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This paper develops the asymptotic theory for parametric and nonparametric regression models when the errors have a fractional local to unity root (FLUR) model structure. FLUR models are stationary time series with semi-long range…

Statistics Theory · Mathematics 2020-02-25 Farzad Sabzikar , Kris De Brabanter

In this paper we study asymptotic properties of random forests within the framework of nonlinear time series modeling. While random forests have been successfully applied in various fields, the theoretical justification has not been…

Machine Learning · Statistics 2020-08-07 Richard A. Davis , Mikkel S. Nielsen

Motivated by applications to the study of depth functions for tree-indexed random variables generated by point processes, we describe functional limit theorems for the intensity measure of point processes. Specifically, we establish uniform…

Probability · Mathematics 2024-02-08 Giacomo Francisci , Anand N. Vidyashankar

We study the central limit theorem in the non-normal domain of attraction to symmetric $\alpha$-stable laws for $0<\alpha\leq2$. We show that for i.i.d. random variables $X_i$, the convergence rate in $L^\infty$ of both the densities and…

Probability · Mathematics 2018-04-24 Christoph Börgers , Claude Greengard

We establish the asymptotic normality of the regression estimator in a fixed-design setting when the errors are given by a field of dependent random variables. The result applies to martingale-difference or strongly mixing random fields. On…

Statistics Theory · Mathematics 2009-07-10 Mohamed El Machkouri , Radu Stoica

The estimation of local characteristics of Ito semimartingales has received a great deal of attention in both academia and industry over the past decades. In various papers limit theorems were derived for functionals of increments and…

Statistics Theory · Mathematics 2014-03-04 Moritz Duembgen , Mark Podolskij

In this article we consider transient random walks on free products of graphs. We prove that the asymptotic range of these random walks exists and is strictly positive. In particular, we show that the range varies real-analytically in terms…

Probability · Mathematics 2022-12-05 Lorenz A. Gilch

We study the asymptotic number of certain monotonically labeled increasing trees arising from a generalized evolution process. The main difference between the presented model and the classical model of binary increasing trees is that the…

Combinatorics · Mathematics 2019-10-30 Olivier Bodini , Antoine Genitrini , Bernhard Gittenberger , Stephan Wagner

We prove that for any fixed $k$, the probability that a random vertex of a random increasing plane tree is of rank $k$, that is, the probability that a random vertex is at distance $k$ from the leaves, converges to a constant $c_k$ as the…

Combinatorics · Mathematics 2022-08-09 Miklós Bóna , Boris Pittel

We obtain the empirical strong law of large numbers, empirical Glivenko-Cantelli theorem, central limit theorem, functional central limit theorem for various nonparametric Bayesian priors which include the Dirichlet process with general…

Statistics Theory · Mathematics 2020-11-23 Yaozhong Hu , Junxi Zhang

This work gives a general approach to the determination of the asymptotic behavior of the sums of functions of primes based on the distribution of primes. It refines the estimate of the remainder term of the asymptotic expansion of the sums…

Number Theory · Mathematics 2020-08-27 Victor Volfson

We introduce the notion of a random relaxed asymptotic contraction in the setting of random normed modules. The contraction condition employs two quasi-metrics that are built directly from the random operator: a lower quasi-metric which…

Functional Analysis · Mathematics 2026-05-07 Jie Shi

A popular Bayesian nonparametric approach to survival analysis consists in modeling hazard rates as kernel mixtures driven by a completely random measure. In this paper we derive asymptotic results for linear and quadratic functionals of…

Probability · Mathematics 2016-08-16 Giovanni Peccati , Igor Prünster

We investigate the asymptotic distribution of the profile likelihood ratio (PLR) when constraining effective field theories (EFTs) and show that Wilks' theorem is often violated, meaning that we should not assume the PLR to follow a…

Data Analysis, Statistics and Probability · Physics 2022-08-30 Florian U. Bernlochner , Daniel C. Fry , Stephen B. Menary , Eric Persson

In shape-constrained nonparametric inference, it is often necessary to perform preliminary tests to verify whether a probability mass function (p.m.f.) satisfies qualitative constraints such as monotonicity, convexity, or in general…

Statistics Theory · Mathematics 2025-12-23 Fadoua Balabdaoui , Antonio Di Noia

We consider asymptotic behavior of Fourier transforms of stationary ergodic sequences with finite second moments. We establish a central limit theorem (CLT) for almost all frequencies and also an annealed CLT. The theorems hold for all…

Probability · Mathematics 2010-11-08 Magda Peligrad , Wei Biao Wu

We count the asymptotic number of triangles in uniform random graphs where the degree distribution follows a power law with degree exponent $\tau\in(2,3)$. We also analyze the local clustering coefficient $c(k)$, the probability that two…

Probability · Mathematics 2018-12-12 Pu Gao , Remco van der Hofstad , Angus Southwell , Clara Stegehuis

This paper investigates the asymptotic behavior of Green functions associated to partially homogeneous random walks in the quadrant $Z_+^2$. There are four possible distributions for the jumps of these processes, depending on the location…

Probability · Mathematics 2023-11-14 Irina Ignatiouk-Robert

We discuss a notion of convergence for binary trees that is based on subtree sizes. In analogy to recent developments in the theory of graphs, posets and permutations we investigate some general aspects of the topology, such as a…

Combinatorics · Mathematics 2024-02-14 Rudolf Grübel

Let $\left\{ S_{n},n\geq 0\right\} $ be a random walk whose increment distribution belongs without centering to the domain of attraction of an $% \alpha $-stable law, i.e., there are some scaling constants $a_{n}$ such that the sequence…

Probability · Mathematics 2023-12-19 Congzao Dong , Elena Dyakonova , Vladimir Vatutin