English
Related papers

Related papers: A functional central limit theorem for the empiric…

200 papers

We provide complementary results for a family of models with dependence on their previous $k$-sum. Using a martingale-based approach, we establish a functional central limit theorem and analyze the limiting behavior of the center of mass.…

Probability · Mathematics 2025-06-17 Víctor Hugo Vázquez Guevara , Manuel González-Navarrete

We study sequences of scaled edge-corrected empirical (generalized) K-functions (modifying Ripley's K-function) each of them constructed from a single observation of a $d$-dimensional fourth-order stationary point process in a sampling…

Statistics Theory · Mathematics 2017-06-06 Lothar Heinrich

Let $(X_{k})_{k \in \mathbb Z }$ be a linear process with values in a separable Hilbert space $\mathbb{H}$ given by $X_{k} =\sum_{j=0}^{\infty} (j+1)^{-N}\varepsilon_{k-j}$ for each $k \in \mathbb Z$, where $N:\mathbb{H} \to \mathbb{H}$ is…

Probability · Mathematics 2017-01-04 Marie-Christine Düker

We prove a functional central limit theorem for partial sums of symmetric stationary long range dependent heavy tailed infinitely divisible processes with a certain type of negative dependence. Previously only positive dependence could be…

Probability · Mathematics 2015-04-07 Paul Jung , Takashi Owada , Gennady Samorodnitsky

Let $(X_i,i\geq 1)$ be a sequence of i.i.d. random variables with values in $[0,1]$, and $f$ be a function such that $`E(f(X_1)^2)<+\infty$. We show a functional central limit theorem for the process $t\mapsto \sum_{i=1}^n f(X_i)1_{X_i\leq…

Statistics Theory · Mathematics 2013-02-28 Jean-François Marckert , David Renault

In this paper, we establish some functional central limit theorems for a large class of general supercritical superprocesses with spatially dependent branching mechanisms satisfying a second moment condition. In the particular case when the…

Probability · Mathematics 2014-10-08 Yan-Xia Ren , Renming Song , Rui Zhang

This paper provides refined versions of some known functional central limit theorems for conditional Poisson sampling which are more suitable for applications. The theorems presented in this paper are generalizations of some results that…

Statistics Theory · Mathematics 2019-06-18 Leo Pasquazzi

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

The $K$-function is arguably the most important functional summary statistic for spatial point processes. It is used extensively for goodness-of-fit testing and in connection with minimum contrast estimation for parametric spatial point…

Statistics Theory · Mathematics 2023-09-25 Anne Marie Svane , Christophe Biscio , Rasmus Waagepetersen

Intermediately subcritical branching processes in random environment are at the borderline between two subcritical regimes and exhibit a particularly rich behavior. In this paper, we prove a functional limit theorem for these processes. It…

Probability · Mathematics 2012-09-07 Christian Böinghoff , Götz Kersting

We introduce tests for the goodness of fit of point patterns via methods from topological data analysis. More precisely, the persistent Betti numbers give rise to a bivariate functional summary statistic for observed point patterns that is…

Statistics Theory · Mathematics 2019-06-19 Christophe Ange Napoléon Biscio , Nicolas Chenavier , Christian Hirsch , Anne Marie Svane

We prove a functional central limit theorem for subgraph counts in a dynamic version of the random connection model. To establish tightness, we develop a dynamic extension of the cumulant method.

Probability · Mathematics 2025-11-25 Rajat Subhra Hazra , Nikolai Kriukov , Michel Mandjes , Moritz Otto

For a joint model-based and design-based inference, we establish functional central limit theorems for the Horvitz-Thompson empirical process and the H\'ajek empirical process centered by their finite population mean as well as by their…

Statistics Theory · Mathematics 2016-05-05 Hélène Boistard , Hendrik P. Lopuhaä , Anne Ruiz-Gazen

A functional limit theorem is established for the partial-sum process of a class of stationary sequences which exhibit both heavy tails and long-range dependence. The stationary sequence is constructed using multiple stochastic integrals…

Probability · Mathematics 2020-04-09 Shuyang Bai , Takashi Owada , Yizao Wang

Let $\{X_k:k\ge1\}$ be a linear process with values in the separable Hilbert space $L_2(\mu)$ given by $X_k=\sum_{j=0}^\infty(j+1)^{-D}\varepsilon_{k-j}$ for each $k\ge1$, where $D$ is defined by $Df=\{d(s)f(s):s\in\mathbb S\}$ for each…

Probability · Mathematics 2016-09-07 Vaidotas Characiejus , Alfredas Račkauskas

The Central Limit Theorem for Iterated Functions Systems on the circle is proved. We study also ergodicity of such systems.

Dynamical Systems · Mathematics 2017-08-04 Tomasz Szarek , Anna Zdunik

In this work, we establish a Trotter-Kato type theorem. More precisely, we characterize the convergence in distribution of Feller processes by examining the convergence of their generators. The main novelty lies in providing quantitative…

Probability · Mathematics 2024-11-14 Dirk Erhard , Tertuliano Franco , Milton Jara , Eduardo Pimenta

In this paper, we obtain some uniform laws of large numbers and functional central limit theorems for sequential empirical measure processes indexed by classes of product functions satisfying appropriate Vapnik-Chervonenkis properties.

Probability · Mathematics 2008-11-03 Omar El-Dakkak

We derive explicit lower and upper bounds for the probability generating functional of a stationary locally stable Gibbs point process, which can be applied to summary statistics like the F function. For pairwise interaction processes we…

Probability · Mathematics 2013-04-18 Kaspar Stucki , Dominic Schuhmacher

We define the local empirical process, based on $n$ i.i.d. random vectors in dimension $d$, in the neighborhood of the boundary of a fixed set. Under natural conditions on the shrinking neighborhood, we show that, for these local empirical…

Statistics Theory · Mathematics 2011-04-22 John H. J. Einmahl , Estáte V. Khmaladze
‹ Prev 1 2 3 10 Next ›