Related papers: Random complex zeroes, I. Asymptotic normality
This paper is concerned with testing normality in a Hilbert space based on the maximum mean discrepancy. Specifically, we discuss the behavior of the test from two standpoints: asymptotics and practical aspects. Asymptotic normality of the…
Using a variational approach, two new series representations for the incomplete Gamma function are derived: the first is an asymptotic series, which contains and improves over the standard asymptotic expansion; the second is a uniformly…
We consider a bivariate rational generating function F(x,y) = P(x,y) / Q(x,y) = sum_{r, s} a_{r,s} x^r y^s under the assumption that the complex algebraic curve $\sing$ on which $Q$ vanishes is smooth. Formulae for the asymptotics of the…
Let $U_n$ be an $n \times n$ Haar unitary matrix. In this paper, the asymptotic normality and independence of $\Tr U_n, \Tr U_n^2, ..., \Tr U_n^k$ are shown by using elementary methods. More generally, it is shown that the renormalized…
We establish asymptotic normality of weighted sums of periodograms of a stationary linear process where weights depend on the sample size. Such sums appear in numerous statistical applications and can be regarded as a discretized versions…
Stable distributions are an important class of infinitely-divisible probability distributions, of which two special cases are the Cauchy distribution and the normal distribution. Aside from a few special cases, the density function for…
We study the asymptotic behaviour of the solutions of a functional- differential equation with rescaling, the so-called pantograph equation. From this we derive asymptotic information about the zeros of these solutions.
We consider the statistical experiment given by a sample of a stationary Gaussian process with an unknown smooth spectral density f. Asymptotic equivalence, in the sense of Le Cam's deficiency Delta-distance, to two Gaussian experiments…
The zeros of complex Gaussian random polynomials, with coefficients such that the density in the underlying complex space is uniform, are known to have the same statistical properties as the zeros of the coherent state representation of…
In order to better fit real-world datasets, studying asymmetric distribution is of great interest. In this work, we derive several mathematical properties of a general class of asymmetric distributions with positive support which shows up…
We consider random analytic functions given by a Taylor series with independent, centered complex Gaussian coefficients. We give a new sufficient condition for such a function to have bounded mean oscillations. Under a mild regularity…
In this paper, we derive the asymptotic distribution of the number of copies of a fixed graph $H$ in a random graph $G_n$ sampled from a sparse graphon model. Specifically, we provide a refined analysis that separates the contributions of…
In this note, we study asymptotic zero distribution of multivariable full system of random polynomials with independent Bernoulli coefficients. We prove that with overwhelming probability their simultaneous zeros sets are discrete and the…
We consider the statistical distribution of zeros of random meromorphic functions whose poles are independent random variables. It is demonstrated that correlation functions of these zeros can be computed analytically and explicit…
We apply the zero bias transformation to deduce a recursive asymptotic expansion formula for expectation of functions of sum of independent random variables in terms of normal expectations and we discuss the remainder term estimations.
Certain extremum estimators have asymptotic distributions that are non-Gaussian, yet characterizable as the distribution of the $\argmax$ of a Gaussian process. This paper presents high-level sufficient conditions under which such…
The classical Lorenz lowest order system of three nonlinear ordinary differential equations, capable of producing chaotic solutions, has been generalized by various authors in two main directions: (i) for number of equations larger than…
Asymptotic solutions are derived for inhomogeneous differential equations having a large real or complex parameter and a simple turning point. They involve Scorer functions and three slowly varying analytic coefficient functions. The…
The zero set of the hyperbolic Gaussian analytic function is a random point process in the unit disc whose distribution is invariant under automorphisms of the disc. We study the variance of the number of points in a disc of increasing…
We give sufficient conditions for the asymptotic normality of linear combinations of order statistics (L-statistics) in the case of simple random samples without replacement. In the first case, restrictions are imposed on the weights of…