Related papers: Nonstandard Large and Moderate Deviations for the …
A non-vanishing vacuum expectation value for an antisymmetric tensor field leads to the violation of Lorentz invariance, controlled by the dimension (-2) parameter, theta_{mu nu}. We assume that the zeroth order term in theta-expansion…
We provide the spectral expansion in a weighted Hilbert space of a substantial class of invariant non-self-adjoint and non-local Markov operators which appear in limit theorems for positive-valued Markov processes. We show that this class…
In this article, we revisit the question of fluctuations of linear statistics of beta ensembles in the single cut and non-critical regime for general potentials $V$ under mild regularity and growth assumptions. Our main objective is to…
We study the excess mean square error (EMSE) above the minimum mean square error (MMSE) in large linear systems where the posterior mean estimator (PME) is evaluated with a postulated prior that differs from the true prior of the input…
Sample covariance matrix and multivariate $F$-matrix play important roles in multivariate statistical analysis. The central limit theorems {\sl (CLT)} of linear spectral statistics associated with these matrices were established in Bai and…
We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…
Statistical inference for non-stationary data is hindered by the failure of classical central limit theorems (CLTs), not least because there is no fixed Gaussian limit to converge to. To resolve this, we introduce relative weak convergence,…
We establish the limiting spectral distribution of Kendall's correlation matrices in the moderate high-dimensional regime where the dimension grows slower than the sample size. Our framework allows observations to be independent but not…
The aim of this paper is to study the asymptotic expansion in total variation in the Central Limit Theorem when the law of the basic random variable is locally lower-bounded by the Lebesgue measure (or equivalently, has an absolutely…
Central limit theorems (CLTs) for high-dimensional random vectors with dimension possibly growing with the sample size have received a lot of attention in the recent times. Chernozhukov et al. (2017) proved a Berry--Esseen type result for…
We analyze the fluctuations of incomplete $U$-statistics over a triangular array of independent random variables. We give criteria for a Central Limit Theorem (CLT, for short) to hold in the sense that we prove that an appropriately scaled…
We show that the variance of centred linear statistics of eigenvalues of GUE matrices remains bounded for large $n$ for some classes of test functions less regular than Lipschitz functions. This observation is suggested by the limiting form…
This paper establishes asymptotic results for the maximum likelihood and restricted maximum likelihood (REML) estimators of the parameters in the nested error regression model for clustered data when both of the number of independent…
We establish a large deviation theorem for the empirical spectral distribution of random covariance matrices whose entries are independent random variables with mean 0, variance 1 and having controlled forth moments. Some new properties of…
This paper studies the central limit theorems (CLTs) for linear spectral statistics (LSSs) of general sample covariance matrices, when the test functions belong to $C^3$, the class of functions with continuous third order derivatives. We…
We study the central limit theorem (CLT) for linear eigenvalue statistics of several types of matrix models, whose entries are having exploding moments, i.e., moments of the entries are increasing with the size of the matrix. In particular,…
Extracting the three dimensional power spectrum from the 2D distribution of galaxies has become a standard tool of cosmology. This extraction requires some assumptions about the scaling of the power spectrum with redshift; all treatments to…
We revisit the possibility that an excess in the CMB power spectrum at small angular scales (CBI, ACBAR) can be due to galaxy clusters (or compact sources in general). We perform a Gaussian analysis of ACBAR-like simulated data based on…
We establish the large deviations principle (LDP) and the moderate deviations principle (MDP) and an almost sure version of the central limit theorem (CLT) for the stochastic 3D viscous primitive equations driven by a multiplicative white…
The scaling relations that relate the average asteroseismic parameters $\Delta \nu$ and $\nu_{\max}$ to the global properties of stars are used quite extensively to determine stellar properties. While the $\Delta \nu$ scaling relation has…