相关论文: Weighted quantile correlation test for the logisti…
We study biased, diffusive transport of Brownian particles through narrow, spatially periodic structures in which the motion is constrained in lateral directions. The problem is analyzed under the perspective of the Fick-Jacobs equation…
A new portmanteau test statistic is proposed for detecting nonlinearity in time series data. In this paper, we elaborate on the Toeplitz autocorrelation matrix to the autocorrelation and cross-correlation of residuals and squared residuals…
We calculate crossing probabilities and one-sided last exit time densities for a class of moving barriers on an interval $[0,T]$ via Schwartz distributions. We derive crossing probabilities and first hitting time densities for another class…
We investigate a generalized empirical likelihood approach in a two-group setting where the constraints on parameters have a form of U-statistics. In this situation, the summands that consist of the constraints for the empirical likelihood…
In complex survey data, each sampled observation has assigned a sampling weight, indicating the number of units that it represents in the population. Whether sampling weights should or not be considered in the estimation process of model…
A Brownian motion model is proposed to study parametric correlations in the transmission eigenvalues of open ballistic cavities. We find interesting universal properties when the eigenvalues are rescaled at the hard edge of the spectrum. We…
Bipartite quantum entangled systems can exhibit measurement correlations that violate Bell inequalities, revealing the profoundly counter-intuitive nature of the physical universe. These correlations reflect the impossibility of…
In a paper of Jason Swanson, a CLT for the sample median of independent Brownian motions with value 0 at 0 was proved. Here we extend this result in two ways. We prove such a result for a collection of self-similar processes which include…
This paper explores hypothesis testing for the parametric forms of the mean and variance functions in regression models under diverging-dimension settings. To mitigate the curse of dimensionality, we introduce weighted residual empirical…
Consider a d-dimensional Brownian motion in a random potential defined by attaching a nonnegative and polynomially decaying potential around Poisson points. We introduce a repulsive interaction between the Brownian path and the Poisson…
Quantum Mechanics (QM) predicts the correlation between measurements performed in remote regions of a spatially spread entangled state to be higher than allowed by the intuitive concepts of Locality and Realism (LR). This high correlation…
Given a set of several inputs into a system (e.g., independent variables characterizing stimuli) and a set of several stochastically non-independent outputs (e.g., random variables describing different aspects of responses), how can one…
A classical limit theorem of stochastic process theory concerns the sample cumulative distribution function (CDF) from independent random variables. If the variables are uniformly distributed then these centered CDFs converge in a suitable…
Many-party correlations between measurement outcomes in general probabilistic theories are given by conditional probability distributions obeying the non-signalling condition. We show that any such distribution can be obtained from…
We present an inference algorithm and connected Monte Carlo based estimation procedures for metric estimation from landmark configurations distributed according to the transition distribution of a Riemannian Brownian motion arising from the…
Probability density function estimation with weighted samples is the main foundation of all adaptive importance sampling algorithms. Classically, a target distribution is approximated either by a non-parametric model or within a parametric…
We study weighted M-estimators for $\mathbb{R}^d$-valued clustered data and give sufficient conditions for their consistency. Their asymptotic normality is established with estimation of the asymptotic covariance matrix. We address the…
We present an exact solution for one-dimensional overdamped dynamics near a hard wall, allowing us to connect steady-state distributions under confinement with the extreme value statistics of unconfined stochastic processes. This mapping…
We develop a general theoretical framework for measurement protocols employing statistical correlations of randomized measurements. We focus on locally randomized measurements implemented with local random unitaries in quantum lattice…
We prove an almost sure weak limit theorem for simple linear rank statistics for samples with continuous distributions functions. As a corollary the result extends to samples with ties, and the vector version of an a.s. central limit…