相关论文: On the accuracy of the poissonisation in the infin…

We describe quantization designs which lead to asymptotically and order optimal functional quantizers. Regular variation of the eigenvalues of the covariance operator plays a crucial role to achieve these rates. For the development of a…

Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…

We present a systematic study of the statistics of the occupation time and related random variables for stochastic processes with independent intervals of time. According to the nature of the distribution of time intervals, the probability…

We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…

The estimation of the covariance structure from a discretely observed multivariate Gaussian process under asynchronicity and noise is analysed under high-frequency asymptotics. Asymptotic lower and upper bounds are established for a general…

We consider covariance parameter estimation for Gaussian processes with functional inputs. From an increasing-domain asymptotics perspective, we prove the asymptotic consistency and normality of the maximum likelihood estimator. We extend…

We investigate Bayesian predictive inference for finite population quantities when there are unequal probabilities of selection. Only limited information about the sample design is available; i.e., only the first-order selection…

We consider the problem of sequential sampling from a finite number of independent statistical populations to maximize the expected infinite horizon average outcome per period, under a constraint that the expected average sampling cost does…

The optimization of measurement for n samples of pure sates are studied. The error of the optimal measurement for n samples is asymptotically compared with the one of the maximum likelihood estimators from n data given by the optimal…

In this paper we propose an optimal predictor of a random variable that has either an infinite mean or an infinite variance. The method consists of transforming the random variable such that the transformed variable has a finite mean and…

In the present article we describe a few simple and efficient finite volume type schemes on moving grids in one spatial dimension combined with appropriate predictor-corrector method to achieve higher resolution. The underlying finite…

We develop a sampling scheme on the sphere that permits accurate computation of the spherical harmonic transform and its inverse for signals band-limited at $L$ using only $L^2$ samples. We obtain the optimal number of samples given by the…

The asymptotics, as $n\to\infty$, for the expected number of distinct part sizes in a random composition of an integer n is obtained.

The paper is concerned with the classical occupancy scheme with infinitely many boxes, in which $n$ balls are thrown independently into boxes $1,2,...$, with probability $p_j$ of hitting the box $j$, where $p_1\geq p_2\geq...>0$ and…

The paper analyzes the probability distribution of the occupancy numbers and the entropy of a system at the equilibrium composed by an arbitrary number of non-interacting bosons. The probability distribution is derived both by tracing out…

In this paper we study the asymptotic behavior of the normalized weighted empirical occupation measures of a diffusion process on a compact manifold which is killed at a smooth rate and then regenerated at a random location, distributed…

In the setting where we have $n$ independent observations of a random variable $X$, we derive explicit error bounds in total variation distance when approximating the number of observations equal to the maximum of the sample (in the case…

Bagging is a useful method for large-scale statistical analysis, especially when the computing resources are very limited. We study here the asymptotic properties of bagging estimators for $M$-estimation problems but with massive datasets.…

An enviromental-random effect over a deterministic population mo\-del, a resource ({\it e.g.}, a fish stock) is introduced. It is assumed that the harvest activity is concentrated at a non predetermined sequence of instants, at which the…

Certain monotonicity properties of the Poisson approximation to the binomial distribution are established. As a natural application of these results, exact (rather than approximate) tests of hypotheses on an unknown value of the parameter…