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The paper presents improved mathematical models and methods for statistical regularities in the behavior of some important characteristics of precipitation: duration of a wet period, maximum daily and total precipitation volumes within a…

统计理论 · 数学 2019-02-01 Victor Korolev , Andrey Gorshenin

We consider a linear mixed-effects model with a clustered structure, where the parameters are estimated using maximum likelihood (ML) based on possibly unbalanced data. Inference with this model is typically done based on asymptotic theory,…

统计理论 · 数学 2021-03-30 Chih-Hao Chang , Hsin-Cheng Huang , Ching-Kang Ing

We use generalised Zeckendorf representations of natural numbers to investigate mixing properties of symbolic dynamical systems. The systems we consider consist of bi-infinite sequences associated with so-called random substitutions. We…

动力系统 · 数学 2019-12-04 Neil Manibo , Eden Miro , Dan Rust , Gwendolyn S. Tadeo

The classic central limit theorem and $\alpha$-stable distributions play a key role in probability theory, and also in Boltzmann-Gibbs (BG) statistical mechanics. They both concern the paradigmatic case of probabilistic independence of the…

统计力学 · 物理学 2008-05-04 Sabir Umarov , Constantino Tsallis , Murray Gell-Mann , Stanly Steinberg

We present a simple extension of Lindeberg's argument for the Central Limit Theorem to get a general invariance result. We apply the technique to prove results from random matrix theory, spin glasses, and maxima of random fields.

概率论 · 数学 2007-05-23 Sourav Chatterjee

This paper examines the statistical properties of a distributional form that arises from pooled testing for the prevalence of a binary outcome. Our base distribution is a two-parameter distribution using a prevalence and excess intensity…

统计方法学 · 统计学 2021-08-11 Ben O'Neill , Angus McLure

We obtain an asymptotic normality result that reveals the precise asymptotic behavior of the maximum likelihood estimators of parameters for a very general class of linear mixed models containing cross random effects. In achieving the…

统计理论 · 数学 2026-02-10 Jiming Jiang , Matt P. Wand , Swarnadip Ghosh

We derive convenient uniform concentration bounds and finite sample multivariate normal approximation results for quadratic forms, then describe some applications involving variance components estimation in linear random-effects models.…

统计理论 · 数学 2015-09-16 Lee H. Dicker , Murat A. Erdogdu

In the present article, real number representations, that are generalizations of classical positive and alternating representations of numbers, are introduced and investigated. The main metric relation, properties of cylinder sets are…

数论 · 数学 2021-01-05 Symon Serbenyuk

We give the distribution functions, the expected values, and the moments of linear combinations of lattice polynomials from the uniform distribution. Linear combinations of lattice polynomials, which include weighted sums, linear…

概率论 · 数学 2008-05-05 Jean-Luc Marichal , Ivan Kojadinovic

In this paper we develop tools for studying limit theorems by means of convexity. We establish bounds for the discrepancy in total variation between probability measures $\mu$ and $\nu$ such that $\nu$ is log-concave with respect to $\mu$.…

概率论 · 数学 2022-10-24 Arturo Jaramillo , James Melbourne

Power-law distributions are typical macroscopic features occurring in almost all complex systems observable in nature. As a result, researchers in quantitative analyses must often generate random synthetic variates obeying power-law…

物理与社会 · 物理学 2014-11-11 Filippo Radicchi

Limit theorems for a random number of independent random variables are frequently called transfer theorems. Investigations into this direction for sums of random variables with independent random sample size have been originated by…

概率论 · 数学 2016-03-14 Peter Kern

We introduce a new model for sums of exchangeable binary random variables. The proposed distribution is an approximation to the exact distributional form, and relies on the theory of completely monotone functions and the Laplace transform…

统计方法学 · 统计学 2020-11-18 Ryan Elmore

Frequentists' inference often delivers point estimators associated with confidence intervals or sets for parameters of interest. Constructing the confidence intervals or sets requires understanding the sampling distributions of the point…

统计理论 · 数学 2016-10-18 Xinran Li , Peng Ding

This paper develops new limit theory for data that are generated by networks or more generally display cross-sectional dependence structures that are governed by observable and unobservable characteristics. Strategic network formation…

概率论 · 数学 2019-08-08 Guido M. Kuersteiner

We study the distribution of the occurrence of rare patterns in sufficiently mixing Gibbs random fields on the lattice $\mathbb{Z}^d$, $d\geq 2$. A typical example is the high temperature Ising model. This distribution is shown to converge…

概率论 · 数学 2009-11-10 M. Abadi , J. -R. Chazottes , F. Redig , E. Verbitskiy

We consider finite iterated generalized harmonic sums weighted by the binomial $\binom{2k}{k}$ in numerators and denominators. A large class of these functions emerges in the calculation of massive Feynman diagrams with local operator…

高能物理 - 理论 · 物理学 2015-06-22 J. Ablinger , J. Blümlein , C. G. Raab , C. Schneider

This paper explores various distributional aspects of random variables defined as the ratio of two independent positive random variables where one variable has an $\alpha$-stable law, for $0<\alpha<1$, and the other variable has the law…

概率论 · 数学 2010-10-22 Lancelot F. James

The large-sample properties of likelihood-based statistical inference under mixture models have received much attention from statisticians. Although the consistency of the nonparametric MLE is regarded as a standard conclusion, many…

统计理论 · 数学 2016-07-06 Jiahua Chen
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