Related papers: Sharp polynomial estimates for the decay of correl…

We estimate the density and its derivatives using a local polynomial approximation to the logarithm of an unknown density $f$. The estimator is guaranteed to be nonnegative and achieves the same optimal rate of convergence in the interior…

The paper investigates the distributed estimation problem under low bit rate communications. Based on the signal-comparison (SC) consensus protocol under binary-valued communications, a new consensus+innovations type distributed estimation…

Linear ARCH (LARCH) processes were introduced by Robinson [J. Econometrics 47 (1991) 67--84] to model long-range dependence in volatility and leverage. Basic theoretical properties of LARCH processes have been investigated in the recent…

We establish upper bounds on the rate of decay of correlations of tower systems with summable variation of the Jacobian and integrable return time. That is, we consider situations in which the Jacobian is not Holder and the return time is…

Polynomial approximations to boolean functions have led to many positive results in computer science. In particular, polynomial approximations to the sign function underly algorithms for agnostically learning halfspaces, as well as…

We use a method developed by Bj\"orklund and Gorodnik to show a central limit theorem (as $T$ tends to $\infty$) for the counting functions $\# \left( \Lambda \cap \Omega_T \right)$ where $\Lambda$ ranges over the space $Y_{2d}$ of…

We give an example of a sequential dynamical system consisting of intermittent-type maps which exhibits loss of memory with a polynomial rate of decay. A uniform bound holds for the upper rate of memory loss. The maps may be chosen in any…

Central limit theorems (CLTs) have a long history in probability and statistics. They play a fundamental role in constructing valid statistical inference procedures. Over the last century, various techniques have been developed in…

Approximate counting via correlation decay is the core algorithmic technique used in the sharp delineation of the computational phase transition that arises in the approximation of the partition function of anti-ferromagnetic two-spin…

In non-abelian gauge theories without matter fields, expectation values of large Wilson loops and loop correlation functions are difficult to compute through numerical simulation, because the signal-to-noise ratio is very rapidly decaying…

For linear processes with independent identically distributed innovations that are regularly varying with tail index $\alpha \in (0, 2)$, we study functional convergence of the joint partial sum and partial maxima processes. We derive a…

Central limit theorems play an important role in the study of statistical inference for stochastic processes. However, when the nonparametric local polynomial threshold estimator, especially local linear case, is employed to estimate the…

We consider the asymptotic normalcy of families of random variables $X$ which count the number of occupied sites in some large set. We write $Prob(X=m)=p_mz_0^m/P(z_0)$, where $P(z)$ is the generating function $P(z)=\sum_{j=0}^{N}p_jz^j$…

We are interested in a fragmentation process. We observe fragments frozen when their sizes are less than $\epsilon$ ($\epsilon$ > 0). Is is known ([BM05]) that the empirical measure of these fragments converges in law, under some…

Suppose that a target function is monotonic, namely, weakly increasing, and an original estimate of the target function is available, which is not weakly increasing. Many common estimation methods used in statistics produce such estimates.…

We derive explicit bounds for two general classes of $L$-functions, improving and generalizing earlier known estimates. These bounds can be used, for example, to apply Turing's method for determining the number of zeros up to a given…

One considers a system on $\mathbb{C}^2$ close to an invariant curve which can be viewed as a generalization of the semi-standard map to a trigonometric polynomial with many Fourier modes. The radius of convergence of an analytic…

We establish the central limit theorem for the number of real roots of the Weyl polynomial $P_n(x)=xi_0 + xi_1 x+ ... + xi_n (n!)^{(-1/2)} x^n$, where $xi_i$ are iid Gaussian random variables. The main ingredients in the proof are new…

We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…

This paper establishes central limit theorems for Polyak-Ruppert averaged Q-learning under asynchronous updates. We prove a non-asymptotic central limit theorem, where the convergence rate in Wasserstein distance explicitly reflects the…