Related papers: Breaking Bivariate Records
A theoretical model based on two-point scatterers is suggested to investigate scattering of partially coherent radiation by a non-Hermitian localized structure, invariant under the simultaneous symmetry operations of parity inversion and…
We present the asymptotic distribution for two-sided tests based on the profile likelihood ratio with lower and upper boundaries on the parameter of interest. This situation is relevant for branching ratios and the elements of unitary…
We introduce and study interval partition diffusions with Poisson--Dirichlet$(\alpha,\theta)$ stationary distribution for parameters $\alpha\in(0,1)$ and $\theta\ge 0$. This extends previous work on the cases $(\alpha,0)$ and…
We present a consistent embedding of the matter and gauge content of the Standard Model into an underlying asymptotically-safe theory, that has a well-determined in- teracting UV fixed point in the large colour/flavour limit. The scales of…
We derive a nonparametric test for constant beta over a fixed time interval from high-frequency observations of a bivariate \Ito semimartingale. Beta is defined as the ratio of the spot continuous covariation between an asset and a risk…
We study nonparametric estimators of conditional Kendall's tau, a measure of concordance between two random variables given some covariates. We prove non-asymptotic bounds with explicit constants, that hold with high probabilities. We…
We propose a probability distribution for multivariate binary random variables. The probability distribution is expressed as principal minors of the parameter matrix, which is a matrix analogous to the inverse covariance matrix in the…
The so-called permutation separability criteria are simple operational conditions that are necessary for separability of mixed states of multipartite systems: (1) permute the indices of the density matrix and (2) check if the trace norm of…
The paper concerns a new method to obtain a direct proof of the openness at linear rate/metric regularity of composite set-valued maps on metric spaces by the unification and refinement of several methods developed somehow separately in…
We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…
In this paper, we establish a fundamental connection between binomial parameters and means of bounded random variables. Such connection finds applications in statistical inference of means of bounded variables.
The assumption of separability is a simplifying and very popular assumption in the analysis of spatio-temporal or hypersurface data structures. It is often made in situations where the covariance structure cannot be easily estimated, for…
We introduce a permutation analogue of the celebrated Szemeredi Regularity Lemma, and derive a number of consequences. This tool allows us to provide a structural description of permutations which avoid a specified pattern, a result that…
We study the effect of gradual symmetry breaking in a non-integrable system on the level fluctuation statistics. We consider the case when the symmetry is represented by a quantum number that takes one of two possible values, so that the…
Extreme value theory offers a statistical framework for quantifying the risk of rare events, with the generalized Pareto (GP) distribution providing the canonical limit model for univariate threshold exceedances. In many applications,…
We investigate multiple Charlier polynomials and in particular we will use the (nearest neighbor) recurrence relation to find the asymptotic behavior of the ratio of two multiple Charlier polynomials. This result is then used to obtain the…
The spectral problem on a periodic domain with cracks is studied. An asymptotic form of dispersion relations is calculated under assumption that the opening of the cracks is small.
Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…
For a one dimensional diffusion process $X=\{X(t) ; 0\leq t \leq T \}$, we suppose that $X(t)$ is hidden if it is below some fixed and known threshold $\tau$, but otherwise it is visible. This means a partially hidden diffusion process. The…
The asymptotic solution to the problem of comparing the means of two heteroscedastic populations, based on two random samples from the populations, hinges on the pivot underpinning the construction of the confidence interval and the test…