Related papers: Non-asymptotic estimation for Bell function, with …
The paper considers a universal approach that allows one to quite simply obtain nonlinear asymptotic estimates of various summation functions. It is shown the application of this approach to the asymptotic estimation of divergent Dirichlet…
Asymptotic equivalence in Le Cam's sense for nonparametric regression experiments is extended to the case of non-regular error densities, which have jump discontinuities at their endpoints. We prove asymptotic equivalence of such regression…
We derive a new class of correlation Bell-type inequalities. The inequalities are valid for any number of outcomes of two observables per each of n parties, including continuous and unbounded observables. We show that there are no…
In a previous publication, we showed how group actions can be used to generate Bell inequalities. The group action yields a set of measurement probabilities whose sum is the basic element in the inequality. The sum has an upper bound if the…
An important functional of Poisson random measure is the negative binomial process (NBP). We use NBP to introduce a generalized Poisson-Kingman distribution and its corresponding random discrete probability measure. This random discrete…
In this paper we consider asymptotic expansions for a class of sequences of symmetric functions of many variables. Applications to classical and free probability theory are discussed.
We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…
Reformulated uniform asymptotic expansions are derived for ordinary differential equations having a large parameter and a simple turning point. These involve Airy functions, but not their derivatives, unlike traditional asymptotic…
We derive the local and central limit theorems for the Stirling numbers of the second kind by elementary means, obtaining as corollaries effective asymptotic estimates for the Bell numbers and for the moments of the distribution. We also…
This paper concerns the estimation of sums of functions of observable and unobservable variables. Lower bounds for the asymptotic variance and a convolution theorem are derived in general finite- and infinite-dimensional models. An explicit…
This paper discusses infill asymptotics for logistic regression estimators for spatio-temporal point processes whose intensity functions are of log-linear form. We establish strong consistency and asymptotic normality for the parameters of…
This paper proposes a new estimation procedure for the ambiguity function of a non-stationary time series. The stochastic properties of the empirical ambiguity function calculated from a single sample in time are derived. Different…
We study the classical problem of finding asymptotics for the Bessel functions $J_{\nu}(z)$ and $Y_{\nu}(z)$ as the argument $z$ and the order $\nu$ approach infinity. We use blow-up analysis to find asymptotics for the modulus and phase of…
For $\alpha>\beta-1>0$, we obtain two sided inequalities for the moment integral $I(\alpha,\beta)= \int_{\mathbb{R}} |x|^{-\beta}|\sin x|^{\alpha}dx$. These are then used to give the exact asymptotic behavior of the integral as $\alpha \to…
We derive the sharp non-asymptotical uniform estimations for tails of distributions for classical normed sums of centered normed independent random vectors having a moderate decreasing individual tails of summands.
Bell inequalities applicable to non-ideal EPRB experiments are critical to the interpretation of experimental Bell tests. In this article it is shown that previous treatments of this subject are incorrect due to an implicit assumption and…
The best approximation by bounded product functions is calculated for some very simple two-valued functions of two variables.
In this paper we study the asymptotic theory for samples problem based on the functional empirical process (fep), this new method is called general samples problem. We suggest this method to develop the full theory of estimation of means,…
We define quantum-like probabilistic behaviour as behaviour which is impossible to describe by using the classical probability model. We discuss the conjecture that cognitive behaviour is quantum-like. There is presented the scheme for an…
In this paper, we consider statistical inference for Poisson-Laguerre tessellations in $\mathbb{R}^d$. The object of interest is a distribution function $F$ which uniquely determines the intensity measure of the underlying Poisson process.…