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相关论文: Second-order asymptotics on distributions of maxim…

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The article studies the running maxima $Y_{m,j}=\max_{1 \le k \le m, 1 \le n \le j} X_{k,n} - a_{m,j}$ where $\{X_{k,n}, k \ge 1, n \ge 1\}$ is a double array of $\varphi$-subgaussian random variables and $\{a_{m,j}, m\ge 1, j\ge 1\}$ is a…

The spatial distribution of galaxies is a highly complex phenomenon currently impossible to predict deterministically. However, by using a statistical $\textit{bias}$ relation, it becomes possible to robustly model the average abundance of…

宇宙学与河外天体物理 · 物理学 2025-07-09 Jens Stücker , Marcos Pellejero-Ibáñez , Raul E. Angulo , Francisco Maion , Rodrigo Voivodic

Let $X_1$, $X_2$,... be a sequence of independent random variables with common distribution function $F$ in the domain of attraction of a Gumbel extreme value distribution and for each integer $n\geq 1$, let $X_{1,n} \leq ... X_{n,n}$…

统计方法学 · 统计学 2016-07-19 Gane Samb Lo

Geometric properties of $N$ random points distributed independently and uniformly on the unit sphere $\mathbb{S}^{d}\subset\mathbb{R}^{d+1}$ with respect to surface area measure are obtained and several related conjectures are posed. In…

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…

统计方法学 · 统计学 2009-09-07 Christopher S. Withers , Saralees Nadarajah

This paper extends Edgeworth-Cornish-Fisher expansions for the distribution and quantiles of nonparametric estimates in two ways. Firstly it allows observations to have different distributions. Secondly it allows the observations to be…

统计方法学 · 统计学 2010-02-24 C. S. Withers , S. Nadarajah

We demonstrate that certain astrophysical distributions can be modelled with the truncated Weibull distribution, which can lead to some insights: in particular, we report the average value, the $r$th moment, the variance, the median, the…

天体物理仪器与方法 · 物理学 2021-03-31 Lorenzo Zaninetti

We show that, provided the principal axes of the second velocity moment tensor of a stellar population are generally unequal and are oriented perpendicular to a set of orthogonal surfaces at each point, then those surfaces must be confocal…

星系天体物理 · 物理学 2015-11-25 N. W. Evans , J. L. Sanders , A. A. Williams , J. An , D. Lynden-Bell , W. Dehnen

We study the asymptotic behavior of the maximum interpoint distance of random points in a $d$-dimensional set with a unique diameter and a smooth boundary at the poles. Instead of investigating only a fixed number of $n$ points as $n$ tends…

概率论 · 数学 2017-09-13 Michael Schrempp

The Gilbert-Varshamov bound states that the maximum size A_2(n,d) of a binary code of length n and minimum distance d satisfies A_2(n,d) >= 2^n/V(n,d-1) where V(n,d) stands for the volume of a Hamming ball of radius d. Recently Jiang and…

信息论 · 计算机科学 2008-09-26 Philippe Gaborit , Gilles Zemor

In this paper, we study the asymptotic behaviors of the extreme of mixed skew-t distribution. We considered limits on distribution and density of maximum of mixed skew-t distribution under linear and power normalization, and further derived…

统计理论 · 数学 2016-06-13 Jingyao Hou , Xin Liao , Zuoxiang Peng

Generalized Maxwell distribution is an extension of the classic Maxwell distribution. In this paper, we concentrate on the joint distributional asymptotics of normalized maxima and minima. Under optimal normalizing constants, asymptotic…

概率论 · 数学 2020-03-10 Jianwen Huang

This paper considers the asymptotic distribution of the longest edge of the minimal spanning tree and nearest neighbor graph on X_1,...,X_{N_n} where X_1,X_2,... are i.i.d. in \Re^2 with distribution F and N_n is independent of the X_i and…

概率论 · 数学 2007-05-23 Tailen Hsing , Holger Rootzen

For a pair of coupled rectangular random matrices we consider the squared singular values of their product, which form a determinantal point process. We show that the limiting mean distribution of these squared singular values is described…

数学物理 · 物理学 2020-06-24 Guilherme L. F. Silva , Lun Zhang

Recent results in quantization theory show that the mean-squared expected distortion can reach a rate of convergence of $\mathcal{O}(1/n)$, where $n$ is the sample size [see, e.g., IEEE Trans. Inform. Theory 60 (2014) 7279-7292 or Electron.…

统计理论 · 数学 2015-04-02 Clément Levrard

In this paper, a new bivariate discrete distribution is introduced which called bivariate discrete exponentiated Weibull (BDEW) distribution. Several of its mathematical statistical properties are derived such as the joint cumulative…

统计理论 · 数学 2018-05-15 M. El- Morshedy , A. A. Khalil

We consider a one-dimensional random walk $S_n$ having i.i.d. increments with zero mean and finite variance. We continue our study of asymptotic expansions for local probabilities $\mathbf P(S_n=x,\tau_0>n)$, which has been started in…

概率论 · 数学 2024-12-13 Denis Denisov , Alexander Tarasov , Vitali Wachtel

In this paper we derive the tail asymptotics of a Kotz Type III elliptical random vector. As an application of our asymptotic expansion we derive an approximation for the conditional excess distribution. Furthermore, we discuss the…

概率论 · 数学 2013-09-25 Enkelejd Hashorva

The logarithmic correction for the order of the maximum of a two-type reducible branching Brownian motion on the real line exhibits a double jump when the parameters (the ratio of the diffusion coefficients of the two types of particles,…

概率论 · 数学 2024-09-05 Heng Ma , Yan-Xia Ren

Let $ \{X, X_{k,i}; i \geq 1, k \geq 1 \}$ be a double array of nondegenerate i.i.d. random variables and let $\{p_{n}; n \geq 1 \}$ be a sequence of positive integers such that $n/p_{n}$ is bounded away from $0$ and $\infty$. This paper is…

概率论 · 数学 2010-11-16 Deli Li , Yongcheng Qi , Andrew Rosalsky