Related papers: Martingales and descent statistics

We show that if a permutation statistic can be written as a linear combination of bivincular patterns, then its moments can be expressed as a linear combination of factorials with constant coefficients. This generalizes a result of…

The existence and uniqueness of the numerical invariant measure of the backward Euler-Maruyama method for stochastic differential equations with Markovian switching is yielded, and it is revealed that the numerical invariant measure…

We study the empirical measure associated to a sample of size $n$ and modified by $N$ iterations of the raking-ratio method. This empirical measure is adjusted to match the true probability of sets in a finite partition which changes each…

The main object of investigation in this paper is a very general regression model in optional setting - when an observed process is an optional semimartingale depending on an unknown parameter. It is well-known that statistical data may…

Double descent is a phenomenon of over-parameterized statistical models such as deep neural networks which have a re-descending property in their risk function. As the complexity of the model increases, risk exhibits a U-shaped region due…

The aim of this paper is to derive new representations for the Hankel functions, the Bessel functions and their derivatives, exploiting the reformulation of the method of steepest descents by M. V. Berry and C. J. Howls (Berry and Howls,…

We prove a Berry-Esseen bound in de Jong's classical CLT for normalized, completely degenerate $U$-statistics, which says that the convergence of the fourth moment sequence to three and a Lindeberg-Feller type negligibility condition are…

In this paper we refine the well-known permutation statistic "descent" by fixing parity of (exactly) one of the descent's numbers. We provide explicit formulas for the distribution of these (four) new statistics. We use certain differential…

We consider statistics on permutations chosen uniformly at random from fixed parabolic double cosets of the symmetric group. We show that the distribution of fixed points is asymptotically Poisson and establish central limit theorems for…

We study Stirling permutations defined by Gessel and Stanley. We prove that their generating function according to the number of descents has real roots only. We use that fact to prove that the distribution of these descents, and other,…

We define new statistics, (c, d)-descents, on the colored permutation groups Z_r \wr S_n and compute the distribution of these statistics on the elements in these groups. We use some combinatorial approaches, recurrences, and generating…

In this article we quantify almost sure martingale convergence theorems in terms of the tradeoff between asymptotic almost sure rates of convergence (error tolerance) and the respective modulus of convergence. For this purpose we generalize…

Let $A_n= \varepsilon_n \cdots \varepsilon_1$, where $(\varepsilon_n)_{n \geq 1}$ is a sequence of independent random matrices taking values in $ GL_d(\mathbb R)$, $d \geq 2$, with common distribution $\mu$. In this paper, under standard…

We propose a novel stochastic gradient descent method for solving linear least squares problems with partially observed data. Our method uses submatrices indexed by a randomly selected pair of row and column index sets to update the iterate…

The prior distribution on parameters of a sampling distribution is the usual starting point for Bayesian uncertainty quantification. In this paper, we present a different perspective which focuses on missing observations as the source of…

This paper is about how we study statistical methods. As an example, it uses the random regressions model, in which the intercept and slope of cluster-specific regression lines are modeled as a bivariate random effect. Maximizing this…

Using techniques from Poisson approximation, we prove explicit error bounds on the number of permutations that avoid any pattern. Most generally, we bound the total variation distance between the joint distribution of pattern occurrences…

Initially motivated by the study of the non-asymptotic properties of non-parametric tests based on permutation methods, concentration inequalities for uniformly permuted sums have been largely studied in the literature. Recently, Delyon et…

Let $\{{X}_k\}_{k\geq\mathbb{Z}}$ be a stationary sequence. Given $p\in(2,3]$ moments and a mild weak dependence condition, we show a Berry-Esseen theorem with optimal rate $n^{p/2-1}$. For $p\geq4$, we also show a convergence rate of…

The long-term behavior of a supercritical branching random walk can be described and analyzed with the help of Biggins' martingales, parametrized by real or complex numbers. The study of these martingales with complex parameters is a rather…