相关论文: A multivariate central limit theorem for randomize…

We study the probability distribution of the area and the number of vertices of random polygons in a convex set $K\subset\mathbb{R}^2$. The novel aspect of our approach is that it yields uniform estimates for all convex sets…

It is more and more frequently the case in applications that the data we observe come from one or more random variables taking values in an infinite dimensional space, e.g. curves. The need to have tools adapted to the nature of these data…

Suppose $B_i:= B(p,r_i)$ are nested balls of radius $r_i$ about a point $p$ in a dynamical system $(T,X,\mu)$. The question of whether $T^i x\in B_i$ infinitely often (i. o.) for $\mu$ a.e.\ $x$ is often called the shrinking target problem.…

Computer simulations serve as powerful tools for scientists and engineers to gain insights into complex systems. Less costly than physical experiments, computer experiments sometimes involve large number of trials. Conventional design…

Methods are described for the solution of linear inference problems subject to deterministic constraints. The approach builds on work by Backus (1970a,b,c) and Parker (1977), but a range useful advances are suggested to address both…

We study a random partial covering model on the $(d-1)$-dimensional unit sphere, where $N$ spherical caps are placed independently and uniformly at random, each covering a surface fraction of $1/N$. This model provides a continuous…

Given an $n$-point metric space $(M,d)$, {\sc metric $1$-median} asks for a point $p\in M$ minimizing $\sum_{x\in M}\,d(p,x)$. We show that for each computable function $f\colon \mathbb{Z}^+\to\mathbb{Z}^+$ satisfying $f(n)=\omega(1)$, {\sc…

We consider "randomized" statistics constructed by using a finite number of observations a random field at randomly chosen points. We generalize the invariance principle (the functional CLT), the Glivenko--Cantelli theorem, the theorem…

This paper is concerned with distributed computation of several commonly used centrality measures in complex networks. In particular, we propose deterministic algorithms, which converge in finite time, for the distributed computation of the…

The Central Limit Theorem (CLT) establishes that sufficiently large sequences of independent and identically distributed random variables converge in probability to a normal distribution. This makes the CLT a fundamental building block of…

Slice sampling is an efficient Markov Chain Monte Carlo algorithm to sample from an unnormalized density with acceptance ratio always $1$. However, when the variable to sample is unbounded, its "stepping-out" heuristic works only locally,…

As predictive algorithms grow in popularity, using the same dataset to both train and test a new model has become routine across research, policy, and industry. Sample-splitting attains valid inference on model properties by using separate…

We investigate a specific infinite urn scheme first considered by Karlin (1967). We prove functional central limit theorems for the total number of urns with at least k balls for different k.

In this paper, we prove a multivariate central limit theorem for $\ell_q$-norms of high-dimensional random vectors that are chosen uniformly at random in an $\ell_p^n$-ball. As a consequence, we provide several applications on the…

We prove a central limit theorem for a class of additive processes that arise naturally in the theory of finite horizon Markov decision problems. The main theorem generalizes a classic result of Dobrushin (1956) for temporally…

We show that external randomization may enforce the convergence of test statistics to their limiting distributions in particular cases. This results in a sharper inference. Our approach is based on a central limit theorem for weighted sums.…

The main idea of nested sampling is to substitute the high-dimensional likelihood integral over the parameter space $\Omega$ by an integral over the unit line $[0,1]$ by employing a push-forward with respect to a suitable transformation.…

The problem of convergence in law of normed sums of exchangeable random variables is examined. First, the problem is studied w.r.t. arrays of exchangeable random variables, and the special role played by mixtures of products of stable laws…

In this paper, we prove maximal inequalities and study the functional central limit theorem for the partial sums of linear processes generated by dependent innovations. Due to the general weights, these processes can exhibit long-range…

We prove the conjectured limiting normality for the number of crossings of a uniformly chosen set partition of [n] = {1,2,...,n}. The arguments use a novel stochastic representation and are also used to prove central limit theorems for the…