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Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated, in particular when X 1 is not…

Probability · Mathematics 2021-01-21 Fabien Brosset , Thierry Klein , Agnès Lagnoux , Pierre Petit

Stochastic network influences complicate graph filter design by producing uncertainty in network iteration matrix eigenvalues, the points at which the graph filter response is defined. While joint statistics for the eigenvalues typically…

Signal Processing · Electrical Eng. & Systems 2018-03-01 Stephen Kruzick , José M. F. Moura

Several methods are available in the literature to stochastically compare random variables and random vectors. We introduce the notion of asymptotic stochastic order for random processes and define four such orders. Various properties and…

Probability · Mathematics 2021-03-03 Sugata Ghosh , Asok K. Nanda

We prove a large deviation principle for the point process associated to $k$-element connected components in $\mathbb R^d$ with respect to the connectivity radii $r_n\to\infty$. The random points are generated from a homogeneous Poisson…

Probability · Mathematics 2022-10-19 Christian Hirsch , Takashi Owada

In recent papers it has been demonstrated that sampling a Gibbs distribution from an appropriate time-irreversible Langevin process is, from several points of view, advantageous when compared to sampling from a time-reversible one. Adding…

Probability · Mathematics 2015-02-20 Luc Rey-Bellet , Konstantinos Spiliopoulos

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…

Statistics Theory · Mathematics 2013-12-18 Liudas Giraitis , Hira L. Koul

Stochastic gradient algorithms are more and more studied since they can deal efficiently and online with large samples in high dimensional spaces. In this paper, we first establish a Central Limit Theorem for these estimates as well as for…

Statistics Theory · Mathematics 2017-10-17 Antoine Godichon-Baggioni

Poissonian ensembles of Markov loops on a finite graph define a random graph process in which the addition of a loop can merge more than two connected components. We study Markov loops on the complete graph derived from a simple random walk…

Probability · Mathematics 2014-06-18 Sophie Lemaire

Hierarchical statistical models are widely employed in information science and data engineering. The models consist of two types of variables: observable variables that represent the given data and latent variables for the unobservable…

Machine Learning · Statistics 2014-02-21 Keisuke Yamazaki

We show, through local estimates and simulation, that if one constrains simple graphs by their densities $\varepsilon$ of edges and $\tau$ of triangles, then asymptotically (in the number of vertices) for over $95\%$ of the possible range…

Combinatorics · Mathematics 2017-03-16 Charles Radin , Kui Ren , Lorenzo Sadun

Non-uniform hypergraphs appear in various domains of computer science as in the satisfiability problems and in data analysis. We analyse a general model where the probability for an edge of size $t$ to belong to the hypergraph depends of a…

Combinatorics · Mathematics 2015-03-06 Elie de Panafieu

We consider distributed detection problems over adaptive networks, where dispersed agents learn continually from streaming data by means of local interactions. The simultaneous requirements of adaptation and cooperation are achieved by…

Multiagent Systems · Computer Science 2016-01-27 Vincenzo Matta , Paolo Braca , Stefano Marano , Ali H. Sayed

A random graph process, $\Gorg[1](n)$, is a sequence of graphs on $n$ vertices which begins with the edgeless graph, and where at each step a single edge is added according to a uniform distribution on the missing edges. It is well known…

Probability · Mathematics 2008-11-26 Gideon Amir , Ori Gurel-Gurevich , Eyal Lubetzky , Amit Singer

We show the asymptotic degree distribution of the typical vertex of a sparse inhomogeneous random intersection graph.

Probability · Mathematics 2019-08-24 Mindaugas Bloznelis , Julius Damarackas

Chatteerjee and Diaconis have recently shown the asymptotic normality for the joint distribution of the number of descents and inverse descents in a random permutation. A noteworthy point of their results is that the asymptotic variance of…

Combinatorics · Mathematics 2024-05-24 Luis Fredes , Bernard Bercu , Michel Bonnefont , Adrien Richou

In this paper, we study a bipartite analogue of the `random graphs evolving by degrees' process. We are given a bipartitioned set of vertices $V$ into two disjoint parts ${L}$ and ${R}$ and possibly unequal positive constants $\alpha$ and…

Probability · Mathematics 2025-09-30 Neeladri Maitra

We propose an asymptotic theory for distribution forecasting from the log normal chain-ladder model. The theory overcomes the difficulty of convoluting log normal variables and takes estimation error into account. The results differ from…

Methodology · Statistics 2018-06-18 D. Kuang , B. Nielsen

It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…

Probability · Mathematics 2019-11-19 Anastassia Baxevani , Krzysztof Podgórski

The pseudo-marginal algorithm is a variant of the Metropolis--Hastings algorithm which samples asymptotically from a probability distribution when it is only possible to estimate unbiasedly an unnormalized version of its density.…

Computation · Statistics 2019-12-04 Sebastian M. Schmon , George Deligiannidis , Arnaud Doucet , Michael K. Pitt

Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such…

Statistics Theory · Mathematics 2023-10-23 Adam B Kashlak