English
Related papers

Related papers: Estimating the logarithm of characteristic functio…

200 papers

Let $E$ be a space of observables in a sequence of trials $\xi_n$ and define $m_n$ to be the empirical distributions of the outcomes. We discuss the almost sure convergence of the sequence $m_n$ in terms of the $\psi$-weak topology of…

Probability · Mathematics 2020-03-24 José L. Fernández , Enrico Ferri , Carlos Vázquez

Let $q\ge2$ be an integer, $\{X_n\}_{n\geq 1}$ a stochastic process with state space $\{0,\ldots,q-1\}$, and $F$ the cumulative distribution function (CDF) of $\sum_{n=1}^\infty X_n q^{-n}$. We show that stationarity of $\{X_n\}_{n\geq 1}$…

Probability · Mathematics 2022-08-12 Horia Cornean , Ira W. Herbst , Jesper Møller , Benjamin Støttrup , Kasper S. Sørensen

Let $a\in (0, \infty)$, $\gamma(a)$ be the Generalized Euler-Mascheroni Constant, and let \begin{align*} &x_n=\frac1a+\frac{1}{a+1}+\cdots+\frac{1}{a+n-1}-\ln\frac{a+n}{a},\\…

Functional Analysis · Mathematics 2017-12-27 Ti-Ren Huang , Bo-Wen Han , You-Ling Liu , Xiao-Yan Ma

A uniform shrinkage prior (USP) distribution on the unknown variance component of a random-effects model is known to produce good frequency properties. The USP has a parameter that determines the shape of its density function, but it has…

Methodology · Statistics 2017-12-12 Hyungsuk Tak

In this note we give a new effective proof method for the equivalence of the notions of testability and nondeterministic testability for uniform hypergraph parameters. We provide the first effective upper bound on the sample complexity of…

Data Structures and Algorithms · Computer Science 2015-09-11 Marek Karpinski , Roland Markó

From a suitable integral representation of the Laplace transform of a positive semi-definite quadratic form of independent real random variables with not necessarily identical densities a univariate integral representation is derived for…

Statistics Theory · Mathematics 2007-11-01 T. Royen

A general formulation of translationally invariant, parametrically correlated random matrix ensembles, is used to classify universality in correlation functions. Surprisingly, the range of possible physical systems is bounded, and can be…

chao-dyn · Physics 2016-08-31 Dimitri Kusnezov , Caio H. Lewenkopf

We define a natural notion of higher order stability and show that subsets of $\mathbb{F}_p^n$ that are tame in this sense can be approximately described by a union of low-complexity quadratic varieties, up to linear error. This generalizes…

Combinatorics · Mathematics 2025-10-17 C. Terry , J. Wolf

The main purpose of this paper is to establish a noncommutative analogue of the Efron--Stein inequality, which bounds the variance of a general function of some independent random variables. Moreover, we state an operator version including…

Functional Analysis · Mathematics 2021-07-23 Ali Talebi , Mohammad Sal Moslehian

We characterise the convergence of the Gibbs sampler which samples from the joint posterior distribution of parameters and missing data in hierarchical linear models with arbitrary symmetric error distributions. We show that the convergence…

Methodology · Statistics 2007-10-24 Omiros Papaspiliopoulos , Gareth Roberts

Consider the random graph sampled uniformly from the set of all simple graphs with a given degree sequence. Under mild conditions on the degrees, we establish a Large Deviation Principle (LDP) for these random graphs, viewed as elements of…

Probability · Mathematics 2020-11-25 Souvik Dhara , Subhabrata Sen

Let $\BS_1,...,\BS_n$ be independent identically distributed random variables each having the standardized Bernoulli distribution with parameter $p\in(0,1)$. Let $m_*(p):=(1+p+2p^2)/(2\sqrt{p-p^2}+4p^2)$ if $0<p\le 1/2$ and $m_*(p):=1$ if…

Probability · Mathematics 2007-12-23 Iosif Pinelis

Suppose $\alpha, \beta$ are Lipschitz strongly concave functions from $[0, 1]$ to $\mathbb{R}$ and $\gamma$ is a concave function from $[0, 1]$ to $\mathbb{R}$, such that $\alpha(0) = \gamma(0) = 0$, and $\alpha(1) = \beta(0) = 0$ and…

Probability · Mathematics 2026-03-24 Hariharan Narayanan , Scott Sheffield

In this work, we revisit the problem of uniformity testing of discrete probability distributions. A fundamental problem in distribution testing, testing uniformity over a known domain has been addressed over a significant line of works, and…

Data Structures and Algorithms · Computer Science 2017-08-17 Tuğkan Batu , Clément L. Canonne

We introduce a new type of test for complete spatial randomness that applies to mapped point patterns in a rectangle or a cube of any dimension. This is the first test of its kind to be based on characteristic functions and utilizes a…

Methodology · Statistics 2025-09-23 Yiran Zeng , Dale L. Zimmerman

In a statistical analysis in Particle Physics, nuisance parameters can be introduced to take into account various types of systematic uncertainties. The best estimate of such a parameter is often modeled as a Gaussian distributed variable…

Data Analysis, Statistics and Probability · Physics 2019-02-25 Glen Cowan

Correlated random fields are a common way to model dependence struc- tures in high-dimensional data, especially for data collected in imaging. One important parameter characterizing the degree of dependence is the asymp- totic variance…

Statistics Theory · Mathematics 2018-03-20 Annabel Prause , Ansgar Steland

Bayesian and frequentist criteria fundamentally differ, but often posterior and sampling distributions agree asymptotically (e.g., Gaussian with same covariance). For the corresponding single-draw experiment, we characterize the frequentist…

Statistics Theory · Mathematics 2024-07-04 David M. Kaplan , Longhao Zhuo

We present a linear stability analysis of stationary states (or fixed points) in large dynamical systems defined on random directed graphs with a prescribed distribution of indegrees and outdegrees. We obtain two remarkable results for such…

Statistical Mechanics · Physics 2024-05-22 Izaak Neri , Fernando Lucas Metz

Spaces with locally varying scale of measurement, like multidimensional structures with differently scaled dimensions, are pretty common in statistics and machine learning. Nevertheless, it is still understood as an open question how to…

Machine Learning · Statistics 2024-03-05 Christoph Jansen , Georg Schollmeyer , Hannah Blocher , Julian Rodemann , Thomas Augustin