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We investigate the nonparametric estimation for regression in a fixed-design setting when the errors are given by a field of dependent random variables. Sufficient conditions for kernel estimators to converge uniformly are obtained. These…

Statistics Theory · Mathematics 2007-06-13 Mohamed El Machkouri

We prove a scale-invariant boundary Harnack principle in inner uniform domains in the context of local regular Dirichlet spaces. For inner uniform Euclidean domains, our results apply to divergence form operators that are not necessarily…

Probability · Mathematics 2016-05-17 Janna Lierl , Laurent Saloff-Coste

In the paper we consider Lamperti type theorems for random fields. Together with known results we present some new results on ${\mathbb R}^m$-valued self-similar fields $\{{\bf X} ({\bf t}), \ {\bf t} \in {\mathbb R}^d \}$, their domains of…

Probability · Mathematics 2017-05-02 Youri Davydov , Vygantas Paulauskas

We study fluctuation fields of orthogonal polynomials in the context of particle systems with duality. We thereby obtain a systematic orthogonal decomposition of the fluctuation fields of local functions, where the order of every term can…

Probability · Mathematics 2018-06-13 Mario Ayala , Gioia Carinci , Frank Redig

We prove an invariance principle for a class of zero-drift spatially non-homogeneous random walks in $\mathbb{R}^d$, which may be recurrent in any dimension. The limit $\mathcal{X}$ is an elliptic martingale diffusion, which may be…

Probability · Mathematics 2019-05-21 Nicholas Georgiou , Aleksandar Mijatović , Andrew R. Wade

We prove large deviations principles for spectral measures of perturbed (or spiked) matrix models in the direction of an eigenvector of the perturbation. In each model under study, we provide two approaches, one of which relying on large…

Probability · Mathematics 2021-09-24 Nathan Noiry , Alain Rouault

By synchronously coupling multiple Lorentz trajectories exploring the same environment consisting of randomly placed scatterers in R^3 we upgrade the annealed invariance principle proved in [C. Lutsko, B. T\'oth, Commun. Math. Phys. 379…

Probability · Mathematics 2025-02-27 Bálint Tóth

The goal of this paper is to estimate the total variation distance between two general stochastic polynomials. As a consequence one obtains an invariance principle for such polynomials. This generalizes known results concerning the total…

Probability · Mathematics 2019-12-03 Vlad Bally , Lucia Caramellino

Invariance-based randomization tests -- such as permutation tests, rotation tests, or sign changes -- are an important and widely used class of statistical methods. They allow drawing inferences under weak assumptions on the data…

Statistics Theory · Mathematics 2022-05-31 Edgar Dobriban

Based on deleting-item central limit theory, the classical Donsker's theorem of partial-sum process of independent and identically distributed (i.i.d.) random variables is extended to incomplete partial-sum process. The incomplete…

Probability · Mathematics 2019-12-17 Jingwei Liu

Through defining irreducible loop integrals (ILIs), a set of consistency conditions for the regularized (quadratically and logarithmically) divergent ILIs are obtained to maintain the generalized Ward identities of gauge invariance in…

High Energy Physics - Theory · Physics 2009-11-07 Yue-Liang Wu

It is known that if X is uniformly distributed modulo 1 and Y is an arbitrary random variable independent of X then Y+X is also uniformly distributed modulo 1. We prove a converse for any continuous random variable Y (or a reasonable…

Probability · Mathematics 2013-07-16 Michał Ryszard Wójcik

This work concerns about stochastic Burgers type equations with reflection. First of all, by means of the equicontinuous uniform Laplace principle, we prove the Freidlin-Wentzell uniform large deviation principle for these equations…

Probability · Mathematics 2025-06-19 Huijie Qiao

The electrostatic field magnitude can play a role in a variational principle similar to the role of the index of refraction in geometrical optics, allowing the determination of the electric field lines. This was identified in the context of…

Classical Physics · Physics 2022-03-02 Kolahal Bhattacharya , Debapriyo Syam

We establish two theorems for assessing the accuracy in total variation of multivariate discrete normal approximation to the distribution of an integer valued random vector $W$. The first is for sums of random vectors whose dependence…

Probability · Mathematics 2018-07-19 A. D. Barbour , A. Xia

This paper focuses on generalizing quantiles from the ordering point of view. We propose the concept of partial quantiles, which are based on a given partial order. We establish that partial quantiles are equivariant under order-preserving…

Statistics Theory · Mathematics 2011-05-31 Alexandre Belloni , Robert L. Winkler

We present a generalization of the variational principle that is compatible with any Hamiltonian eigenstate that can be specified uniquely by a list of properties. This variational principle appears to be compatible with a wide range of…

Chemical Physics · Physics 2020-02-07 Jacqueline A. R. Shea , Elise Gwin , Eric Neuscamman

In this paper we develop new extremal principles in variational analysis that deal with finite and infinite systems of convex and nonconvex sets. The results obtained, unified under the name of tangential extremal principles, combine primal…

Optimization and Control · Mathematics 2011-01-24 Boris S. Mordukhovich , Hung M. Phan

It is shown that when in a higher order variational principle one fixes fields at the boundary leaving the field derivatives unconstrained, then the variational principle (in particular the solution space) is not invariant with respect to…

Mathematical Physics · Physics 2011-06-21 L. Fatibene , M. Francaviglia , S. Mercadante

The field of algorithmic randomness studies what it means for infinite binary sequences to be random for some given uncertainty model. Classically, martingale-theoretic notions of such randomness involve precise uncertainty models, and it…

Probability · Mathematics 2022-10-10 Floris Persiau , Jasper De Bock , Gert de Cooman
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