相关论文: Double asymptotics for the chi-square statistic

Modeling long-range epidemic spreading in a random environment, we consider a quenched disordered, $d$-dimensional contact process with infection rates decaying with the distance as $1/r^{d+\sigma}$. We study the dynamical behavior of the…

We demonstrate that two approximations to the chi^2 statistic as popularly employed by observational astronomers for fitting Poisson-distributed data can give rise to intrinsically biased model parameter estimates, even in the high counts…

We study a class of two-sided optimal control problems of general linear diffusions under a so-called Poisson constraint: the controlling is only allowed at the arrival times of an independent Poisson signal processes. We give a weak and…

The Poisson distribution of order $k$ is a special case of a compound Poisson distribution. Its mean and variance are known, but results for its median and mode are difficult to obtain, although a few cases have been solved and upper/lower…

We work out predictions of the Linear Sigma Model for the $\gamma \gamma \to\pi^0 \pi^0$ cross section. We consider the sigma width, which is introduced in a consistent way with chiral Ward identities. The results of Chiral Perturbation…

This article describes an extension of classical \chi^2 goodness-of-fit tests to Bayesian model assessment. The extension, which essentially involves evaluating Pearson's goodness-of-fit statistic at a parameter value drawn from its…

For the Chebyshev-Stirling numbers, a special case of the Jacobi-Stirling numbers, asymptotic formulae are derived in terms of a local central limit theorem. The underlying probabilistic approach also applies to the classical Stirling…

We study long-range percolation on the $d$-dimensional hierarchical lattice, in which each possible edge $\{x,y\}$ is included independently at random with inclusion probability $1-\exp ( -\beta \|x-y\|^{-d-\alpha} )$, where $\alpha>0$ is…

We consider a stationary linear AR($p$) model with observations subject to gross errors (outliers). The autoregression parameters are unknown as well as the distribution and moments of innoovations. The distribution of outliers $\Pi$ is…

We propose a plasma model for spectral statistics displaying level repulsion without long-range spectral rigidity, i.e. statistics intermediate between random matrix and Poisson statistics similar to the ones found numerically at the…

We derive asymptotic expansions up to order $n^{-1/2}$ for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of dispersion models, under a sequence of Pitman alternatives. The…

Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In this paper we consider two such likelihood ratios. The first one is an…

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…

We investigate multiple Charlier polynomials and in particular we will use the (nearest neighbor) recurrence relation to find the asymptotic behavior of the ratio of two multiple Charlier polynomials. This result is then used to obtain the…

It is well-known that the set of statistics that can be observed in a Bell-type experiment is limited by quantum theory. Unfortunately, tools are missing to identify the precise boundary of this set. Here, we propose to study the set of…

We study the scaling of the magnetic susceptibility in the square Ising model based upon the delta-expansion in the high temperature phase. The susceptibility chi is expressed in terms of the mass M and expanded in powers of 1/M. The…

We study spatial permutations with cycle weights that are bounded or slowly diverging. We show that a phase transition occurs at an explicit critical density. The long cycles are macroscopic and their cycle lengths satisfy a…

We study shrinkage estimation of the mean parameters of a class of multivariate distributions for which the diagonal entries of the corresponding covariance matrix are certain quadratic functions of the mean parameter. This class of…

In [1] a detailed analysis was given of the large-time asymptotics of the total mass of the solution to the parabolic Anderson model on a supercritical Galton-Watson random tree with an i.i.d. random potential whose marginal distribution is…

A nonuniform Neumann boundary-value problem is considered for the Poisson equation in a thin domain $\Omega_\varepsilon$ coinciding with two thin rectangles connected through a joint of diameter ${\cal O}(\varepsilon)$. A rigorous procedure…