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The Peaks Over Threshold (POT) method is the most popular statistical method for the analysis of univariate extremes. Even though there is a rich applied literature on Bayesian inference for the POT, the asymptotic theory for such proposals…

Statistics Theory · Mathematics 2025-04-01 Clément Dombry , Simone A. Padoan , Stefano Rizzelli

We show that, by correctly selecting the probability distribution function $p(s)$ for a particle's distance-to-collision, the nonclassical diffusion equation can be represented exactly by the nonclassical linear Boltzmann equation for an…

Mathematical Physics · Physics 2016-02-03 Richard Vasques

Spectral statistics of hermitian random Toeplitz matrices with independent identically distributed elements is investigated numerically. It is found that the eigenvalue statistics of complex Toeplitz matrices is surprisingly well…

Quantum Physics · Physics 2020-10-14 Eugene Bogomolny

The estimation of parameters in the frequency spectrum of a seasonally persistent stationary stochastic process is addressed. For seasonal persistence associated with a pole in the spectrum located away from frequency zero, a new…

Methodology · Statistics 2007-09-04 Emma J. McCoy , Sofia C. Olhede , David A. Stephens

Consider a graph on randomly scattered points in an arbitrary space, with two points $x,y$ connected with probability $\phi(x,y)$. Suppose the number of points is large but the mean number of isolated points is $O(1)$. We give general…

Probability · Mathematics 2017-09-21 Mathew D. Penrose

This paper considers a non-standard problem of generating samples from a low-temperature Gibbs distribution with \emph{constrained} support, when some of the coordinates of the mode lie on the boundary. These coordinates are referred to as…

Statistics Theory · Mathematics 2026-02-27 Ruixiao Wang , Xiaohong Chen , Sinho Chewi

Approximate Bayesian computation allows for statistical analysis in models with intractable likelihoods. In this paper we consider the asymptotic behaviour of the posterior distribution obtained by this method. We give general results on…

Methodology · Statistics 2018-05-09 David T. Frazier , Gael M. Martin , Christian P. Robert , Judith Rousseau

We consider a spatial stochastic model of wireless cellular networks, where the base stations (BSs) are deployed according to a simple and stationary point process on $\mathbb{R}^d$, $d\ge2$. In this model, we investigate tail asymptotics…

Probability · Mathematics 2017-03-16 Naoto Miyoshi , Tomoyuki Shirai

The limit distribution of the nonparametric maximum likelihood estimator for interval censored data with more than one observation time per unobservable observation, is still unknown in general. For the so-called separated case, where one…

Statistics Theory · Mathematics 2026-02-12 Piet Groeneboom

Minkowski's First Theorem and Dirichlet's Approximation Theorem provide upper bounds on certain minima taken over lattice points contained in domains of Euclidean spaces. We study the distribution of such minima and show, under some…

Number Theory · Mathematics 2022-01-14 Michael Björklund , Alexander Gorodnik

A Poisson Binomial distribution over $n$ variables is the distribution of the sum of $n$ independent Bernoullis. We provide a sample near-optimal algorithm for testing whether a distribution $P$ supported on $\{0,...,n\}$ to which we have…

Data Structures and Algorithms · Computer Science 2014-10-15 Jayadev Acharya , Constantinos Daskalakis

Nearest neighbor imputation is popular for handling item nonresponse in survey sampling. In this article, we study the asymptotic properties of the nearest neighbor imputation estimator for general population parameters, including…

Methodology · Statistics 2017-07-05 Shu Yang , Jae Kwang Kim

For the Erd\H{o}s-R\'enyi random graph G(n,p), we give a precise asymptotic formula for the size of a largest vertex subset in G(n,p) that induces a subgraph with average degree at most t, provided that p = p(n) is not too small and t =…

Combinatorics · Mathematics 2013-09-04 Nikolaos Fountoulakis , Ross J. Kang , Colin McDiarmid

In the framework of semiparametric distribution regression, we consider the problem of comparing the conditional distribution functions corresponding to two samples. In contrast to testing for exact equality, we are interested in the (null)…

Econometrics · Economics 2025-06-12 Holger Dette , Kathrin Möllenhoff , Dominik Wied

Suppose $\left\{x_1, \dots, x_n\right\} \subset \mathbb{R}^2$ is a set of $n$ points in the plane with diameter $\leq 1$, meaning $|x_i - x_j| \leq 1$ for all $1 \leq i,j \leq n$. We show that the ratio of the number of ``neighbors''…

Combinatorics · Mathematics 2026-05-19 Samuel Korsky

Sharp upper and lower bounds are established for the modes of the Poisson distribution of order k. The lower bound established in this paper is better than the previously established lower bound. In addition, for k = 2, 3, 4, 5, a recent…

Statistics Theory · Mathematics 2013-01-07 Constantinos Georghiou , Andreas N. Philippou , Abolfazl Saghafi

In a smooth semi-parametric model, the marginal posterior distribution for a finite dimensional parameter of interest is expected to be asymptotically equivalent to the sampling distribution of any efficient point-estimator. The assertion…

Statistics Theory · Mathematics 2018-03-26 Minwoo Chae , Yongdai Kim , Bas Kleijn

Consider a random graph G in G(n,p) and the graph property: G contains a copy of a specific graph H. (Note: H depends on n; a motivating example: H is a Hamiltonian cycle.) Let q be the minimal value for which the expected number of copies…

Combinatorics · Mathematics 2007-05-23 Jeff Kahn , Gil Kalai

We study the weak convergence (in the high-frequency limit) of the parameter estimators of power spectrum coefficients associated with Gaussian, spherical and isotropic random fields. In particular, we introduce a Whittle-type approximate…

Statistics Theory · Mathematics 2014-02-05 Claudio Durastanti , Xiaohong Lan , Domenico Marinucci

The Poisson bipolar model considers user-base station pairs distributed at random on a flat domain, similar to matchsticks scattered onto a table. Though this is a simple and tractable setting in which to study dense networks, it doesn't…

Disordered Systems and Neural Networks · Physics 2022-03-01 Alexander P. Kartun-Giles , Konstantinos Koufos , Sunwoo Kim