相关论文: Divergence of sample quantiles

We compute the limit distribution of partial transposes (when both the number and the size of blocks tends to infinity) for a large class of ensembles of unitarily invariant random matrices. Furthermore, it is shown the asymptotic freeness…

We are interested in a fragmentation process. We observe fragments frozen when their sizes are less than $\epsilon$ ($\epsilon$ > 0). Is is known ([BM05]) that the empirical measure of these fragments converges in law, under some…

For a random variable $N = 0, 1, 2, \ldots$ we study the following question: When does the sum of $N$ many independent and identically distributed copies of a random variable $X$ have the same law a a nontrivial rescaling of $X$? We show…

Let $Y$ be a nonnegative random variable with mean $\mu$ and finite positive variance $\sigma^2$, and let $Y^s$, defined on the same space as $Y$, have the $Y$ size biased distribution, that is, the distribution characterized by…

We present conditions that allow us to pass from the convergence of probability measures in distribution to the uniform convergence of the associated quantile functions. Under these conditions, one can in particular pass from the asymptotic…

We consider the set of finite sequences of length n over a finite or countable alphabet C. We consider the function which associate each given sequence with the size of the maximum overlap with a (shifted) copy of itself. We compute the…

In this paper, the uniformly asymptotic normality for sample quantiles of associated random variables is investigated under some conditions on the decay of the covariances. We obtain the rate of normal approximation of order…

It is well known that a binomial $(n,p)$ can be approximated by a Poisson distribution with parameter $np$. The typical approach in undergraduate probability texts is to show a convergence result for the distribution of the binomial as $n$…

We show that the exponent in the inverse power law of word frequencies for the monkey-at-the-typewriter model of Zipf's law will tend towards -1 under broad conditions as the alphabet size increases to infinity and the letter probabilities…

In this paper we study the small scale equidistribution property of random waves whose coefficients are determined by an unfair coin. That is the coefficients take value $+1$ with probability $p$ and $-1$ with probability $1-p$. Random…

We derive the joint asymptotic distribution of empirical quantiles and expected shortfalls under general conditions on the distribution of the underlying observations. In particular, we do not assume that the distribution function is…

We prove duality between the left and right fractional derivatives, independently on the type of fractional operator. Main result asserts that the right derivative of a function is the dual of the left derivative of the dual function or,…

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 both…

We provide a distribution-free test that can be used to determine whether any two joint distributions $p$ and $q$ are statistically different by inspection of a large enough set of samples. Following recent efforts from Long et al. [1], we…

We prove that multidimensional diffusions in random environment have a limiting velocity which takes at most two different values. Further, in the two-dimensional case we show that for any direction, the probability to escape to infinity in…

In this note, we establish the convergence in distribution of the maxima of i.i.d. random variables to the Gumbel distribution with the associated normalizing sequences for several examples that are related to the normal distribution.…

We cardinally and ordinally rank distribution functions (CDFs). We present a new class of statistics, maximal adjusted quantiles, and show that a statistic is invariant with respect to cardinal shifts, preserves least upper bounds with…

We show that the non-locality together with the statistical character makes the world statistically separable. The super-luminal signal transmission is impossible. The quantum theory is therefore consistent with the relativity and the…

We conjecture that the distribution of the edge-disjoint union of two random regular graphs on the same vertex set is asymptotically equivalent to a random regular graph of the combined degree, provided it grows as the number of vertices…

We prove matching direct and inverse theorems for (algebraic) polynomial approximation with doubling weights $w$ having finitely many zeros and singularities (i.e., points where $w$ becomes infinite) on an interval and not too ``rapidly…