Related papers: Asymptotic e-processes
We show that the typical coordinate-wise encoding of multivariate ergodic source into prescribed alphabets has the entropy profile close to the convolution of the entropy profile of the source and the modular polymatroid that is determined…
Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated, in particular when X 1 is not…
The objective of this paper is to establish a general asymptotic representation (\textit{GAR}) for a wide range of statistics, employing two fundamental processes: the functional empirical process (\textit{fep}) and the residual functional…
The problem of extrapolation and interpolation of asymptotic series is considered. Several new variants of improving the accuracy of the self-similar approximants are suggested. The methods are illustrated by examples typical of chemical…
In this paper, we consider a stochastic system described by a differential equation admitting a spatially varying random coefficient. The differential equation has been employed to model various static physics systems such as elastic…
Consider $ m $ copies of an irreducible, aperiodic Markov chain $ Y $ taking values in a finite state space. The asymptotics as $ m $ tends to infinity, of the first time from which on the trajectories of the $ m $ copies differ, have been…
The state estimation of continuous-time nonlinear systems in which a subset of sensor outputs can be maliciously controlled through injecting a potentially unbounded additive signal is considered in this paper. Analogous to our earlier work…
A Milstein-type scheme was proposed to improve the rate of convergence of its approximation of the solution to a stochastic differential equation driven by a vector of continuous semimartingales. A necessary and sufficient condition was…
In this note, we are concerned with the asymptotic approximation of a class of double integrals which can be represented as an angular spectrum superposition. These double integrals typically appear in electromagnetic scattering problems.…
A convenient framework for dealing with asymptotic limit problems of probabilistic nature is provided. These problems include questions such as finding the asymptotic proportion of terms of a sequence falling inside a given interval, or the…
In Bayesian nonparametric inference, random discrete probability measures are commonly used as priors within hierarchical mixture models for density estimation and for inference on the clustering of the data. Recently, it has been shown…
In this paper we first provide several conditional limit theorems for L\'evy processes with negative drift and regularly varying tail. Then we apply them to study the asymptotic behavior of expectations of some exponential functionals of…
We deduce the asymptotic error distribution of the Euler method for the nonlinear filtering problem with continuous-time observations. Previous works by several authors have shown that the error structure of the method is characterized by…
This paper discusses infill asymptotics for logistic regression estimators for spatio-temporal point processes whose intensity functions are of log-linear form. We establish strong consistency and asymptotic normality for the parameters of…
In the study of extremes, the presence of asymptotic independence signifies that extreme events across multiple variables are probably less likely to occur together. Although well-understood in a bivariate context, the concept remains…
The notion of asymptotic unpredictability was recently introduced in (Commun. Nonlinear Sci. Numer. Simul. 134, 108029, 2024) for semiflows. Likewise unpredictable trajectories, asymptotically unpredictable ones are also capable of…
Asymptotic fluctuation theorems are statements of a Gallavotti-Cohen symmetry in the rate function of either the time-averaged entropy production or heat dissipation of a process. Such theorems have been proved for various general classes…
This paper establishes the global asymptotic equivalence between a Poisson process with variable intensity and white noise with drift under sharp smoothness conditions on the unknown function. This equivalence is also extended to density…
In this paper we characterize possible asymptotics for hitting times in aperiodic ergodic dynamical systems: asymptotics are proved to be the distribution functions of subprobability measures on the line belonging to the functional class…
Although asymptotic analyses of undirected network models based on degree sequences have started to appear in recent literature, it remains an open problem to study statistical properties of directed network models. In this paper, we…