English
Related papers

Related papers: Generalized linear statistics for near epoch depen…

200 papers

The validity of various bootstrapping methods has been proved for the sample mean of strongly mixing data. But in many applications, there appear nonlinear statistics of processes that are not strongly mixing. We investigate the…

Statistics Theory · Mathematics 2011-07-28 Olimjon Sh. Sharipov , Martin Wendler

Let $(U_n(t))_{t\in\R^d}$ be the empirical process associated to an $\R^d$-valued stationary process $(X_i)_{i\ge 0}$. We give general conditions, which only involve processes $(f(X_i))_{i\ge 0}$ for a restricted class of functions $f$,…

Probability · Mathematics 2012-10-02 Olivier Durieu , Marco Tusche

We prove a local central limit theorem (LCLT) for the number of points $N(J)$ in a region $J$ in $\mathbb R^d$ specified by a determinantal point process with an Hermitian kernel. The only assumption is that the variance of $N(J)$ tends to…

Mathematical Physics · Physics 2015-06-18 Peter J. Forrester , Joel L. Lebowitz

Random spatial networks-that is, graphs whose connectivity is governed by geometric proximity-have emerged as fundamental models for systems constrained by an underlying spatial structure. A prototypical example is the random geometric…

Probability · Mathematics 2026-02-20 Christian Hirsch , Kyeongsik Nam , Moritz Otto

We prove uniform convergence results for the integrated periodogram of a weakly dependent time series, namely a law of large numbers and a central limit theorem. These results are applied to Whittle's parametric estimation. Under general…

Statistics Theory · Mathematics 2008-04-15 Jean-Marc Bardet , Paul Doukhan , José Rafael León

The limit behavior is studied for the distributions of normalized U- and V-statistics of an arbitrary order with canonical (degenerate) kernels, based on samples of increasing sizes from a stationary sequence of observations satisfying…

Probability · Mathematics 2009-07-01 I. S. Borisov , N. Volodko

Gaussian processes (GPs) are widely-used tools in spatial statistics and machine learning and the formulae for the mean function and covariance kernel of a GP $T u$ that is the image of another GP $u$ under a linear transformation $T$…

Probability · Mathematics 2024-10-08 Tadashi Matsumoto , T. J. Sullivan

Important problems in causal inference, economics, and, more generally, robust machine learning can be expressed as conditional moment restrictions, but estimation becomes challenging as it requires solving a continuum of unconditional…

Machine Learning · Computer Science 2024-02-19 Heiner Kremer , Jia-Jie Zhu , Krikamol Muandet , Bernhard Schölkopf

Distance covariance is a popular dependence measure for two random vectors $X$ and $Y$ of possibly different dimensions and types. Recent years have witnessed concentrated efforts in the literature to understand the distributional…

Statistics Theory · Mathematics 2024-08-05 Qiyang Han , Yandi Shen

We prove an almost sure weak limit theorem for simple linear rank statistics for samples with continuous distributions functions. As a corollary the result extends to samples with ties, and the vector version of an a.s. central limit…

Methodology · Statistics 2013-05-13 Manfred Denker , Lucia Tabacu

We study mesoscopic linear statistics for a class of determinantal point processes which interpolates between Poisson and Gaussian Unitary Ensemble statistics. These processes are obtained by modifying the spectrum of the correlation kernel…

Probability · Mathematics 2019-07-23 Kurt Johansson , Gaultier Lambert

This paper studies the empirical measures of eigenvalues and singular values for random matrices drawn from the heat kernel measures on the unitary groups $\mathbb{U}_N$ and the general linear groups $\mathbb{GL}_N$, for $N\in\mathbb{N}$.…

Probability · Mathematics 2013-06-11 Todd Kemp

Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version…

Probability · Mathematics 2012-10-12 Bojan Basrak , Danijel Krizmanić , Johan Segers

We consider the determinantal point processes associated with the spectral projectors of a Schr\"odinger operator on $\mathbb{R}$, with a smooth confining potential. In the semiclassical limit, where the number of particles tends to…

Spectral Theory · Mathematics 2023-05-31 Alix Deleporte , Gaultier Lambert

We show that the central limit theorem for linear statistics over determinantal point processes with $J$-Hermitian kernels holds under fairly general conditions. In particular, We establish Gaussian limit for linear statistics over…

Probability · Mathematics 2021-01-05 Zhaofeng Lin , Yanqi Qiu , Kai Wang

The global clustering coefficient serves as a powerful metric for the structural analysis and comparison of complex networks. Random geometric graphs offer a realistic framework for representing the spatial constraints and geometry often…

Statistics Theory · Mathematics 2026-02-23 Mingao Yuan , Md. Niamul Islam Sium

Over the last 30 years, extensive work has been devoted to developing central limit theory for partial sums of subordinated long memory linear time series. A much less studied problem, motivated by questions that are ubiquitous in extreme…

Probability · Mathematics 2026-03-24 Ioan Scheffel , Marco Oesting , Gilles Stupfler

The objective of this paper is to introduce the notion of generalized almost statistical (briefly, GAS) convergence of bounded real sequences, which generalizes the notion of almost convergence as well as statistical convergence of bounded…

Functional Analysis · Mathematics 2019-11-18 Absos Ali Shaikh , Biswa Ranjan Datta

In this paper, we introduce a new two-parameter lifetime distribution, called the exponential-generalized truncated logarithmic (EGTL) distribution, by compounding the exponential and generalized truncated logarithmic distributions. Our…

Statistics Theory · Mathematics 2018-09-28 Mohieddine Rahmouni , Ayman Orabi

In this note we study the application of generalized fractional operators to a particular class of nonstandard Lagrangians. These are typical of dissipative systems and the corresponding Euler-Lagrange and Hamilton equations are analyzed.…

Mathematical Physics · Physics 2015-05-19 Giorgio S. Taverna , Delfim F. M. Torres