Related papers: Expansions for nearly Gaussian distributions
We study the distribution of the length of longest increasing subsequences in random permutations of $n$ integers as $n$ grows large and establish an asymptotic expansion in powers of $n^{-1/3}$. Whilst the limit law was already shown by…
The gravitational evolution of the cosmic one-point Probability Distribution Function (PDF) can be estimated using an analytic approximation that combines gravitational Perturbation Theory (PT) with the Edgeworth expansion around a Gaussian…
We address the problem of the best uniform approximation by linear combinations of a finite system of functions. If the system is Chebyshev and the problem is unconstrained, then the classical Remez algorithm provides a fast and precise…
Linear combinations of translations of a single Gaussian, e^{-x^2}, are shown to be dense in L^2(R). Two algorithms for determining the coefficients for the approximations are given, using orthogonal Hermite functions and least squares.…
The discrete distribution of the length of longest increasing subsequences in random permutations of $n$ integers is deeply related to random matrix theory. In a seminal work, Baik, Deift and Johansson provided an asymptotics in terms of…
The best polynomial approximation and Chebyshev approximation are both important in numerical analysis. In tradition, the best approximation is regarded as more better than the Chebyshev approximation, because it is usually considered in…
We obtain asymptotic expansions for probabilities $\mathbb{P}(S_N=k)$ of partial sums of uniformly bounded integer-valued functionals $S_N=\sum_{n=1}^N f_n(X_n)$ of uniformly elliptic inhomogeneous Markov chains. The expansions involve…
This paper extends Edgeworth-Cornish-Fisher expansions for the distribution and quantiles of nonparametric estimates in two ways. Firstly it allows observations to have different distributions. Secondly it allows the observations to be…
Standard Gibbs sampling applied to a multivariate normal distribution with a specified precision matrix is equivalent in fundamental ways to the Gauss-Seidel iterative solution of linear equations in the precision matrix. Specifically, the…
We derive an asymptotic expansion for the distribution of a compound sum of independent random variables, all having the same light-tailed subexponential distribution. The examples of a Poisson and geometric number of summands serve as an…
The univariate generalized extreme value (GEV) distribution is the most commonly used tool for analyzing the properties of rare events. The ever greater utilization of Bayesian methods for extreme value analysis warrants detailed…
Exact formulas are derived for the probability density functions of the sum and difference of two independent non-central gamma distributed random variables, with both series and integral representations of the density presented. These…
Merging asymptotic expansions of arbitrary length are established for the distribution functions and for the probabilities of suitably centered and normalized cumulative winnings in a full sequence of generalized St. Petersburg games,…
Gaussian radial basis functions can be an accurate basis for multivariate interpolation. In practise, high accuracies are often achieved in the flat limit where the interpolation matrix becomes increasingly ill-conditioned. Stable…
We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Second order Edgeworth type expansions for transition densities are proved. The paper differs from recent results in two respects. We allow…
The FC-Gram trigonometric polynomial approximation of a non-periodic function that interpolates the function on equispaced grids was introduced in 2010 by Bruno and Lyon [J. Comput. Phys, 229(6):2009-2033, 2010]. Since then, the…
The paper presents a novel asymptotic distribution for a mle when the log--likelihood is strictly concave in the parameter for all data points; for example, the exponential family. The new asymptotic distribution can be seen as a refinement…
The Renyi, Shannon and Fisher spreading lengths of the classical or hypergeometric orthogonal polynomials, which are quantifiers of their distribution all over the orthogonality interval, are defined and investigated. These…
Extended geometric distribution is defined and its mixture is characterized by the property of having completely monotone probability sequence. Also, convolution equations and probability generating functions are used to characterize…
We study generalized Hermite polynomials with rectangular matrix arguments arising in multivariate statistical analysis and the theory of zonal polynomials. We show that these are well-suited for expressing the Wiener-Ito chaos expansion of…