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Related papers: Renewal theory for asymmetric $U$-statistics

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Multivariate distributions are explored using the joint distributions of marginal sample quantiles. Limit theory for the mean of a function of order statistics is presented. The results include a multivariate central limit theorem and a…

Statistics Theory · Mathematics 2011-04-25 G. Jogesh Babu , Zhidong Bai , Kwok Pui Choi , Vasudevan Mangalam

A central limit theorem for arrays of symmetric row-wise exchangeable random variables is presented. The result is valid for finite and infinite extendable and non-extendable sequences. Unlike most reported versions of the central limit…

Probability · Mathematics 2020-06-22 Ilya Soloveychik

We give a generalization of the ergodic theorem for semi-Markov linear-type processes. This generalization is proved for the case when a common support of distributions defining this process is not arithmetic. Also we give an uniform…

Probability · Mathematics 2016-03-22 Galina A. Zverkina

We consider sequences of $U$-processes based on symmetric kernels of a fixed order, that possibly depend on the sample size. Our main contribution is the derivation of a set of analytic sufficient conditions, under which the aforementioned…

Probability · Mathematics 2022-03-16 Christian Döbler , Mikołaj Kasprzak , Giovanni Peccati

The theory for multiplier empirical processes has been one of the central topics in the development of the classical theory of empirical processes, due to its wide applicability to various statistical problems. In this paper, we develop…

Statistics Theory · Mathematics 2021-02-12 Qiyang Han

Non-standard distributional approximations have received considerable attention in recent years. They often provide more accurate approximations in small samples, and theoretical improvements in some cases. This paper shows that the…

Statistics Theory · Mathematics 2017-12-12 Matias D. Cattaneo , Michael Jansson , Whitney K. Newey

We construct a renewal structure for random walks on surface groups. The renewal times are defined as times when the random walks enters a particular type of a cone and never leaves it again. As a consequence, the trajectory of the random…

Probability · Mathematics 2016-09-16 Peter Haissinsky , Pierre Mathieu , Sebastian Mueller

Consider d uniformly random permutation matrices on n labels. Consider the sum of these matrices along with their transposes. The total can be interpreted as the adjacency matrix of a random regular graph of degree 2d on n vertices. We…

Probability · Mathematics 2019-09-25 Ioana Dumitriu , Tobias Johnson , Soumik Pal , Elliot Paquette

In this paper, we investigate the functional central limit theorem and the Marcinkiewicz strong law of large numbers for U-statistics having absolutely regular data and taking value in a separable Hilbert space. The novelty of our approach…

Probability · Mathematics 2023-11-10 Davide Giraudo

We develop large sample theory for merged data from multiple sources. Main statistical issues treated in this paper are (1) the same unit potentially appears in multiple datasets from overlapping data sources, (2) duplicated items are not…

Statistics Theory · Mathematics 2018-05-22 Takumi Saegusa

We deduce in this paper the sufficient conditions for weak convergence of centered and normed deviation of the u-statistics with values in the space of the real valued continuous function defined on some compact metric space. We obtain also…

Statistics Theory · Mathematics 2016-08-12 E. Ostrovsky , L. Sirota

We adapt the techniques in Stigler [Ann. Statist. 1 (1973) 472--477] to obtain a new, general asymptotic result for trimmed $U$-statistics via the generalized $L$-statistic representation introduced by Serfling [Ann. Statist. 12 (1984)…

Statistics Theory · Mathematics 2010-11-29 Yuri V. Borovskikh , N. C. Weber

Renewal theorems are developed for point processes with interarrival times $W_n=\xi(X_{n+1}X_n\cdots)$, where $(X_n)_{n\in\mathbb Z}$ is a stochastic process with finite state space $\Sigma$ and $\xi\colon\Sigma_A\to\mathbb R$ is a H\"older…

Probability · Mathematics 2023-02-09 Sabrina Kombrink

In this article, we quantify the functional convergence of the rescaled random walk with heavy tails to a stable process.This generalizes the Generalized Central Limit Theorem for stable random variables infinite dimension. We show that…

Probability · Mathematics 2026-04-02 Lorick Huang , Laurent Decreusefond , Laure Coutin

This paper does three things: It proves a central limit theorem for novel permutation statistics (for example, the number of descents plus the number of descents in the inverse). It provides a clear illustration of a new approach to proving…

Probability · Mathematics 2016-10-28 Sourav Chatterjee , Persi Diaconis

Skewing operators play a central role in the symmetric function theory because of the importance of the product structure of the symmetric function space. The theory of noncommutative symmetric functions is a useful tool for studying…

Combinatorics · Mathematics 2023-05-16 Byung-Hak Hwang

We derive a new representation for $U$- and $V$-statistics. Using this representation, the asymptotic distribution of $U$- and $V$-statistics can be derived by a direct application of the Continuous Mapping theorem. That novel approach not…

Statistics Theory · Mathematics 2014-03-13 Eric Beutner , Henryk Zähle

The family of U-statistics plays a fundamental role in statistics. This paper proves a novel exponential inequality for U-statistics under the time series setting. Explicit mixing conditions are given for guaranteeing fast convergence, the…

Statistics Theory · Mathematics 2016-11-16 Fang Han

We provide a limit theory for a general class of kernel smoothed U-statistics that may be used for specification testing in time series regression with nonstationary data. The test framework allows for linear and nonlinear models with…

Statistics Theory · Mathematics 2012-06-06 Qiying Wang , Peter C. B. Phillips

In this paper we extend the Tanaka finiteness theorem and inequality for the number of symmetries to arbitrary distributions (differential systems) and provide several applications.

Differential Geometry · Mathematics 2015-05-18 Boris Kruglikov