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Distance correlation is a new measure of dependence between random vectors. Distance covariance and distance correlation are analogous to product-moment covariance and correlation, but unlike the classical definition of correlation,…

Statistics Theory · Mathematics 2008-12-18 Gábor J. Székely , Maria L. Rizzo , Nail K. Bakirov

We establish central and non-central limit theorems for sequences of functionals of the Gaussian output of an infinitely-wide random neural network on the d-dimensional sphere . We show that the asymptotic behaviour of these functionals as…

Probability · Mathematics 2026-04-24 Simmaco Di Lillo , Leonardo Maini , Domenico Marinucci

There has been a growing interest in providing models for multivariate spatial processes. A majority of these models specify a parametric matrix covariance function. Based on observations, the parameters are estimated by maximum likelihood…

Statistics Theory · Mathematics 2016-02-10 François Bachoc , Reinhard Furrer

We discuss asymptotics for large random planar maps under the assumption that the distribution of the degree of a typical face is in the domain of attraction of a stable distribution with index $\alpha\in(1,2)$. When the number $n$ of…

Probability · Mathematics 2017-08-23 Jean-François Le Gall , Grégory Miermont

We establish the validity of asymptotic limits for the general transportation problem between random i.i.d. points and their common distribution, with respect to the squared Euclidean distance cost, in any dimension larger than three.…

Probability · Mathematics 2025-02-18 Martin Huesmann , Michael Goldman , Dario Trevisan

We revisit Pollard's classical result on consistency for $k$-means clustering in Euclidean space, with a focus on extensions in two directions: first, to problems where the data may come from interesting geometric settings (e.g., Riemannian…

Statistics Theory · Mathematics 2025-07-01 Adam Quinn Jaffe

We apply the concept of distance covariance for testing independence of two long-range dependent time series. As test statistic we propose a linear combination of empirical distance cross-covariances. We derive the asymptotic distribution…

Statistics Theory · Mathematics 2026-01-28 Annika Betken , Herold Dehling

We consider homogeneous open quantum random walks on a lattice with finite dimensional local Hilbert space and we study in particular the position process of the quantum trajectories of the walk. We prove that the properly rescaled position…

Probability · Mathematics 2022-06-08 Raffaella Carbone , Federico Girotti , Anderson Melchor Hernandez

In this paper, we study the asymptotic behavior of the volume of spheres in metric measure spaces. We first introduce a general setting adapted to the study of asymptotic isoperimetry in a general class of metric measure spaces. We then…

Metric Geometry · Mathematics 2007-05-23 R. Tessera

We introduce several new functions that measure the distance between two points $x$ and $y$ in a domain $G\subsetneq\mathbb{R}^n$ by using the arithmetic or the logarithmic mean of the Euclidean distances from the points $x$ and $y$ to the…

Metric Geometry · Mathematics 2023-08-15 Oona Rainio , Rahim Kargar

Covariance parameter estimation of Gaussian processes is analyzed in an asymptotic framework. The spatial sampling is a randomly perturbed regular grid and its deviation from the perfect regular grid is controlled by a single scalar…

Statistics Theory · Mathematics 2014-12-09 François Bachoc

By application of the theory for second-order linear differential equations with two turning points developed in \cite{Olver1975}, uniform asymptotic approximations are obtained for the Lam\'{e} and Mathieu functions with a large real…

Classical Analysis and ODEs · Mathematics 2015-07-31 Karen Ogilvie , Adri B. Olde Daalhuis

Let $\mathbf{X} = (X_i)_{1\leq i \leq n}$ be an i.i.d. sample of square-integrable variables in $\mathbb{R}^d$, \GB{with common expectation $\mu$ and covariance matrix $\Sigma$, both unknown.} We consider the problem of testing if $\mu$ is…

Machine Learning · Computer Science 2021-10-11 Gilles Blanchard , Jean-Baptiste Fermanian

Asymptotic expansions are derived for the tail distribution of the product of two correlated normal random variables with non-zero means and arbitrary variances, and more generally the sum of independent copies of such random variables.…

Probability · Mathematics 2025-05-27 Robert E. Gaunt , Zixin Ye

In this paper we study the asymptotic normality in high-dimensional linear regression. We focus on the case where the covariance matrix of the regression variables has a KMS structure, in asymptotic settings where the number of predictors,…

Statistics Theory · Mathematics 2022-05-17 Saulius Jokubaitis , Remigijus Leipus

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

Many results related to quantitative problems in the metric theory of Diophantine approximation are asymptotic, such as the number of rational solutions to certain inequalities grows with the same rate almost everywhere modulo an asymptotic…

Number Theory · Mathematics 2024-03-01 Ying Wai Lee , Andrew Scoones

The results of part I (hep-ph/9612284) are used to obtain full asymptotic expansions of Feynman diagrams renormalized within the MS-scheme in the regimes when some of the masses and external momenta are large with respect to the others. The…

High Energy Physics - Phenomenology · Physics 2008-11-26 G. B. Pivovarov , F. V. Tkachov

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…

Econometrics · Economics 2026-02-03 Bruce E. Hansen , Seojeong Lee

Outer measures can be used for statistical inference in place of probability measures to bring flexibility in terms of model specification. The corresponding statistical procedures such as Bayesian inference, estimators or hypothesis…

Statistics Theory · Mathematics 2020-05-05 Jeremie Houssineau , Neil K. Chada , Emmanuel Delande
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