Related papers: Asymptotic Normality of Extensible Grid Sampling
We study the normal approximation of functionals of Poisson measures having the form of a finite sum of multiple integrals. When the integrands are nonnegative, our results yield necessary and sufficient conditions for central limit…
A priori estimates for the mean curvature evolution of Killing graphs in Cartan-Hadamard manifolds with asymptotic Dirichlet conditions are established. As an application, the existence of the corresponding parabolic flow is proved,…
We establish the asymptotic normality of the kernel type estimator for the regression function constructed from quasi-associated data when the explanatory variable takes its values in a separable Hilbert space.
The Gaussian graphical model, a popular paradigm for studying relationship among variables in a wide range of applications, has attracted great attention in recent years. This paper considers a fundamental question: When is it possible to…
It is well known that if the power spectral density of a continuous time stationary stochastic process does not have a compact support, data sampled from that process at any uniform sampling rate leads to biased and inconsistent spectrum…
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 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…
Recent results in quantization theory show that the mean-squared expected distortion can reach a rate of convergence of $\mathcal{O}(1/n)$, where $n$ is the sample size [see, e.g., IEEE Trans. Inform. Theory 60 (2014) 7279-7292 or Electron.…
In the homogeneous manifold $\mathbb{E}(-1,\tau),$ for $-\tfrac{1}{2}<H<\tfrac{1}{2},$ {we define a new product compactification in which the slices $\left\{t=c\right\}_{c\in\R}$ are rotational $H$-surfaces. This product compatification is…
Let $G$ be a dense graph with good expansion properties and not too close to being bipartite. Let $\boldsymbol d$ be a graphical degree sequence. Under very weak conditions, we find the number of subgraphs of $G$ with degree sequence…
In this paper, we analyze the asymptotic behavior of the main characteristics of the mean-variance efficient frontier employing random matrix theory. Our particular interest covers the case when the dimension $p$ and the sample size $n$…
This paper establishes a necessary and sufficient condition for the asymptotic normality of the nonparametric estimator of sample coverage proposed by Good [Biometrica 40 (1953) 237--264]. This new necessary and sufficient condition extends…
The Hamming graph $H(d,n)$ is the Cartesian product of $d$ complete graphs on $n$ vertices. Let $m=d(n-1)$ be the degree and $V = n^d$ be the number of vertices of $H(d,n)$. Let $p_c^{(d)}$ be the critical point for bond percolation on…
We prove weak convergence in a separable Hilbert space for estimators of high-dimensional regression coefficients, which yields asymptotic normality and enables direct use of standard asymptotic tools such as the continuous mapping theorem.…
A compilation of new results on the asymptotic behaviour of the Humbert functions $\Psi_1$ and $\Psi_2$, and also on the Appell function $F_2$, is presented. As a by-product, we confirm a conjectured limit which appeared recently in the…
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…
In this paper we prove some uniform asymptotic estimates for confluent hypergeometric functions making use of the steepest-descent method. As an application, we obtain Strichartz estimates with loss of angular derivatives for the massless…
We consider three models (elliptic, flat and hyperbolic) of Gaussian random analytic functions distinguished by invariance of their zeroes distribution. Asymptotic normality is proven for smooth functionals (linear statistics) of the set of…
Let $X_1, X_2,\dots$ be a short-memory linear process of random variables. For $1\leq q<2$, let $\cF$ be a bounded set of real-valued functions on $[0,1]$ with finite $q$-variation. It is proved that…
We provide a new upper bound for sampling numbers $(g_n)_{n\in \mathbb{N}}$ associated to the compact embedding of a separable reproducing kernel Hilbert space into the space of square integrable functions. There are universal constants…