相关论文: Asymptotic probability distribution of distances b…

There is a sequence of random numbers x1,x2, ..., xn and so on. Numbers are independent of each other, but all numbers are from the same continuous distribution. If x1 < x2 > x3, then x2 is a local maximum. Here, we show that the…

We give the distribution of $M_n$, the maximum of a sequence of $n$ observations from a moving average of order 1. Solutions are first given in terms of repeated integrals and then for the case where the underlying independent random…

Consider a nearest-neighbor random walk with certain asymptotically zero drift on the positive half line. Let $M$ be the maximum of an excursion starting from $1$ and ending at $0.$ We study the distribution of $M$ and characterize its…

We consider a one dimensional ballistic random walk evolving in a parametric independent and identically distributed random environment. We study the asymptotic properties of the maximum likelihood estimator of the parameter based on a…

We study different ways of determining the mean distance $ < r_n >$ between a reference point and its $n$-th neighbour among random points distributed with uniform density in a $D$-dimensional Euclidean space. First we present a heuristic…

This note is devoted to the study of the maximum of the excursion of a random walk with negative drift and light-tailed increments. More precisely, we determine the local asymptotics of the joint distribution of the length, maximum and the…

We consider the problem of estimating the $L_1$ distance between two discrete probability measures $P$ and $Q$ from empirical data in a nonasymptotic and large alphabet setting. When $Q$ is known and one obtains $n$ samples from $P$, we…

We consider a random walk in random environment in the low disorder regime on $\mathbb Z^d$. That is, the probability that the random walk jumps from a site $x$ to a nearest neighboring site $x+e$ is given by $p(e)+\epsilon \xi(x,e)$, where…

In the setting where we have $n$ independent observations of a random variable $X$, we derive explicit error bounds in total variation distance when approximating the number of observations equal to the maximum of the sample (in the case…

We consider a one dimensional ballistic random walk evolving in an i.i.d. parametric random environment. We provide a maximum likelihood estimation procedure of the environment parameters based on a single observation of the path till the…

We study the distribution of the maximum $M$ of a random walk whose increments have a distribution with negative mean and belonging, for some $\gamma>0$, to a subclass of the class $\mathcal{S}_\gamma$--see, for example, Chover, Ney, and…

We consider a one-dimensional discrete symmetric random walk with a reflecting boundary at the origin. Generating functions are found for the 2- dimensional probability distribution P{Sn = x,max1?j?n Sn = a} of being at position x after n…

For affine stochastic differential equation with uniformly distributed time delay the local asymptotic properties of the likelihood function are studied. Local asymptotic normality, local asymptotic mixed normality, periodic local…

The asymptotic normality of the maximum likelihood estimator (MLE) under regularity conditions is a cornerstone of statistical theory. In this paper, we give explicit upper bounds on the distributional distance between the distribution of…

We consider a random walk in $\mathbb Z^d$ which jumps from a site $x$ to a nearest neighboring site $x+e$ (where $e\in V:=\{x\in\mathbb Z^d: |x|_1=1\}$) with probability $p_0(e)+\epsilon\xi(x,e)$. Here $\sum_e p_0(e)=1$, $p_0(e)> 0$,…

Let $\xi_1,\xi_2,\ldots$ be independent, identically distributed random variables with infinite mean $\mathbf E[|\xi_1|]=\infty.$ Consider a random walk $S_n=\xi_1+\cdots+\xi_n$, a stopping time $\tau=\min\{n\ge 1: S_n\le 0\}$ and let…

Let $Q_n(x)=\sum_{i=0}^{n} A_{i}x^{i}$ be a random algebraic polynomial where the coefficients $A_0,A_1,... $ form a sequence of centered Gaussian random variables. Moreover, assume that the increments $\Delta_j=A_j-A_{j-1}$, $j=0,1,2,...$…

We first review the derivation of the exact expression for the average distance $<r_n>$ of the n-th neighbour of a reference point among a set of N random points distributed uniformly in a unit volume of a D-dimensional geometric space.…

We use the delta method and Stein's method to derive, under regularity conditions, explicit upper bounds for the distributional distance between the distribution of the maximum likelihood estimator (MLE) of a $d$-dimensional parameter and…

We give two asymptotic results for the empirical distance covariance on separable metric spaces without any iid assumption on the samples. In particular, we show the almost sure convergence of the empirical distance covariance for any…