Related papers: $L_2$-small ball asymptotics for Gaussian random f…
Estimation and prediction problems for dense signals are often framed in terms of minimax problems over highly symmetric parameter spaces. In this paper, we study minimax problems over l2-balls for high-dimensional linear models with…
This is a survey of old and recent results about the asymptotic Plateau problem. Our aim is to give a fairly complete picture of the field, and present the current situation.
Association of random variables and Demimartingales are recent fields for handling asymptotic behaviors of sums of dependent random variables. We apply their techniques to establish the asymptotic law of a demimartingale We next apply the…
We study the joint asymptotics of forward and backward processes of numbers of non-empty urns in an infinite urn scheme. The probabilities of balls hitting the urns are assumed to satisfy the conditions of regular decrease. We prove weak…
A general approach to a broad class of asymptotic problems related to long-time influence of small perturbations, of both deterministic and stochastic type, is presented in the paper. The main characteristic of this influence is a limiting…
Two new test statistics are introduced to test the null hypotheses that the sampling distribution has an increasing hazard rate on a specified interval [0,a]. These statistics are empirical L_1-type distances between the isotonic estimates,…
We study the questions of determining the asymptotics of the probabilistic characteristics of additive arithmetic functions in the paper, regardless of whether they have a limit distribution or not. Several assertions are proved about the…
The aim of this paper is to investigate in detail the known large argument asymptotic series of the Lommel function by Stieltjes transform representations. We obtain a number of properties of this asymptotic expansion, including explicit…
Hierarchical statistical models are widely employed in information science and data engineering. The models consist of two types of variables: observable variables that represent the given data and latent variables for the unobservable…
Sample size criteria are often expressed in terms of the concentration of the posterior density, as controlled by some sort of error bound. Since this is done pre-experimentally, one can regard the posterior density as a function of the…
Convergence rate estimates in limit theorems for sums of independent random variables are considered.
This paper is part of series on self-contained papers in which a large part, if not the full extent, of the asymptotic limit theory of summands of independent random variables is exposed. Each paper of the series may be taken as review…
We study asymptotic behavior in a class of non-autonomous second order parabolic equations with time periodic unbounded coefficients in $\mathbb R\times \mathbb R^d$. Our results generalize and improve asymptotic behavior results for Markov…
We explore an asymptotic behavior of densities of sums of independent random variables that are convoluted with a small continuous noise.
The first purpose of this article is to obtain a.s. asymptotic properties of the maximum likelihood estimator in the autoregressive process driven by a stationary Gaussian noise. The second purpose is to show the local asymptotic normality…
We study the asymptotic behavior of a diffusion process with small diffusion in a domain $D$. This process is reflected at $\partial D$ with respect to a co-normal direction pointing inside $D$. Our asymptotic result is used to study the…
This paper concerns the approximation of probability measures on $\mathbf{R}^d$ with respect to the Kullback-Leibler divergence. Given an admissible target measure, we show the existence of the best approximation, with respect to this…
We use Mellin transforms to compute a full asymptotic expansion for the tail of the Laplace transform of the squared $L^2$-norm of any multiply-integrated Brownian sheet. Through reversion we obtain corresponding strong small-deviation…
A class of Fourier based statistics for irregular spaced spatial data is introduced, examples include, the Whittle likelihood, a parametric estimator of the covariance function based on the $L_{2}$-contrast function and a simple…
We consider the class of simple graphs with large algebraic connectivity (the second-smallest eigenvalue of the Laplacian matrix). For this class of graphs we determine the asymptotic behavior of the number of Eulerian orientations. In…