相关论文: Normal Limits, Nonnormal Limits, and the Bootstrap…
The asymptotic behaviour of the commonly used bootstrap percentile confidence interval is investigated when the parameters are subject to linear inequality constraints. We concentrate on the important one- and two-sample problems with data…
Quantile classifiers for potentially high-dimensional data are defined by classifying an observation according to a sum of appropriately weighted component-wise distances of the components of the observation to the within-class quantiles.…
We prove a central limit theorem for linear triangular arrays under weak dependence conditions. Our result is then applied to the study of dependent random variables sampled by a $\bbZ$-valued transient random walk. This extends the results…
Statistical models are essential to get a better understanding of the role of disorder in brittle disordered solids. Fiber bundle models play a special role as a paradigm, with a very good balance of simplicity and non-trivial effects. We…
We determine the possible scaling limits in the quantum central limit theorem with respect to the Gibbs state, for a growing distance-regular graph that has so-called classical parameters with base unequal to one. We also describe…
A quantum network consists of independent sources distributing entangled states to distant nodes which can then perform entangled measurements, thus establishing correlations across the entire network. But how strong can these correlations…
From the noncommutative nature of quantum mechanics, estimation of canonical observables $\hat{q}$ and $\hat{p}$ is essentially restricted in its performance by the Heisenberg uncertainty relation, $\mean{\Delta \hat{q}^2}\mean{\Delta…
For testing hypothesis on the covariance operator of functional time series, we suggest to use the full functional information and to avoid dimension reduction techniques. The limit distribution follows from the central limit theorem of the…
This paper develops valid bootstrap inference methods for the dynamic short panel threshold regression. We show that the standard nonparametric bootstrap is inconsistent for the first-differenced generalized method of moments (GMM)…
In previous papers, we studied the asymptotic behaviour of $S_N(A,X)=(2N+1)^{-d/2}\sum_{n \in A_N} X_n,$ where $X$ is a centered, stationary and weakly dependent random field, and $A_N=A \cap [-N,N]^d$, $A \subset \mathbb{Z}^d$. This leads…
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…
Central limit theorems are established for the sum, over a spatial region, of observations from a linear process on a $d$-dimensional lattice. This region need not be rectangular, but can be irregularly-shaped. Separate results are…
Modern quantum engineering techniques enabled successful foundational tests of quantum mechanics. Yet, the universal validity of quantum postulates is an open question. Here we propose a new theoretical framework of Q-data tests, which…
Conditions for the validity of the quantum adiabatic approximation are analyzed. For the case of linear Hamiltonians, a simple and general sufficient condition is derived, which is valid for arbitrary spectra and any kind of time variation.…
This paper establishes a central limit theorem and an invariance principle for a wide class of stationary random fields under natural and easily verifiable conditions. More precisely, we deal with random fields of the form $X_k =…
In the present paper, we characterize the behavior of supercritical branching processes in random environment with linear fractional offspring distributions, conditioned on having small, but positive values at some large generation. As it…
We discover that quantum dynamical tunneling, occurring between phase space regions in a classically forbidden way, can break conserved quantities in pseudointegrable systems. We rigorously prove that a conserved quantity in a class of…
The correct inferential object in claims reserving is the conditional predictive distribution $p(R \mid \mathcal{D}, \hat\theta)$, where $\mathcal{D}$ is the observed triangle held fixed. We refer to this as the conditioning principle. All…
We study coordination under restricted information, where classical local models fail to implement certain correlated distributions because agents cannot condition on past history. We show that quantum systems overcome this limitation even…
In this paper, we consider discrete time quantum walks on graphs with coin focusing on the decentralized model, where the coin operation is allowed to change with the vertex of the graph. When the coin operations can be modified at every…