Related papers: Moderate deviation principles for kernel estimator…
It is common, in deconvolution problems, to assume that the measurement errors are identically distributed. In many real-life applications, however, this condition is not satisfied and the deconvolution estimators developed for…
We investigate the statistical complexity of estimating the parameters of a discrete-state Markov chain kernel from a single long sequence of state observations. In the finite case, we characterize (modulo logarithmic factors) the minimax…
By comparing the original equations with the corresponding stationary ones, the moderate deviation principle (MDP) is established for unbounded additive functionals of several different models of distribution dependent SDEs, with…
We study lower bounds for the quantum relative entropy between a density matrix and its block-diagonal part. For a block matrix with diagonal blocks A,C>0 and off-diagonal coherence block B, we prove a lower bound expressed through the…
A moderate deviation principle for functionals, with at most quadratic growth, of moving average processes is established. The main assumptions on the moving average process are a Logarithmic Sobolev inequality for the driving random…
We provide estimates of the rate of strong approximation and bounds for probabilities of moderate deviations in the CLT for the $L_1$-norm of the kernel density estimator without any assumptions on the density and assuming that the kernel…
We first revisit the problem of estimating the spot volatility of an It\^o semimartingale using a kernel estimator. We prove a Central Limit Theorem with optimal convergence rate for a general two-sided kernel. Next, we introduce a new…
We propose a betweenness centrality measure and algorithms for stochastic networks, where edges can fail and weights vary across realizations, making the most central node random. Our approach models the sequence of reported central nodes…
We study normal approximations for a class of discrete-time occupancy processes, namely, Markov chains with transition kernels of product Bernoulli form. This class encompasses numerous models which appear in the complex networks…
We consider streaming data transmission over a discrete memoryless channel. A new message is given to the encoder at the beginning of each block and the decoder decodes each message sequentially, after a delay of $T$ blocks. In this…
In this paper we obtain a Bernstein type inequality for a class of weakly dependent and bounded random variables. The proofs lead to a moderate deviations principle for sums of bounded random variables with exponential decay of the strong…
We prove a central limit theorem for a general class of adaptive Markov Chain Monte Carlo algorithms driven by sub-geometrically ergodic Markov kernels. We discuss in detail the special case of stochastic approximation. We use the result to…
In this paper we survey some recent results on the central limit theorem and its weak invariance principle for stationary sequences. We also describe several maximal inequalities that are the main tool for obtaining the invariance…
We consider a stable but nearly unstable autoregressive process of any order. The bridge between stability and instability is expressed by a time-varying companion matrix $A_{n}$ with spectral radius $\rho(A_{n}) < 1$ satisfying…
We derive a strong law of large numbers, a central limit theorem, a law of the iterated logarithm and a large deviation theorem for so-called deviation means of independent and identically distributed random variables (for the strong law of…
There is an intense and partly recent literature focussing on the problem of selecting the bandwidth parameter for kernel density estimators. Available methods are largely `very nonparametric', in the sense of not requiring any knowledge…
We give a general method of deriving statistical limit theorems, such as the central limit theorem and its functional version, in the setting of ergodic measure preserving transformations. This method is applicable in situations where the…
We introduce a new nonparametric density estimator inspired by Markov Chains, and generalizing the well-known Kernel Density Estimator (KDE). Our estimator presents several benefits with respect to the usual ones and can be used…
We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…
Convergence rates of kernel density estimators for stationary time series are well studied. For invertible linear processes, we construct a new density estimator that converges, in the supremum norm, at the better, parametric, rate…