Related papers: Long-Range Correlations of Sequences Modulo 1
We consider Poissonian pair correlations (PPC) for uniformly distributed sequences of random numbers with a dependency structure. More specifically, we treat two classes of dependent random variables which have widely been studied in the…
Not a matter of serious contention, Pearson's correlation coefficient is still the most important statistical association measure. Restricted to just two variables, this measure sometimes doesn't live up to users' needs and expectations.…
Let $X=\{X_j , j\ge 1\}$ be a sequence of independent, square integrable variables taking values in a common lattice $\mathcal L(v_{ 0},D )= \{v_{ k}=v_{ 0}+D k , k\in \Z\}$. Let $S_n=X_1+\ldots +X_n$, $a_n= {\mathbb E\,} S_n$, and…
We consider the use of random walks as an approach to obtain connection coefficients for higher-order Bernoulli and Euler polynomials. In particular, we consider the cases of a $1$-dimensional linear reflected Brownian motion and of a…
We study the asymptotic consistency properties of $\alpha$-R\'enyi approximate posteriors, a class of variational Bayesian methods that approximate an intractable Bayesian posterior with a member of a tractable family of distributions, the…
In the general setting of long-memory multivariate time series, the long-memory characteristics are defined by two components. The long-memory parameters describe the autocorrelation of each time series. And the long-run covariance measures…
In this paper, we establish a new inequality tying together the effective length and the maximum correlation between the outputs of an arbitrary pair of Boolean functions which operate on two sequences of correlated random variables. We…
In this article we prove that if the additive energy of a strictly increasing sequence $(a_n)$ of natural numbers is less than $N^3/(\log N)^C$ for some $C\geq13.155$, then $(\{a_n\alpha\})$ has Poissonian pair correlation for almost all…
Motivated by the constructions of pseudorandom sequences over the cyclic elliptic function fields by Hu \textit{et al.} in \text{[IEEE Trans. Inf. Theory, 53(7), 2007]} and the constructions of low-correlation, large linear span binary…
We observe \cite[Proposition 4.1]{LaLe} that Poisson polynomial extensions appear as semiclassical limits of a class of Ore extensions. As an application, a Poisson generalized Weyl algebra $A_1$ considered as a Poisson version of the…
This paper treats the problem of screening for variables with high correlations in high dimensional data in which there can be many fewer samples than variables. We focus on threshold-based correlation screening methods for three related…
The classical Poisson theorem says that if $\xi_1,\xi_2,...$ are i.i.d. 0--1 Bernoulli random variables taking on 1 with probability $p_n\equiv \la/n$ then the sum $S_n=\sum_{i=1}^n\xi_i$ is asymptotically in $n$ Poisson distributed with…
We establish new quantitative estimates for general systems of functions with wavelet-type dyadic structure. These estimates are applied to obtain the optimal growth of various types of Weyl multipliers for certain wavelet-type systems.…
We consider a binary sequence generated by thresholding a hidden continuous sequence. The hidden variables are assumed to have a compound symmetry covariance structure with a single parameter characterizing the common correlation. We study…
This is the first in a set of three papers providing an introduction to generalised Cesaro convergence. We start with traditional Cesaro methods for extending classical convergence and further generalise these to allow the calculation of…
Quantile regression is an important tool for estimation of conditional quantiles of a response Y given a vector of covariates X. It can be used to measure the effect of covariates not only in the center of a distribution, but also in the…
Piecewise Aggregate Approximation (PAA) is a competitive basic dimension reduction method for high-dimensional time series mining. When deployed, however, the limitations are obvious that some important information will be missed,…
Sequence transformations accomplish an acceleration of convergence or a summation in the case of divergence by detecting and utilizing regularities of the elements of the sequence to be transformed. For sufficiently large indices, certain…
We deal with the random combinatorial structures called assemblies. By weakening the logarithmic condition which assures regularity of the number of components of a given order, we extend the notion of logarithmic assemblies. Using the…
A generalization of the Poisson distribution based on the generalized Mittag-Leffler function $E_{\alpha, \beta}(\lambda)$ is proposed and the raw moments are calculated algebraically in terms of Bell polynomials. It is demonstrated, that…