相关论文: Divergence of sample quantiles

In this paper, we identify a class of absolutely continuous probability distributions, and show that the differential entropy is uniformly convergent over this space under the metric of total variation distance. One of the advantages of…

We study the behaviour of random labelled and unlabelled cographs with n vertices as n tends to infinity. Our main result is a novel probabilistic limit in the space of graphons.

The concept of distinguishability lies at the heart of quantum information theory. We introduce \textit{left-right relative entropy} as a quantitative measure of distinguishability within the space of boundary states in two-dimensional…

Uniform convergence rates are provided for asymptotic representations of sample extremes. These bounds which are universal in the sense that they do not depend on the extreme value index are meant to be extended to arbitrary samples…

Take a look around you -- in your family, your school or workplace, in the streets, and you see boys & girls in about equal proportion, and without any easily visible gender patterns in case of siblings. So, to the famous first order of…

We investigate the properties of a sequential Monte Carlo method where the particle weight that appears in the algorithm is estimated by a positive, unbiased estimator. We present broadly-applicable convergence results, including a central…

We give sufficient conditions under which a random graph with a specified degree sequence is symmetric or asymmetric. In the case of bounded degree sequences, our characterisation captures the phase transition of the symmetry of the random…

L_p-quantiles represent an important class of generalised quantiles and are defined as the minimisers of an expected asymmetric power function, see Chen (1996). For p=1 and p=2 they correspond respectively to the quantiles and the…

A central limit theorem for arrays of symmetric row-wise exchangeable random variables is presented. The result is valid for finite and infinite extendable and non-extendable sequences. Unlike most reported versions of the central limit…

A permutation sequence is said to be convergent if the density of occurrences of every fixed permutation in the elements of the sequence converges. We prove that such a convergent sequence has a natural limit object, namely a Lebesgue…

A classical theorem of Kempner states that the sum of the reciprocals of positive integers with missing decimal digits converges. This result is extended to much larger families of "missing digits" sets of positive integers with convergent…

The standard textbook method for estimating the probability of a biased coin from finite tosses implicitly assumes the sample sizes are large and gives incorrect results for small samples. We describe the exact solution, which is correct…

We give exponential upper bounds for $P(S \le k)$, in particular $P(S=0)$, where $S$ is a sum of indicator random variables that are positively associated. These bounds allow, in particular, a comparison with the independent case. We give…

We propose a monotone, and consistent numerical scheme for the approximation of the Dirichlet problem for the normalized Infinity Laplacian, which could be related to the family of so--called two--scale methods. We show that this method is…

We provide a sharp lower bound on the $p$-norm of a sum of independent uniform random variables in terms of its variance when $0 < p < 1$. We address an analogous question for $p$-R\'enyi entropy for $p$ in the same range.

The asymptotic solution to the problem of comparing the means of two heteroscedastic populations, based on two random samples from the populations, hinges on the pivot underpinning the construction of the confidence interval and the test…

Let $X_1$, $X_2$, $...$ be a sequence of independently and identically distributed random variables with $\mathsf{E}X_1=0$, and let $S_0=0$ and $S_t=S_{t-1}+X_t$, $t=1,2,...$, be a random walk. Denote $\tau={cases}\inf\{t>1: S_t\leq0\},…

A graph $G$ is said to be $\mathcal H(n,\Delta)$-universal if it contains every graph on $n$ vertices with maximum degree at most $\Delta$. It is known that for any $\varepsilon > 0$ and any natural number $\Delta$ there exists $c > 0$ such…

We consider the problem of finding, for a given quadratic measure of non-uniformity of a set of $N$ points (such as $L_2$ star-discrepancy or diaphony), the asymptotic distribution of this discrepancy for truly random points in the limit…

We provide a Central Limit Theorem for the Monge-Kantorovich distance between two empirical distributions with size $n$ and $m$, $W_p(P_n,Q_m)$ for $p>1$ for observations on the real line, using a minimal amount of assumptions. We provide…