Related papers: Asymptotics for relative frequency when population…
Superstatistics are superpositions of different statistics relevant for driven nonequilibrium systems with spatiotemporal inhomogeneities of an intensive variable (e.g., the inverse temperature). They contain Tsallis statistics as a special…
For the general class of quasifree fermionic right mover/left mover systems over the infinitely extended two-sided discrete line introduced in [8] within the algebraic framework of quantum statistical mechanics, we study the von Neumann…
Impropriety testing for complex-valued vector has been considered lately due to potential applications ranging from digital communications to complex media imaging. This paper provides new results for such tests in the asymptotic regime,…
We study a one-dimensional random walk whose expected drift depends both on time and the position of a particle. We establish a non-trivial phase transition for the recurrence vs. transience of the walk, and show some interesting…
We consider a particle moving in a one dimensional potential which has a symmetric deterministic part and a quenched random part. We study analytically the probability distributions of the local time (spent by the particle around its mean…
We examine the time-dependent behavior of a nonlinear system driven by a two-frequency forcing. By using a non-perturbative approach, we are able to derive an asymptotic expression, valid in the long-time limit, for the time average of the…
We study statistical models for one-dimensional diffusions which are recurrent null. A first parameter in the drift is the principal one, and determines regular varying rates of convergence for the score and the information process. A…
We study the long-term average evolution of the random ensemble along integrable Hamiltonian systems with time $T$-periodic transitions. More precisely, for any observable $G$, it is demonstrated that the ensemble under $G$ in long time…
In Bayesian nonparametric inference, random discrete probability measures are commonly used as priors within hierarchical mixture models for density estimation and for inference on the clustering of the data. Recently, it has been shown…
Non-asymptotic theory of random matrices strives to investigate the spectral properties of random matrices, which are valid with high probability for matrices of a large fixed size. Results obtained in this framework find their applications…
A statistic can be a function of multiple samples. There is little existing work on asymptotic theory for such statistics when group membership is random. We propose a flexible framework that can handle both deterministic and random…
We present a novel approach to test for heteroscedasticity of a non-stationary time series that is based on Gini's mean difference of logarithmic local sample variances. In order to analyse the large sample behaviour of our test statistic,…
Frequency domain analysis of linear time-invariant (LTI) systems in feedback with static nonlinearities is a classical and fruitful topic of nonlinear systems theory. We generalize this approach beyond equilibrium stability analysis with…
We consider a transient random walk on $Z^d$ which is asymptotically stable, without centering, in a sense which allows different norming for each component. The paper is devoted to the asymptotics of the probability of the first return to…
Consider a number, finite or not, of urns each with fixed capacity $r$ and balls randomly distributed among them. An overflow is the number of balls that are assigned to urns that already contain $r$ balls. When $r=1$, using analytic…
We explore an asymptotic behavior of R\'enyi entropy along convolutions in the central limit theorem with respect to the increasing number of i.i.d. summands. In particular, the problem of monotonicity is addressed under suitable moment…
Using the spectral multiplicities of the standard torus, we endow the Laplace eigenspaces with Gaussian probability measures. This induces a notion of random Gaussian Laplace eigenfunctions on the torus ("arithmetic random waves"). We study…
Let $X_1,\dots,X_n$ be independent normal random variables with $X_i\sim N(\mu_i,\sigma_i^2)$, and set $Z=\prod_{i=1}^n X_i$. We derive asymptotic approximations for the right tail probability $\mathbb{P}(Z>x)$ as $x\to\infty$. When at…
High-resolution numerical simulations are utilized to examine isotropic turbulence in a compressible fluid when long wavelength velocity fluctuations approach light speed. Spectral analysis reveals an inertial sub-range of relativistic…
The filtering distribution is a time-evolving probability distribution on the state of a dynamical system, given noisy observations. We study the large-time asymptotics of this probability distribution for discrete-time, randomly…