Related papers: The Asymptotic Dependence of Elliptic Random Varia…
In this paper we prove the existence of a signed ground state solution in the mountain pass level for a class of asymptotically linear elliptic problems, even when the nonlinearity is just continuous in the second variable. The (strongly)…
The standard method to check for the independence of two real-valued random variables -- demonstrating that the bivariate joint distribution factors into the product of its marginals -- is both necessary and sufficient. Here we present a…
In the classical two-sample problem, the conventional approach for testing distributions equality is based on the difference between the two marginal empirical distribution functions, whereas a test for independence is based on the contrast…
We investigate asymptotic behavior of solutions for nonlocal elliptic boundary value problems in plane angles and in ${\mathbb R}^2\backslash\{0\}$. Such problems arise as model ones when studying asymptotics of solutions for nonlocal…
Let $X_1, X_2,\ldots, X_n$ be $n$ independent and identically distributed random variables, here $n \geq 2.$ Let $X_{(1)}, X_{(2)}, \ldots, X_{(n)}$ be the order statistics of $X_1, X_2,..., X_n.$ In this note we proved that: (I) If $X_1,…
Motivated by real-world machine learning applications, we analyze approximations to the non-asymptotic fundamental limits of statistical classification. In the binary version of this problem, given two training sequences generated according…
The leading asymptotic behaviour of the Humbert functions $\Phi_2$, $\Phi_3$, $\Xi_2$ of two variables is found, when the absolute values of the two independent variables become simultaneosly large. New integral representations of these…
Asymptotic expansions for a wide class of distribution are studied. A simple method for computation of the series coefficients is suggested. The case when regularization parameter of the distribution depends on the asymptotic parameter is…
We study the asymptotics for sparse exponential random graph models where the parameters may depend on the number of vertices of the graph. We obtain exact estimates for the mean and variance of the limiting probability distribution and the…
In this short note we provide an analytical formula for the conditional covariance matrices of the elliptically distributed random vectors, when the conditioning is based on the values of any linear combination of the marginal random…
We prove the main conjecture from [M. R. Douglas, B. Shiffman and S. Zelditch, Critical points and supersymmetric vacua, II: Asymptotics and extremal metrics. J. Differential Geom. 72 (2006), no. 3, 381-427] concerning the metric dependence…
In this paper we present a conditional principle of Gibbs type for independent nonidentically distributed random vectors. We obtain this result by performing Edgeworth expansions for densities of sums of independent random vectors.
We prove the following exponential inequality: Let $n\geq 1$ and let $X_1,...,X_n$ be $n$ independent identically distributed symmetric real-valued random variables. For any $x,y>0$, we have \[\mathbb{P}\big({X_1+...+X_n}\geq x,\,…
The paper presents an elaboration of some results on Lin's conditions. A new proof of the fact that if densities of independent random variables $\xi_1$ and $\xi_2$ satisfy Lin's condition, the same is true for their product is presented.…
The aim of this article is to analyze the asymptotic behaviour of the eigenvalues of elliptic operators in divergence form with mixed boundary type conditions for domains that become unbounded in several directions, while they stay bounded…
We consider multivariate stationary processes $(\boldsymbol{X}_t)$ satisfying a stochastic recurrence equation of the form $$ \boldsymbol{X}_t= \mathbb{ M}_t \boldsymbol{X}_{t-1} + \boldsymbol{Q}_t,$$ where $(\boldsymbol{Q}_t)$ are iid…
We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. The model considered in the paper is very general as we do not impose any…
We study operators on a singular manifold, here of conical or edge type, and develop a new general approach of representing asymptotics of solutions to elliptic equations close to the singularities. The idea is to construct so-called…
The purpose of this paper is to study the asymptotic behavior of the weighted least square estimators of the unknown parameters of random coefficient bifurcating autoregressive processes. Under suitable assumptions on the immigration and…
We show that any pair $X, Y$ of independent, non-compactly supported random variables on $[0,\infty)$ satisfies $\liminf_{m\to\infty} \mathbb{P}(\min(X,Y) >m \,| \,X+Y> 2m) =0$. We conjecture multi-variate and weighted generalizations of…