Related papers: Central limit theorems for additive functionals in…
Search trees are fundamental data structures in computer science. We study functionals on random search trees that satisfy recurrence relations of a simple additive form. Many important functionals including the space requirement, internal…
In this article, we consider flexible seasonal time series models which consist of a common trend function over periods and additive individual trend (seasonal effect) functions. The consistency and asymptotic normality of the local linear…
For any family of $N\times N$ random matrices $(\mathbf{A}_k)_{k\in K}$ which is invariant, in law, under unitary conjugation, we give general sufficient conditions for central limit theorems for random variables of the type…
For any $k>1$, we find the asymptotics of the counting function of $k$-th power-free elements in an additive arithmetic semigroup with exponential growth of the abstract prime counting function. This paper continues the authors' earlier…
We study the shape of the normalized stable L\'{e}vy tree $\mathcal{T}$ near its root. We show that, when zooming in at the root at the proper speed with a scaling depending on the index of stability, we get the unnormalized Kesten tree. In…
We consider the fluctuations of regular functions $f$ of a Wigner matrix $W$ viewed as an entire matrix $f(W)$. Going beyond the well studied tracial mode, $\mathrm{Tr}[f(W)]$, which is equivalent to the customary linear statistics of…
Preferential attachment is a widely adopted paradigm for understanding the dynamics of social networks. Formal statistical inference,for instance GLM techniques, and model verification methods will require knowing test statistics are…
Voiculescu's notion of asymptotic free independence applies to a wide range of random matrices, including those that are independent and unitarily invariant. In this work, we generalize this notion by considering random matrices with a…
We study the asymptotics of the moments of arithmetic functions that have a limit distribution, not necessarily normal, defined on a subset of the natural series that satisfies certain requirements. Several assertions are proved on…
We discuss in detail the asymptotic distribution of sample expectiles. First, we show uniform consistency under the assumption of a finite mean. In case of a finite second moment, we show that for expectiles other then the mean, only the…
We present a technique to study normalizing strategies when termination is asymptotic, that is, it appears as a limit, as opposite to reaching a normal form in a finite number of steps. Asymptotic termination occurs in several settings,…
Phylogenetic networks provide a more general description of evolutionary relationships than rooted phylogenetic trees. One way to produce a phylogenetic network is to randomly place $k$ arcs between the edges of a rooted binary phylogenetic…
Shannon's entropy is one of the building blocks of information theory and an essential aspect of Machine Learning methods (e.g., Random Forests). Yet, it is only finitely defined for distributions with fast decaying tails on a countable…
For a uniform random labelled tree, we find the limiting distribution of tree parameters which are stable (in some sense) with respect to local perturbations of the tree structure. The proof is based on the martingale central limit theorem…
The estimation of local characteristics of Ito semimartingales has received a great deal of attention in both academia and industry over the past decades. In various papers limit theorems were derived for functionals of increments and…
Random forests have proven to be reliable predictive algorithms in many application areas. Not much is known, however, about the statistical properties of random forests. Several authors have established conditions under which their…
We study the asymptotic distribution of integers sharing the same rooted-tree structure that encodes their complete prime factorization tower. For each tree we derive an explicit density formula depending only on a pair $(m,k)$, the density…
For a continuous-time random walk $X=\{X_t,t\ge 0\}$ (in general non-Markov), we study the asymptotic behavior, as $t\rightarrow \infty$, of the normalized additive functional $c_t\int_0^{t} f(X_s)ds$, $t\ge 0$. Similarly to the Markov…
The paper studies the asymptotic behaviour of weighted functionals of long-range dependent data over increasing observation windows. Various important statistics, including sample means, high order moments, occupation measures can be given…
In this paper, we analyze the asymptotic behavior of the main characteristics of the mean-variance efficient frontier employing random matrix theory. Our particular interest covers the case when the dimension $p$ and the sample size $n$…