Related papers: The local limit theorem for complex valued sequenc…
We extend the correspondence between two-stage coding procedures in data compression and penalized likelihood procedures in statistical estimation. Traditionally, this had required restriction to countable parameter spaces. We show how to…
We statistically compare the relationships between frequencies of digits in continued fraction expansions of typical rational points in the unit interval and higher dimensional generalisations. This takes the form of a Large Deviation and…
We consider the topology of simplicial complexes with vertices the points of a random point process and faces determined by distance relationships between the vertices. In particular, we study the Betti numbers of these complexes as the…
A step-reinforced random walk is a discrete-time non-Markovian process with long range memory. At each step, with a fixed probability p, the positively step-reinforced random walk repeats one of its preceding steps chosen uniformly at…
We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…
We extend the empirical likelihood of Owen [Ann. Statist. 18 (1990) 90-120] by partitioning its domain into the collection of its contours and mapping the contours through a continuous sequence of similarity transformations onto the full…
We consider the problem of estimating stochastic volatility for a class of second-order parabolic stochastic PDEs. Assuming that the solution is observed at a high temporal frequency, we use limit theorems for multipower variations and…
We present a unified approach to a couple of central limit theorems for radial random walks on hyperbolic spaces and time-homogeneous Markov chains on the positive half line whose transition probabilities are defined in terms of the Jacobi…
We study exceptional sets of the local time of the continuous-time simple random walk in scaled-up (by $N$) versions $D_N\subseteq \mathbb Z^2$ of bounded open domains $D\subseteq \mathbb R^2$. Upon exit from $D_N$, the walk lands on a…
By using the theory of maximal $L^{q}$-regularity and methods of singular analysis, we show a Taylor's type expansion--with respect to the geodesic distance around an arbitrary point--for solutions of quasilinear parabolic equations on…
We derive global analytic representations of fundamental solutions for a class of linear parabolic systems with full coupling of first order derivative terms where coefficient may depend on space and time. Pointwise convergence of the…
We consider biased random walks in positive random conductances on the d-dimensional lattice in the zero-speed regime and study their scaling limits. We obtain a functional Law of Large Numbers for the position of the walker, properly…
In this paper we examine the implications of the statistical large sample theory for the computational complexity of Bayesian and quasi-Bayesian estimation carried out using Metropolis random walks. Our analysis is motivated by the…
Local limit theorems are derived for the number of occupied urns in general finite and infinite urn models under the minimum condition that the variance tends to infinity. Our results represent an optimal improvement over previous ones for…
Consider a set of $n$ vertices, where each vertex has a location in $\mathbb{R}^d$ that is sampled uniformly from the unit cube in $\mathbb{R}^d$, and a weight associated to it. Construct a random graph by placing edges independently for…
We study the Ergodic Properties of Random Walks in stationary ergodic environments without uniform ellipticity under a minimal assumption. There are two main components in our work. The first step is to adopt the arguments of Lawler to…
The Robbins-Monro algorithm is a recursive, simulation-based stochastic procedure to approximate the zeros of a function that can be written as an expectation. It is known that under some technical assumptions, a Gaussian convergence can be…
We give a general method of deriving statistical limit theorems, such as the central limit theorem and its functional version, in the setting of ergodic measure preserving transformations. This method is applicable in situations where the…
We prove a local limit theorem, i.e. a central limit theorem for densities, for a sequence of independent and identically distributed random variables taking values on an abstract Wiener space; the common law of those random variables is…
In this paper free harmonic analysis tools are used to study parabolic iteration in the complex upper half-plane. The main result here is a complete characterization for the norming constants in the monotonic central limit theorem. This…