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We give theorems about asymptotic normality of general additive functionals on patricia tries in an i.i.d. setting, derived from results on tries by Janson (2022). These theorems are applied to show asymptotic normality of the distribution…

Probability · Mathematics 2026-03-24 Jasper Ischebeck

Asymptotics for Dickman's number theoretic function $\rho(u)$, as $u \rightarrow \infty$, were given de Bruijn and Alladi, and later in sharper form by Hildebrand and Tenenbaum. The perspective in these works is that of analytic number…

Probability · Mathematics 2016-06-14 Richard Arratia , Fred Kochman , Sandy Zabell

By application of the theory for second-order linear differential equations with two turning points developed in [Olver F.W.J., Philos. Trans. Roy. Soc. London Ser. A 278 (1975), 137-174], uniform asymptotic approximations are obtained in…

Classical Analysis and ODEs · Mathematics 2015-11-25 Karen Ogilvie , Adri B. Olde Daalhuis

In a decision-theoretic framework, the minimax lower bound provides the worst-case performance of estimators relative to a given class of statistical models. For parametric and semiparametric models, the H\'{a}jek--Le Cam local asymptotic…

Statistics Theory · Mathematics 2024-10-22 Kenta Takatsu , Arun Kumar Kuchibhotla

We study the distribution of a general class of asymptoticallylinear statistics which are symmetric functions of $N$ independent observations. The distribution functions of these statistics are approximated by an Edgeworth expansion with a…

Statistics Theory · Mathematics 2021-02-09 Friedrich Götze , Mindaugas Bloznelis

Fox's H-function provide a unified and elegant framework to tackle several physical phenomena. We solve the space fractional diffusion equation on the real line equipped with a delta distribution initial condition and identify the…

Mathematical Physics · Physics 2009-11-13 Agapitos Hatzinikitas , Jiannis K. Pachos

Log-normal continuous random cascades form a class of multifractal processes that has already been successfully used in various fields. Several statistical issues related to this model are studied. We first make a quick but extensive review…

Statistical Finance · Quantitative Finance 2008-12-02 E. Bacry , A. Kozhemyak , J. -F. Muzy

Asymptotic equivalence theory developed in the literature so far are only for bounded loss functions. This limits the potential applications of the theory because many commonly used loss functions in statistical inference are unbounded. In…

Statistics Theory · Mathematics 2009-09-03 T. Tony Cai , Harrison H. Zhou

This paper studies the asymptotic distribution of a constrained lasso-type estimator for denoising signals defined on the nodes of a graph, where the underlying structure encodes relationships between variables. We show that, under suitable…

Statistics Theory · Mathematics 2026-04-24 Vladimir Pastukhov

The asymptotic concentration of the Fr{\'e}chet mean of IID random variables on a Rieman-nian manifold was established with a central limit theorem by Bhattacharya \& Patrangenaru (BP-CLT) [6]. This asymptotic result shows that the…

Differential Geometry · Mathematics 2019-06-19 Xavier Pennec

We study asymptotic spectral properties of the generalized Hilbert $L$-matrix \[ L_{n}(\nu)=\left(\frac{1}{\max(i,j)+\nu}\right)_{i,j=0}^{n-1}, \] for large order $n$. First, for general $\nu\neq0,-1,-2,\dots$, we deduce the asymptotic…

Spectral Theory · Mathematics 2022-08-03 František Štampach

This paper extends Edgeworth-Cornish-Fisher expansions for the distribution and quantiles of nonparametric estimates in two ways. Firstly it allows observations to have different distributions. Secondly it allows the observations to be…

Methodology · Statistics 2010-02-24 C. S. Withers , S. Nadarajah

We consider the hyperuniform model of d-dimensional integer lattice perturbed by independent random variables and we investigate the large scale asymptotic fluctuations of smoothed versions of the usual counting statistics, specifically of…

Probability · Mathematics 2025-03-05 Gabriel Mastrilli

We are interested in the asymptotic behavior of orthogonal polynomials of the generalized Jacobi type as their degree $n$ goes to $\infty$. These are defined on the interval $[-1,1]$ with weight function…

Mathematical Software · Computer Science 2015-10-23 Alfredo Deaño , Daan Huybrechs , Peter Opsomer

This paper concerns the asymptotic behavior of a random variable $W_\lambda$ resulting from the summation of the functionals of a Gibbsian spatial point process over windows $Q_\lambda \uparrow R^d$. We establish conditions ensuring that…

Probability · Mathematics 2014-09-24 Aihua Xia , J. E. Yukich

Let $X_{1},X_{2},...$ be a sequence of independent copies (s.i.c) of a real random variable (r.v.) $X\geq 1$, with distribution function $df$ $F(x)=\mathbb{P}% (X\leq x)$ and let $X_{1,n}\leq X_{2,n} \leq ... \leq X_{n,n}$ be the order…

Methodology · Statistics 2011-11-22 Gane Samb Lo , El Hadji Deme , Aliou Diop

We study the renormalized real sample covariance matrix $H=X^TX/\sqrt{MN}-\sqrt{M/N}$ with $N/M\rightarrow0$ as $N, M\rightarrow \infty$ in this paper. And we always assume $M=M(N)$. Here $X=[X_{jk}]_{M\times N}$ is an $M\times N$ real…

Probability · Mathematics 2011-11-16 Zhigang Bao

Discrete kernel smoothing is now gaining importance in nonparametric statistics. In this paper, we investigate some asymptotic properties of the normalized discrete associated-kernel estimator of a probability mass function. We show, under…

Statistics Theory · Mathematics 2025-02-11 Youssef Esstafa , Célestin C. Kokonendji , Sobom M. Somé

Asymptotic optimality is a key theoretical property in model averaging. Due to technical difficulties, existing studies rely on restricted weight sets or the assumption that there is no true model with fixed dimensions in the candidate set.…

Statistics Theory · Mathematics 2024-11-15 Wenchao Xu , Xinyu Zhang

We develop an asymptotic analysis of target fluxes in the three-dimensional (3D) narrow capture problem. The latter concerns a diffusive search process in which the targets are much smaller than the size of the search domain. The small…

Statistical Mechanics · Physics 2020-11-18 Paul C Bressloff