Related papers: Empirical limit theorems for Wiener chaos
The law of large numbers for the empirical density for the pairs of uniformly distributed integers with a given greatest common divisor is a classic result in number theory. In this paper, we study the large deviations of the empirical…
We discuss measures on spaces of unparametrized paths related to the Wiener measure. These measures arise naturally in the study of one-dimensional gravity coupled to scalar fields. Two kinds of discrete approximations are defined, the…
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 determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…
Many results in the quantum metrology literature use the Cram\'er-Rao bound and the Fisher information to compare different quantum estimation strategies. However, there are several assumptions that go into the construction of these tools,…
Inspired by recent work of Alberts, Khanin and Quastel, we formulate general conditions ensuring that a sequence of multi-linear polynomials of independent random variables (called polynomial chaos expansions) converges to a limiting random…
We determine the distributional behavior for products of free random variables in a general infinitesimal triangular array. In the case of positive variables, the main theorem extends a result proved earlier for arrays with identically…
We provide a complete asymptotic distribution theory for clustered data with a large number of independent groups, generalizing the classic laws of large numbers, uniform laws, central limit theory, and clustered covariance matrix…
The finite sample properties of estimators are usually understood or approximated using asymptotic theories. Two main asymptotic constructions have been used to characterize the presence of many instruments. The first assumes that the…
In this paper, we obtain some uniform laws of large numbers and functional central limit theorems for sequential empirical measure processes indexed by classes of product functions satisfying appropriate Vapnik-Chervonenkis properties.
The natural measure in a map with type-III intermittent chaos is used to define critical exponents for the average of a variable from a dynamical system near bifurcation. Numerical experiments were done with maps and verify the analytical…
We prove distributional limit theorems and one-sided laws of the iterated logarithm for a class of positive, mixing, stationary, stochastic processes which contains those obtained from non-integrable observables over certain piecewise…
We discuss different approaches for studying the influence of disorder in the three-dimensional Ising model. From the theoretical point of view, renormalisation group calculations provide quite accurate results. Experiments carried out on…
A theory of joint nonideal measurement of incompatible observables is used in order to assess the relative merits of quantum tomography and certain measurements of generalized observables, with respect to completeness of the obtained…
Numerical experiments support the interesting conjecture that statistical methods be applicable not only to fully-chaotic systems, but also at the edge of chaos by using Tsallis' generalizations of the standard exponential and entropy. In…
We consider dynamical systems on a finite measure space fulfilling a spectral gap property and Birkhoff sums of a non-negative, non-integrable observable. For such systems we generalize strong laws of large numbers for intermediately…
We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…
The existence of the weak limit as n --> infinity of the uniform measure on rooted triangulations of the sphere with n vertices is proved. Some properties of the limit are studied. In particular, the limit is a probability measure on random…
We present a class of inequality constraints on the set of distributions induced by local interventions on variables governed by a causal Bayesian network, in which some of the variables remain unmeasured. We derive bounds on causal effects…
We study the dynamics of a "kicked" quantum system undergoing repeated measurements of momentum. A diffusive behavior is obtained for a large class of Hamiltonians, even when the dynamics of the classical counterpart is not chaotic. These…