相关论文: Second-order expansions for maxima of dynamic biva…

In this paper, we focus on stochastic comparisons of extreme order statistics stemming from multiple-outlier scale models with dependence. Archimedean copula is used to model dependence structure among nonnegative random variables.…

We investigate the asymptotic distributions of coordinates of regression M-estimates in the moderate $p/n$ regime, where the number of covariates $p$ grows proportionally with the sample size $n$. Under appropriate regularity conditions, we…

A new characterization of the exponential distribution is obtained. It is based on an equation involving randomly shifted (translated) order statistics. No specific distribution is assumed for the shift random variables. The proof uses a…

We establish some asymptotic expansions for infinite weighted convolutions of distributions having light subexponential tails. Examples are presented, some showing that in order to obtain an expansion with two significant terms, one needs…

In the neighbourhood of the critical point, the correlation length of the spin-spin correlation function of the two-dimensional Ising model diverges. The correlation function permits a scaling limit in which the separation $N$ between spins…

We consider the distribution of the sum and the maximum of a collection of independent exponentially distributed random variables. The focus is laid on the explicit form of the density functions (pdf) of non-i.i.d. sequences. Those are…

Let ($X,Y)$ be a random vector with distribution function $F(x,y),$ and $(X_{1},Y_{1}),(X_{2},Y_{2}),...,(X_{n},Y_{n})$ are independent copies of ($X,Y).$ Let $X_{i:n}$ be the $i$th order statistics constructed from the sample…

Second order intensity correlations of speckle illumination are extensively used in imaging applications that require going beyond the Rayleigh limit. The theoretical analysis shows that significantly improved imaging can be extracted from…

We introduce the coverage correlation coefficient, a novel nonparametric measure of statistical association designed to quantifies the extent to which two random variables have a joint distribution concentrated on a singular subset with…

A notion of tail dependence based on operator regular variation is introduced for copulas, and the standard tail dependence used in the copula literature is included as a special case. The non-standard tail dependence with marginal power…

Perturbative expansions in many physical systems yield 'only' asymptotic series which are not even Borel resummable. Interestingly, the corresponding ambiguities point to nonperturbative physics. We numerically verify this renormalon…

We propose an asymptotic expansion formula for matrix integrals, including oscillatory terms (derivatives of theta-functions) to all orders. This formula is heuristically derived from the analogy between matrix integrals, and formal matrix…

In a classical Hamiltonian theory with second class constraints the phase space functions on the constraint surface are observables. We give general formulas for extended observables, which are expressions representing the observables in…

The Conway-Maxwell-Poisson distribution is a two-parameter generalisation of the Poisson distribution that can be used to model data that is under- or over-dispersed relative to the Poisson distribution. The normalizing constant…

The empirical copula process, a fundamental tool for copula inference, is studied in the high dimensional regime where the dimension is allowed to grow to infinity exponentially in the sample size. Under natural, weak smoothness assumptions…

The most general form of a marginal extended perturbation in a two-dimensional system is deduced from scaling considerations. It includes as particular cases extended perturbations decaying either from a surface, a line or a point for which…

The renormalization method based on the Newton-Maclaurin expansion is applied to study the transient behavior of the solutions to the difference equations as they tend to the steady-states. The key and also natural step is to make the…

In this paper an analytic expression is given for the bounds of the distribution function of the sum of dependent normally distributed random variables. Using the theory of copulas and the important Frechet bounds the dependence structure…

We construct generally applicable short-time perturbative expansions for some fidelities, such as the input-output fidelity, the entanglement fidelity, and the average fidelity. Successive terms of these expansions yield characteristic…

We suggest novel correlation coefficients which equal the maximum correlation for a class of bivariate Lancaster distributions while being only slightly smaller than maximum correlation for a variety of further bivariate distributions. In…