Related papers: Breaking Multivariate Records
Multi-dimensional data frequently occur in many different fields, including risk management, insurance, biology, environmental sciences, and many more. In analyzing multivariate data, it is imperative that the underlying modelling…
A multivariate fractional Poisson process was recently defined in Beghin and Macci (2016) by considering a common independent random time change for a finite dimensional vector of independent (non-fractional) Poisson processes; moreover it…
We study analytically the order statistics of a time series generated by the successive positions of a symmetric random walk of n steps with step lengths of finite variance \sigma^2. We show that the statistics of the gap d_{k,n}=M_{k,n}…
In solving a system of $n$ linear equations in $d$ variables $Ax=b$, the condition number of the $n,d$ matrix $A$ measures how much errors in the data $b$ affect the solution $x$. Estimates of this type are important in many inverse…
Let $X_{1},X_{2},...$ be a sequence of independent random variables ($rv$)with common distribution function ($df$) $F$ such that $F(1)=0$ and for each $n\geq 1,$ let $X_{1,n}\leq X_{2,n}\leq ...\leq X_{n,n}$ denote the order statistics…
This paper studies multivariate nonparametric change point localization and inference problems. The data consists of a multivariate time series with potentially short range dependence. The distribution of this data is assumed to be…
A significant obstacle in the development of robust machine learning models is covariate shift, a form of distribution shift that occurs when the input distributions of the training and test sets differ while the conditional label…
We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…
Fix an integer k, and let I(l), l=1,2,..., be a sequence of k-dimensional vectors of multiple Wiener-It\^o integrals with respect to a general Gaussian process. We establish necessary and sufficient conditions to have that, as l diverges,…
This paper considers the problem of sequentially detecting a change in the joint distribution of multiple data sources under a sampling constraint. Specifically, the channels or sources generate observations that are independent over time,…
We investigate the statistics of three kinds of records associated with planar random walks, namely diagonal, simultaneous and radial records. The mean numbers of these records grow as universal power laws of time, with respective exponents…
For iid $d$-dimensional observations $X^{(1)}, X^{(2)}, \ldots$ with independent Exponential$(1)$ coordinates, consider the boundary (relative to the closed positive orthant), or "frontier", $F_n$ of the closed Pareto record-setting (RS)…
Let $Z$ be a random variable with values in a proper closed convex cone $C\subset \mathbb{R}^d$, $A$ a random endomorphism of $C$ and $N$ a random integer. We assume that $Z$, $A$, $N$ are independent. Given $N$ independent copies…
In recent years there has been a lot of interest in the study of isometry invariant Poisson processes of $k$-flats in $d$-dimensional hyperbolic space $\mathbb{H}^d$, for $0\le k\le d-1$. A phenomenon that has no counterpart in euclidean…
We have known that most sequences in $\mathcal{M}=\{1,2,\dots, M\}$ with length $n$ will miss $Me^{-\lambda}$ of the total numbers of $\{1,2,\dots,M\}$ as the ratio $n/M$ tends to $\lambda$. Now we consider a more general case where the…
We propose a novel estimator for the number of components (denoted by $M$) in a K-variate non-parametric finite mixture model, where the analyst has repeated observations of $K\geq2$ variables that are independent given a finitely supported…
We consider models given by Hamiltonians of the form $$H(I,\phi,p,q,t;\epsilon) = h(I) + \sum_{j = 1}^n \pm(\frac{1}{2} p_j^2 + V_j(q_j)) + \epsilon Q(I,\phi,p,q,t;\epsilon)$$ where $I,\phi$ are d-dimensional actions and angles, $p,q$ are…
A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…
We consider a sequence of idealized measurements of time-separation $\Delta t$ onto a discrete one-dimensional disordered system. A connection with Markov chains is found. For a rapid sequence of measurements, a diffusive regime occurs and…
We characterize the exponential distribution as the only one which satisfies a regression condition. This condition involves the regression function of a fixed record value given two other record values, one of them being previous and the…