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Let $X$ be a $d$-dimensional random vector and $X_\theta$ its projection onto the span of a set of orthonormal vectors $\{\theta_1,...,\theta_k\}$. Conditions on the distribution of $X$ are given such that if $\theta$ is chosen according to…

概率论 · 数学 2011-02-16 Elizabeth Meckes

For a measure preserving transformation $T$ of a probability space $(X,\mathcal F,\mu)$ we investigate almost sure and distributional convergence of random variables of the form $$x \to \frac{1}{C_n} \sum_{i_1<n,...,i_d<n}…

动力系统 · 数学 2014-12-03 Manfred Denker , Mikhail Gordin

We show how a central limit theorem for Poisson model random polygons implies a central limit theorem for uniform model random polygons. To prove this implication, it suffices to show that in the two models, the variables in question have…

概率论 · 数学 2012-08-14 John Pardon

Let n points be taken at random on a circle of unit circumference and clockwise ordered. Uniform spacings are defined as the clockwise arc-lengths between the successive points from this sample. We are interested in the asymptotic behavior…

概率论 · 数学 2024-04-16 Sherzod M. Mirakhmedov

The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability of some random variables to a constant and a weak convergence…

概率论 · 数学 2024-11-20 Rita Giuliano , Claudio Macci , Barbara Pacchiarotti

We study the sublinear multivariate mean estimation problem in $d$-dimensional Euclidean space. Specifically, we aim to find the mean $\mu$ of a ground point set $A$, which minimizes the sum of squared Euclidean distances of the points in…

数据结构与算法 · 计算机科学 2025-10-07 Beatrice Bertolotti , Matteo Russo , Chris Schwiegelshohn , Sudarshan Shyam

By the continuous mapping theorem, if a sequence of $d$-dimensional random vectors $(\mathbf{W}_n)_{n\geq1}$ converges in distribution to a multivariate normal random variable $\Sigma^{1/2}\mathbf{Z}$, then the sequence of random variables…

概率论 · 数学 2020-03-18 Robert E. Gaunt

In this paper we prove discrete to continuum convergence rates for Poisson Learning, a graph-based semi-supervised learning algorithm that is based on solving the graph Poisson equation with a source term consisting of a linear combination…

偏微分方程分析 · 数学 2024-07-10 Leon Bungert , Jeff Calder , Max Mihailescu , Kodjo Houssou , Amber Yuan

Let $X$ be the constrained random walk on $\mathbb{Z}_+^d$ $d >2$, having increments $e_1$, $-e_i+e_{i+1}$ $i=1,2,3,...,d-1$ and $-e_d$ with probabilities $\lambda$, $\mu_1$, $\mu_2$,...,$\mu_d$, where $\{e_1,e_2,..,e_d\}$ are the standard…

概率论 · 数学 2026-01-28 Ali Devin Sezer

We consider the problem of estimating the common mean of independently sampled data, where samples are drawn in a possibly non-identical manner from symmetric, unimodal distributions with a common mean. This generalizes the setting of…

统计理论 · 数学 2019-07-09 Ankit Pensia , Varun Jog , Po-Ling Loh

The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…

统计理论 · 数学 2022-11-28 Junichiro Yoshida , Nakahiro Yoshida

We provide a general result for bounding the difference between point probabilities of integer supported distributions and the translated Poisson distribution, a convenient alternative to the discretized normal. We illustrate our theorem in…

概率论 · 数学 2017-12-05 A. D. Barbour , Adrian Röllin , Nathan Ross

Using Malliavin operators together with an interpolation technique inspired by Arratia, Goldstein and Gordon (1989), we prove a new inequality on the Poisson space, allowing one to measure the distance between the laws of a general random…

概率论 · 数学 2014-09-05 Solesne Bourguin , Giovanni Peccati

Given $N$ i.i.d. samples from a probability measure $\mu$ on $\mathbf{R}^d$, we study the rate of convergence of the empirical measure $\mu_N \to \mu$ in the negative Sobolev space $W^{-\alpha, p}$. When $W^{-\alpha, p}$ contains point…

概率论 · 数学 2025-12-22 Gautam Iyer , Raghavendra Venkatraman

Consider a stationary Poisson process in a $d$-dimensional hyperbolic space. For $R>0$ define the point process $\xi_R^{(k)}$ of exceedance heights over a suitable threshold of the hyperbolic volumes of $k$th nearest neighbour balls centred…

概率论 · 数学 2023-03-16 Moritz Otto , Christoph Thaele

In this note we present an algorithm to obtain a uniform lower bound on Hausdorff dimension of the stationary measure of an affine iterated function scheme with similarities, the best known example of which is Bernoulli convolution. The…

动力系统 · 数学 2022-01-19 Victor Kleptsyn , Mark Pollicott , Polina Vytnova

Let $X_1,\ldots,X_n$ be a sequence of independent random points in $\mathbb{R}^d$ with common Lebesgue density $f$. Under some conditions on $f$, we obtain a Poisson limit theorem, as $n \to \infty$, for the number of large probability…

概率论 · 数学 2021-05-04 Nicolas Chenavier , Norbert Henze , Moritz Otto

Let $\Delta\subsetneq\V$ be a proper subset of the vertices $\V$ of the defining graph of an irreducible and aperiodic shift of finite type $(\Sigma_{A}^{+},\S)$. Let $\Sigma_{\Delta}$ be the subshift of allowable paths in the graph of…

动力系统 · 数学 2008-04-17 J. -R. Chazottes , Z. Coelho , P. Collet

This paper establishes expectation and variance asymptotics for statistics of the Poisson--Voronoi approximation of general sets, as the underlying intensity of the Poisson point process tends to infinity. Statistics of interest include…

概率论 · 数学 2016-06-24 Christoph Thäle , J. E. Yukich

For a continuous-time random walk $X=\{X_t,t\ge 0\}$ (in general non-Markov), we study the asymptotic behavior, as $t\rightarrow \infty$, of the normalized additive functional $c_t\int_0^{t} f(X_s)ds$, $t\ge 0$. Similarly to the Markov…

概率论 · 数学 2021-07-01 Yuri Kondratiev , Yuliya Mishura , Georgiy Shevchenko