Related papers: Affine Point Processes: Refinements to Large-Time …
In this paper, we seek to establish asymptotic results for selective inference procedures removing the assumption of Gaussianity. The class of selection procedures we consider are determined by affine inequalities, which we refer to as…
We consider point process convergence for sequences of iid random walks. The objective is to derive asymptotic theory for the largest extremes of these random walks. We show convergence of the maximum random walk to the Gumbel or the…
We derive logarithmic asymptotics of probabilities of small deviations for iterated processes in the space of trajectories. We find conditions under which these asymptotics coincide with those of processes generating iterated processes.…
We develop a recursive approach for deriving closed-form solutions to both conditional and unconditional moments of affine jump diffusions with state-independent jump intensities. Using these moment solutions, we construct closed-form…
Frequentists' inference often delivers point estimators associated with confidence intervals or sets for parameters of interest. Constructing the confidence intervals or sets requires understanding the sampling distributions of the point…
Fixpoints are ubiquitous in computer science and when dealing with quantitative semantics and verification one often considers least fixpoints of (higher-dimensional) functions over the non-negative reals. We show how to approximate the…
Recently Batsidis \textit{et al.} (2011) have presented a new procedure based on divergence measures for testing the hypothesis of the existence of a change point in exponential populations. A simulation study was carried out, in this…
We provide a general theorem on the asymptotic behavior of stochastic processes that conform to a relaxed supermartingale condition. The distinguishing feature of our result is that it provides quantitative convergence guarantees at a much…
We propose a semiparametric independent-component model for the intensity functions of a point process. When independent replications of the process are available, we show that the estimators are consistent and asymptotically normal. We…
Point processes are becoming very popular in modeling asynchronous sequential data due to their sound mathematical foundation and strength in modeling a variety of real-world phenomena. Currently, they are often characterized via intensity…
Calculations in field theory are usually accomplished by employing some variants of perturbation theory, for instance using loop expansions. These calculations result in asymptotic series in powers of small coupling parameters, which as a…
In this paper, we develop a general machinery for finding explicit uniform probability and moment bounds on sub-additive positive functionals of random processes. Using the developed general technique, we derive uniform bounds on the…
This paper establishes the theoretical foundation for statistical applications of an intriguing new type of spatial point processes called critical point processes. These point processes, residing in Euclidean space, consist of the critical…
Determinantal Point Processes (DPPs) are popular models for point processes with repulsion. They appear in numerous contexts, from physics to graph theory, and display appealing theoretical properties. On the more practical side of things,…
Approximate group analysis technique, that is, the technique combining the methodology of group analysis and theory of small perturbations, is applied to finite-difference equations approximating ordinary differential equations.…
We derive the moderate deviation principles for the fluctuation fields of the facilitated exclusion process (FEP) in one dimension when the process starts from its stationary measure, both in the symmetric and asymmetric cases. The main…
In this paper we first provide several conditional limit theorems for L\'evy processes with negative drift and regularly varying tail. Then we apply them to study the asymptotic behavior of expectations of some exponential functionals of…
We consider the class of simple Brown-Resnick max-stable processes whose spectral processes are continuous exponential martingales. We develop the asymptotic theory for the realized power variations of these max-stable processes, that is,…
Local features e.g. SIFT and its affine and learned variants provide region-to-region rather than point-to-point correspondences. This has recently been exploited to create new minimal solvers for classical problems such as homography,…
We establish sharp global rigidity upper bounds for universal determinantal point processes describing edge eigenvalues of random matrices. For this, we first obtain a general result which can be applied to general (not necessarily…