist under boundedness or strict tail assumptions, no comparable results have been available under considerably weaker assumptions. In this paper, we derive…
We give a new proof that the empirical measures of the roots of Eulerian polynomials converge to a certain log-Cauchy distribution. To do so, we show that each moment of the roots of a related family of polynomials not only converge, but in…
Limit distributions for the greatest convex minorant and its derivative are considered for a general class of stochastic processes including partial sum processes and empirical processes, for independent, weakly dependent and long range…
Let $\{A_{i,n}\}$ be a triangular array of elements in a Banach algebra, whose norms do not grow too fast, and whose row averages converge to $A$. Let $\sigma \in S(n)$ be a permutation drawn uniformly at random. If the array only contains…
We prove the existence of a successful coupling for $n$ particles in the symmetric inclusion process. As a consequence we characterize the ergodic measures with finite moments, and obtain sufficient conditions for a measure to converge in…
This note reports on some attempts to examine if and under which conditions the naturally scaled probability measures associated to an orthonormal basis of a classical Paley-Wiener space converge to a uniform distribution (on a compact set…
The approach to equilibrium for systems interacting with their environment by being regularly exposed to low energy, low intensity pulses of some type of quanta is studied. Assuming a randomness condition on the interaction of these quanta…
Dirichlet Process Mixtures (DPMs) are a popular class of statistical models to perform density estimation and clustering. However, when the data available have a distribution evolving over time, such models are inadequate. We introduce here…
A sudden change of the Hamiltonian parameter drives a quantum system out of equilibrium. For a finite-size system, expectations of observables start fluctuating in time without converging to a precise limit. A new equilibrium state emerges…
We study a point process describing the asymptotic behavior of sizes of the largest components of the random graph G(n,p) in the critical window p=n^{-1}+lambda n^{-4/3}. In particular, we show that this point process has a surprising…
Molecular dynamics simulations for aqueous sodium chloride solutions were carried out at various concentrations. Supplementary to the Debye-H\"uckel theory, reversible transient nucleation of ions was observed even in dilute solutions. The…
We introduce a modification of the generalized P\'olya urn model containing two urns and we study the number of balls $B_j(n)$ of a given color $j\in\{1,\ldots,J\}$, $J\in\mathbb{N}$ added to the urns after $n$ draws. We provide sufficient…
The paper studies an improved estimate for the rate of convergence for nonlinear homogeneous discrete-time Markov chains. These processes are nonlinear in terms of the distribution law. Hence, the transition kernels are dependent on the…
The Friedman's urn model is a popular urn model which is widely used in many disciplines. In particular, it is extensively used in treatment allocation schemes in clinical trials. In this paper, we prove that both the urn composition…
This paper introduces and analyzes a particular class of Polya urns: balls are of two colors, can only be added (the urns are said to be additive) and at every step the same constant number of balls is added, thus only the color…
We analyse a finite-element discretisation of a differential equation describing an axisymmetrically loaded thin shell. The problem is singularly perturbed when the thickness of the shell becomes small. We prove robust convergence of the…
Generalized probability distributions for Maxwell-Boltzmann, Bose-Einstein and Fermi-Dirac statistics, with unequal source probabilities $q_i$ for each level $i$, are obtained by combinatorial reasoning. For equiprobable degenerate…