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We study the effect of observing a stationary process at irregular time points via a renewal process. We establish a sharp difference in the asymptotic behaviour of the self-normalized sample mean of the observed process depending on the…

Statistics Theory · Mathematics 2024-11-04 Mohamedou Ould-Haye , Anne Philippe

Stochastic gradient algorithms are more and more studied since they can deal efficiently and online with large samples in high dimensional spaces. In this paper, we first establish a Central Limit Theorem for these estimates as well as for…

Statistics Theory · Mathematics 2017-10-17 Antoine Godichon-Baggioni

We show that resonant states in scattering on asymptotically hyperbolic man-ifolds that are analytic near conformal infinity, have analytic radiation patterns at infinity. On even asymptotically hyperbolic manifolds we also show that smooth…

Analysis of PDEs · Mathematics 2016-12-01 Claude Zuily

Bauschke and Moursi have recently obtained results that implicitly contain the fact that the composition of finitely many averaged mappings on a Hilbert space that have approximate fixed points also has approximate fixed points and thus is…

Optimization and Control · Mathematics 2022-11-22 Andrei Sipos

We show, using either Fock space techniques or Macdonald difference operators, that certain symplectic and orthogonal analogues of Okounkov's Schur measure are determinantal with kernels given by explicit double contour integrals. We give…

Mathematical Physics · Physics 2018-06-19 Dan Betea

We provide explicit conditions on the distribution of risk-neutral log-returns which yield sharp asymptotic estimates on the implied volatility smile. We allow for a variety of asymptotic regimes, including both small maturity (with…

Pricing of Securities · Quantitative Finance 2016-07-08 Francesco Caravenna , Jacopo Corbetta

In Bayesian nonparametric inference, random discrete probability measures are commonly used as priors within hierarchical mixture models for density estimation and for inference on the clustering of the data. Recently, it has been shown…

Statistics Theory · Mathematics 2012-11-26 Stefano Favaro , Antonio Lijoi , Igor Prünster

In this paper the asymptotic distributions are exactly solved for linearly independent solutions considering problems of the second order and for the coefficients of asymptotic destribution the recurent formulas are obtained. Further, using…

Mathematical Physics · Physics 2007-05-23 Yu. A. Mamedov , H. I. Ahmadov

We prove a general quantitative theorem on the asymptotic behavior of stochastic quasi-Fej\'er monotone sequences in a broad metric context. Concretely, our result explicitly constructs a rate of convergence for such process, both in mean…

Optimization and Control · Mathematics 2026-05-08 Nicholas Pischke , Thomas Powell

We compute the exact asymptotics for the cumulants of linear statistics associated with the zeros counting measure of a large class of real Gaussian processes. Precisely, we show that if the underlying covariance function is regular and…

Probability · Mathematics 2023-10-09 Louis Gass

We consider nonparametric testing in a non-asymptotic framework. Our statistical guarantees are exact in the sense that Type I and II errors are controlled for any finite sample size. Meanwhile, one proposed test is shown to achieve minimax…

Statistics Theory · Mathematics 2017-02-07 Yun Yang , Zuofeng Shang , Guang Cheng

Limit distributions for the greatest convex minorant and its derivative are considered for a general class of stochastic processes including partial sum processes and empirical processes, for independent, weakly dependent and long range…

Statistics Theory · Mathematics 2016-08-16 D. Anevski , O. Hössjer

We study a 2-parametric family of probability measures on the space of countable point configurations on the punctured real line (the points of the random configuration are concentrated near zero). These measures (or, equivalently, point…

Representation Theory · Mathematics 2007-05-23 Alexei Borodin

In a recent work, a central limit theorem for pattern counts in random planar maps was proven by reducing the problem to a face count problem. We provide a shorter proof by circumventing this reduction through the computation of bivariate…

Combinatorics · Mathematics 2026-03-23 Eva-Maria Hainzl

Recurrence quantification analysis is a method for measuring the complexity of dynamical systems. Recurrence determinism is a fundamental characteristic of it, closely related to correlation sum. In this paper, we study asymptotic behavior…

Dynamical Systems · Mathematics 2023-04-05 Michaela Mihoková

By making use of martingale representations, we derive the asymptotic normality of particle filters in hidden Markov models and a relatively simple formula for their asymptotic variances. Although repeated resamplings result in complicated…

Statistics Theory · Mathematics 2013-12-19 Hock Peng Chan , Tze Leung Lai

We present a quantitative basis-independent analysis of combinatory logic. Using a general argument regarding plane binary trees with labelled leaves, we generalise the results of David et al. and Bendkowski et al. to all Turing-complete…

Logic in Computer Science · Computer Science 2016-07-19 Maciej Bendkowski , Katarzyna Grygiel , Marek Zaionc

We give a probabilistic introduction to determinantal and permanental point processes. Determinantal processes arise in physics (fermions, eigenvalues of random matrices) and in combinatorics (nonintersecting paths, random spanning trees).…

Probability · Mathematics 2016-08-16 J. Ben Hough , Manjunath Krishnapur , Yuval Peres , Bálint Virág

In this paper we study the asymptotic behavior of the regularity of symbolic powers of ideals of points in a weighted projective plane. By a result of Cutkosky, Ein and Lazarsfeld, regularity of such powers behaves asymptotically like a…

Commutative Algebra · Mathematics 2015-01-14 Steven Dale Cutkosky , Kazuhiko Kurano

We consider a one-dimensional Gaussian process having exponential covariance function. Under fixed-domain asymptotics, we prove the strong consistency and asymptotic normality of a cross validation estimator of the microergodic covariance…

Statistics Theory · Mathematics 2017-07-26 Francois Bachoc , Agnes Lagnoux , Thi Mong Ngoc Nguyen
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