Related papers: Strategies for Asymptotic Normalization
This paper is about how we study statistical methods. As an example, it uses the random regressions model, in which the intercept and slope of cluster-specific regression lines are modeled as a bivariate random effect. Maximizing this…
Self-normalized processes arise naturally in statistical applications. Being unit free, they are not affected by scale changes. Moreover, self-normalization often eliminates or weakens moment assumptions. In this paper we present several…
This paper considers the asymptotic behaviour of deterministically and stochastically forced linear pantograph equations. The asymptotic behaviour is studied in the case when all solutions of the pantograph equation without forcing tend to…
Frequentists' inference often delivers point estimators associated with confidence intervals or sets for parameters of interest. Constructing the confidence intervals or sets requires understanding the sampling distributions of the point…
A new technique towards finding asymptotic normalization coefficients in the complex-ranged Gaussian basis is presented. It is shown that a diagonalisation procedure for the total Hamiltonian matrix in the given basis results in…
We give an overview of basic methods that can be used for obtaining asymptotic expansions of integrals: Watson's lemma, Laplace's method, the saddle point method, and the method of stationary phase. Certain developments in the field of…
The paper is dealing with semi-classical asymptotics of a characteristic function for a stochastic process. The main technical tool is provided by the stationary phase method. The extremal range for a stochastic process is defined by limit…
We characterize the small-time asymptotic behavior of the exit probability of a L\'evy process out of a two-sided interval and of the law of its overshoot, conditionally on the terminal value of the process. The asymptotic expansions are…
In this paper, we investigate the asymptotic error distributions of symplectic methods for stochastic Hamiltonian systems and further provide Hamiltonian-specific analysis that clarifies the superiority of symplectic methods. Our…
The Adaptive Multilevel Splitting algorithm is a very powerful and versatile iterative method to estimate the probability of rare events, based on an interacting particle systems. In an other article, in a so-called idealized setting, the…
We construct a probability model seemingly unrelated to the considered stochastic process of coagulation and fragmentation. By proving for this model the local limit theorem, we establish the asymptotic formula for the partition function of…
We derive in this article the asymptotic behavior as well as non-asymptotical estimates of tail of distribution for self-normalized sums of random variables (r.v.) under natural classical norming. We investigate also the case of…
We positively answer the question A.1.6 in J. Klop's "Ustica Notes": "Is there a recursive normalizing one-step reduction strategy for micro $\lambda$-calculus?" Micro $\lambda$-calculus refers to an implementation of the $\lambda$-calculus…
The call auction is a widely used trading mechanism, especially during the opening and closing periods of financial markets. In this paper, we study a standard call auction problem where orders are submitted according to Poisson processes,…
I study the product of independent identically distributed $D\times D$ random probability matrices. Some exact asymptotic results are obtained. I find that both the left and the right products approach exponentially to a probability…
Variational methods for parameter estimation are an active research area, potentially offering computationally tractable heuristics with theoretical performance bounds. We build on recent work that applies such methods to network data, and…
In this paper we analyze the asymptotic behavior of several fractional eigenvalue problems by means of Gamma-convergence methods. This method allows us to treat different eigenvalue problems under a unified framework. We are able to recover…
We introduce the notion of a random relaxed asymptotic contraction in the setting of random normed modules. The contraction condition employs two quasi-metrics that are built directly from the random operator: a lower quasi-metric which…
Asymptotics are given for the number of rational points in the domain of a morphism of weighted projective stacks whose images have bounded height and satisfy a (possibly infinite) set of local conditions. As a consequence we obtain results…
In the quest to give a formal compositional semantics to natural languages, semanticists have started turning their attention to phenomena that have been also considered as parts of pragmatics (e.g., discourse anaphora and presupposition…