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The aim of this article is to establish asymptotic distributions and consistency of subsampling for spectral density and for magnitude of coherence for non-stationary, almost periodically correlated time series. We show the asymptotic…

Statistics Theory · Mathematics 2011-02-11 Łukasz Lenart

We derive two-sided bounds for a class of Stirling-type asymptotic formulas for piecewise logarithmic interpolations of the pi function, and hence also for the factorials and the gamma functions. The bounds are derived by first proving some…

Classical Analysis and ODEs · Mathematics 2026-01-30 Marc Schmidlin

Frequentists' inference often delivers point estimators associated with confidence intervals or sets for parameters of interest. Constructing the confidence intervals or sets requires understanding the sampling distributions of the point…

Statistics Theory · Mathematics 2016-10-18 Xinran Li , Peng Ding

A previous paper by the authors found explicit contour integral formulas for certain joint moments of the multi-species q-TAZRP (totally asymmetric zero range process), using algebraic methods. These contour integral formulas have a…

Probability · Mathematics 2024-03-14 Jeffrey Kuan , Zhengye Zhou

The resurgence and asymptotic resurgence of an ideal in a polynomial ring are two statistics which measure the relationship between its regular and symbolic powers. We address two aspects of resurgence which can be studied via asymptotic…

Commutative Algebra · Mathematics 2020-07-30 Michael DiPasquale , Ben Drabkin

We consider n identically prepared qubits and study the asymptotic properties of the joint state \rho^{\otimes n}. We show that for all individual states \rho situated in a local neighborhood of size 1/\sqrt{n} of a fixed state \rho^0, the…

Quantum Physics · Physics 2011-06-23 Madalin Guta , Jonas Kahn

We derive asymptotic estimates for the coefficient of $z^{k}$ in $\left( f\left( z\right) \right) ^{n}$ when $n\rightarrow \infty $ and $k$ is of order $n^{\delta }$, where $0<\delta <1,$ and $f\left( z\right) $ is a power series satisfying…

Classical Analysis and ODEs · Mathematics 2023-07-19 Valerio De Angelis

Nonparametric regression problems with qualitative constraints such as monotonicity or convexity are ubiquitous in applications. For example, in predicting the yield of a factory in terms of the number of labor hours, the monotonicity of…

Statistics Theory · Mathematics 2023-11-21 Soham Mallick , Siddhaarth Sarkar , Arun Kumar Kuchibhotla

In the last years, researchers have realized the difficulties of fitting power-law distributions properly. These difficulties are higher in Zipf's systems, due to the discreteness of the variables and to the existence of two representations…

Data Analysis, Statistics and Probability · Physics 2022-11-29 Alvaro Corral , Isabel Serra , Ramon Ferrer-i-Cancho

We describe likelihood-based statistical tests for use in high energy physics for the discovery of new phenomena and for construction of confidence intervals on model parameters. We focus on the properties of the test procedures that allow…

Data Analysis, Statistics and Probability · Physics 2013-06-25 Glen Cowan , Kyle Cranmer , Eilam Gross , Ofer Vitells

The output distribution, when rate is above capacity, is investigated. It is shown that there is an asymptotic equipartition property (AEP) of the typical output sequences, independently of the specific codebook used, as long as the…

Information Theory · Computer Science 2009-09-01 Xiugang Wu , Liang-Liang Xie

We continue the study of the compound renewal processes (c.r.p.), where the moment Cramer's condition holds (see [1]-[10], where the study of c.r.p. was started). In the paper arithmetic c.r.p. Z(n) are studied. In such processes random…

Probability · Mathematics 2018-11-16 Anatolii Mogulskii

We study local asymptotic properties of likelihood ratios of certain Heston models. We distinguish three cases: subcritical, critical and supercritical models. For the drift parameters, local asymptotic normality is proved in the…

Statistics Theory · Mathematics 2019-10-17 János Marcell Benke , Gyula Pap

We study distributions $F$ on $[0,\infty)$ such that for some $T\le\infty$, $F^{*2}(x,x+T]\sim 2 F(x,x+T]$. The case $T=\infty$ corresponds to $F$ being subexponential, and our analysis shows that the properties for $T<\infty$ are, in fact,…

Probability · Mathematics 2013-03-20 S. Asmussen , S. Foss , D. Korshunov

Asymptotics of maximum likelihood estimation for $\alpha$-stable law are analytically investigated with a continuous parameterization. The consistency and asymptotic normality are shown on the interior of the whole parameter space. Although…

Statistics Theory · Mathematics 2019-03-01 Muneya Matsui

Zipf's law is well known in linguistics: the frequency of a word is inversely proportional to its rank. This is a special case of a more general power law, a common phenomenon in many kinds of real-world statistical data. Here, it is shown…

Physics and Society · Physics 2022-10-28 Wim Hordijk

Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…

Statistics Theory · Mathematics 2018-09-06 Jean Jacod , Michael Sørensen

The frequencies at which individual words occur across languages follow power law distributions, a pattern of findings known as Zipf's law. A vast literature argues over whether this serves to optimize the efficiency of human communication,…

Computation and Language · Computer Science 2020-01-16 Michael Ramscar

We consider the problem of discriminating between two different states of a finite quantum system in the setting of large numbers of copies, and find a closed form expression for the asymptotic exponential rate at which the specified error…

Quantum Physics · Physics 2011-05-13 K. M. R. Audenaert , M. Nussbaum , A. Szkola , F. Verstraete

A generalized sampling theorem for frequency localized signals is presented. The generalization in the proposed model of sampling is twofold: (1) It applies to various prefilters effecting a "soft" bandlimitation, (2) an approximate…

Information Theory · Computer Science 2009-08-30 Edwin Hammerich