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

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We establish an exponential inequality for degenerated $U$-statistics of order $r$ of i.i.d. data. This inequality gives a control of the tail of the maxima absolute values of the $U$-statistic by the sum of two terms: an exponential term…

Probability · Mathematics 2019-11-14 Davide Giraudo

We give a survey of a number of simple applications of renewal theory to problems on random strings and tries: insertion depth, size, insertion mode and imbalance of tries; variations for b-tries and Patricia tries; Khodak and Tunstall…

Data Structures and Algorithms · Computer Science 2009-12-14 Svante Janson

We study functional limit theorems for linear type processes with short memory under the assumption that the innovations are dependent identically distributed random variables with infinite variance and in the domain of attraction of stable…

Probability · Mathematics 2010-05-20 Marta Tyran-Kaminska

Generalized linear (GL-) statistics are defined as functionals of an U-quantile process and unify different classes of statistics such as U-statistics and L-statistics. We derive a central limit theorem for GL-statistics of strongly mixing…

Statistics Theory · Mathematics 2014-12-02 Svenja Fischer , Roland Fried , Martin Wendler

The block maxima method is a classical and widely applied statistical method for time series extremes. It has recently been found that respective estimators whose asymptotics are driven by empirical means can be improved by using sliding…

Statistics Theory · Mathematics 2023-08-29 Axel Bücher , Torben Staud

We give a distribution-dependent concentration inequality for functions of independent variables. The result extends Bernstein's inequality from sums to more general functions, whose variation in any argument does not depend too much on the…

Probability · Mathematics 2017-05-12 Andreas Maurer

This paper provides refined versions of some known functional central limit theorems for conditional Poisson sampling which are more suitable for applications. The theorems presented in this paper are generalizations of some results that…

Statistics Theory · Mathematics 2019-06-18 Leo Pasquazzi

This paper is concerned with Spearman's correlation matrices under large dimensional regime, in which the data dimension diverges to infinity proportionally with the sample size. We establish the central limit theorem for the linear…

Statistics Theory · Mathematics 2024-11-26 Hantao Chen , Cheng Wang

Let (S_n)_{n\in\N} be a Z-valued random walk with increments from the domain of attraction of some \alpha-stable law and let (\xi(i))_{i\in\Z} be a sequence of iid random variables. We want to investigate U-statistics indexed by the random…

Probability · Mathematics 2015-03-04 Brice Franke , Francoise Pene , Martin Wendler

We show a deviation inequality for U-statistics of independent data taking values in a separable Banach space which satisfies some smoothness assumptions. We then provide applications to rates in the law of large numbers for U-statistics, a…

Probability · Mathematics 2024-05-06 Davide Giraudo

Several terms in an asynptotic estimate for the renewal mass function ina discrete random walk which has positive mean and regularly varying right-hand tail are given. Similar results are given for the renewal density function in the…

Probability · Mathematics 2023-01-24 Ron Doney

Let $\{X_n, n \ge 1\}$ be a sequence of stationary associated random variables. We discuss another set of conditions under which a central limit theorem for U-statistics based on $\{X_n, n \ge 1\}$ holds. We look at U-statistics based on…

Statistics Theory · Mathematics 2017-09-20 Mansi Garg , Isha Dewan

The classical theory of symmetric functions has a central position in algebraic combinatorics, bridging aspects of representation theory, combinatorics, and enumerative geometry. More recently, this theory has been fruitfully extended to…

Combinatorics · Mathematics 2022-03-25 Oliver Pechenik , Dominic Searles

The aims of this paper are twofold. Firstly, we derive some probabilistic representation for the constant which appears in the one-dimensional case of Kesten's renewal theorem. Secondly, we estimate the tail of some related random variable…

Probability · Mathematics 2008-04-10 Nathanaël Enriquez , Christophe Sabot , Olivier Zindy

We derive a central limit theorem for sums of a function of independent sums of independent and identically distributed random variables. In particular we show that previously known result from Rempa\la and Weso\lowski (Statist. Probab.…

Probability · Mathematics 2015-05-21 Kamil Marcin Kosiński

Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…

Statistics Theory · Mathematics 2018-09-06 Jean Jacod , Michael Sørensen

We develop nonlinear renewal theorems for a perturbed random walk without assuming stochastic boundedness of centered perturbation terms. A second order expansion of the expected stopping time is obtained via the uniform integrability of…

Statistics Theory · Mathematics 2007-06-13 Keiji Nagai , Cun-Hui Zhang

This article presents a reformulation of the Theory of Functional Connections: a general methodology for functional interpolation that can embed a set of user-specified linear constraints. The reformulation presented in this paper exploits…

Numerical Analysis · Mathematics 2020-08-07 Carl Leake , Hunter Johnston , Daniele Mortari

We consider renewal shot noise processes with response functions which are eventually nondecreasing and regularly varying at infinity. We prove weak convergence of renewal shot noise processes, properly normalized and centered, in the space…

Probability · Mathematics 2013-01-30 Alexander Iksanov

In this article, with a new approach, which is not discussed in the literature yet, the limit of the Riemann zeta function or Euler-Riemann zeta function is approximately explored by applying Dirichlet's rearrangement theorem for absolutely…

General Mathematics · Mathematics 2021-06-24 Tanfer Tanriverdi