Related papers: Martingales and descent statistics

In this paper non-asymptotic exponential estimates are derived for the tail distribution of polynomial martingale differences in terms unconditional tails distributions of summands. Applications are considered in the theory of polynomials…

A Chernoff-type distribution is a nonnormal distribution defined by the slope at zero of the greatest convex minorant of a two-sided Brownian motion with a polynomial drift. While a Chernoff-type distribution is known to appear as the…

We study the rate of convergence to a normal random variable of the real and imaginary parts of Tr(AU), where U is an N x N random unitary matrix and A is a deterministic complex matrix. We show that the rate of convergence is O(N^{-2 +…

We give a theory of sublinear expectations and martingales in discrete time. Without assuming the existence of a dominating probability measure, we derive the extensions of classical results on uniform integrability, optional stopping of…

Bona [2007+] studied the distribution of ascents, plateaux and descents in the class of Stirling permutations, introduced by Gessel and Stanley [1978]. Recently, Janson [2008+] showed the connection between Stirling permutations and plane…

The statistical inverse problem of estimating the probability distribution of an infinite-dimensional unknown given its noisy indirect observation is studied in the Bayesian framework. In practice, one often considers only…

We investigate the probability of observing a given pattern of $n$ rises and falls in a random stationary data series. The data are modelled as a sequence of $n+1$ independent and identically distributed random numbers. This probabilistic…

Low-rank tensor models are widely used in statistics. However, most existing methods rely heavily on the assumption that data follows a sub-Gaussian distribution. To address the challenges associated with heavy-tailed distributions…

We consider a discrete-time branching random walk in the boundary case, where the associated random walk is in the domain of attraction of an $\alpha$-stable law with $1<\alpha<2$. We prove that the derivative martingale $D_n$ converges to…

Our first main result shows that, for words with a fixed multiset of weak right-to-left minima, the statistics within each of the following three classes are equidistributed: 1. Mahonian statistics: $\textsf{inv}$, $\textsf{maj}$,…

The descent method is one of the approaches to study the Brauer--Manin obstruction to the local--global principle and to weak approximation on varieties over number fields, by reducing the problem to ``descent varieties''. In recent lecture…

We consider a branching random walk on $d$-dimensional real space with immigration in a time-dependent random environment. Let $Z_n(\mathbf t)$ be the so-called partition function of the process, namely, the moment generating function of…

We derive Berry-Esseen approximation bounds for general functionals of independent random variables, based on chaos expansions methods. Our results apply to $U$-statistics satisfying the weak assumption of decomposability in the Hoeffding…

We study statistical inference for small-noise-perturbed multiscale dynamical systems under the assumption that we observe a single time series from the slow process only. We construct estimators for both averaging and homogenization…

Many problems in machine learning and statistics involve nested expectations and thus do not permit conventional Monte Carlo (MC) estimation. For such problems, one must nest estimators, such that terms in an outer estimator themselves…

We study the persistence probability for processes with stationary increments. Our results apply to a number of examples: sums of stationary correlated random variables whose scaling limit is fractional Brownian motion, random walks in…

We study Martin-L\"{o}f random (ML-random) points on computable probability measures on sample and parameter spaces (Bayes models). We consider variants of conditional randomness defined by ML-randomness on Bayes models and those of…

The distribution of descents in a fixed conjugacy class of $S_n$ is studied, and it is shown that its moments have an interesting property. A particular conjugacy class that is of interest is the class of matchings (also known as fixed…

We extend the approach of Walker (2003, 2004) to the case of misspecified models. A sufficient condition for establishing rates of convergence is given based on a key identity involving martingales, which does not require construction of…

For any integer $m<n$, where $m$ can depend on $n$, we study the rate of convergence of $\frac{1}{\sqrt{m}}\mathrm{Tr} \mathbf{U}^m$ to its limiting Gaussian as $n\to\infty$ for orthogonal, unitary and symplectic Haar distributed random…