相关论文: Second-order expansions for maxima of dynamic biva…
This paper deals with iteration stable (STIT) tessellations, and, more generally, with a certain class of tessellations that are infinitely divisible with respect to iteration. They form a new, rich and flexible class of spatio-temporal…
Let F be a distribution function with negative mean and regularly varying right tail. Under a mild smoothness condition we derive higher order asymptotic expansions for the tail distribution of the maxima of the random walk generated by F.…
Given two random variables $X$ and $Y$, stochastic monotonicity describes a monotone influence of $X$ on $Y$. We prove two different characterizations of stochastically monotone $2$-copulas using the isomorphism between $2$-copulas and…
We establish some asymptotic expansions for infinite weighted convolution of distributions having regular varying tails. Various applications to statistics and probability are developed.
In this paper, we study the asymptotic relation between the maximum of acontinuous order statistics process formed by stationary Gaussian processesand the maximum of this process sampled at discrete time points. It is shown that, these two…
Continuous phase transitions are studied in a two dimensional nonequilibrium model with an infinite number of absorbing configurations. Spreading from a localized source is characterized by nonuniversal critical exponents, which vary…
A recent article on generalised linear mixed model asymptotics, Jiang et al. (2022), derived the rates of convergence for the asymptotic variances of maximum likelihood estimators. If $m$ denotes the number of groups and $n$ is the average…
It is well-known that the expected scaled maximum of non-negative random variables with unit mean defines a stable tail dependence function associated with some extreme-value copula. In the special case when these random variables are…
We initiate the study of the coefficients of the distinct monomials in the expansion of the multivariate polynomials $x_1(x_1+x_2)\cdots(x_1+x_2+\cdots+x_n), n\in\N$. In particular we obtain several results regarding their maximal…
The relationship between 2D $SO(2,1)$ conformal anomalies in nonrelativistic systems and the virial expansion is explored using recently developed path-integral methods. In the process, the Beth-Uhlenbeck formula for the shift of the second…
Given a random sample from a multivariate normal distribution whose covariance matrix is a Toeplitz matrix, we study the largest off-diagonal entry of the sample correlation matrix. Assuming the multivariate normal distribution has the…
We provide a complete proof of the diagrammatic bounds on the lace-expansion coefficients for oriented percolation, which are used in [arXiv:math/0703455] to investigate critical behavior for long-range oriented percolation above…
Normalizing flows, which learn a distribution by transforming the data to samples from a Gaussian base distribution, have proven powerful density approximations. But their expressive power is limited by this choice of the base distribution.…
This paper applies a regularization procedure called increasing rearrangement to monotonize Edgeworth and Cornish-Fisher expansions and any other related approximations of distribution and quantile functions of sample statistics. Besides…
We study the convergence of the derivative expansion for flow equations. The convergence strongly depends on the choice for the infrared regularisation. Based on the structure of the flow, we explain why optimised regulators lead to better…
Under correlation-type conditions, we derive an upper bound of order $(\log n)/n$ for the average Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law. The result is based on improved…
This paper addresses the asymptotic development of order 2 by Gamma convergence of the Cahn-Hillard functional with Dirichlet boundary conditions, where the potential has subquadratic growth near the wells.
Functions with fixed initial coefficient have been widely studied. A new methodology is proposed in this paper by making appropriate modifications and improvements to the theory of second-order differential subordination. Several…
We discuss a bivariate beta distribution that can model arbitrary beta-distributed marginals with a positive correlation. The distribution is constructed from six independent gamma-distributed random variates. We show how the parameters of…
We address the question whether the sequence of areas between coalescing random walkers displays multiscaling and in the process calculate the second moment as well as the two point correlation function exactly. The scaling of higher order…