相关论文: Sample covariances of random-coefficient AR(1) pan…

This paper discusses fluctuations of linear spectral statistics of high-dimensional sample covariance matrices when the underlying population follows an elliptical distribution. Such population often possesses high order correlations among…

This paper considers estimating functional-coefficient models in panel quantile regression with individual effects, allowing the cross-sectional and temporal dependence for large panel observations. A latent group structure is imposed on…

We generalize the poissonian evolving random graph model of Bauer and Bernard to deal with arbitrary degree distributions. The motivation comes from biological networks, which are well-known to exhibit non poissonian degree distribution. A…

This paper derives several novel tests to improve on the t-test for testing AR(1) coefficients of panel time series, i.e., of multiple time series, when each has a small number of observations. These tests can determine the acceptance or…

We study the special case of $n\times n$ 1D Gaussian Hermitian random band matrices, when the covariance of the elements is determined by $J=(-W^2\triangle+1)^{-1}$. Assuming that the band width $W\ll \sqrt{n}$, we prove that the limit of…

For a random polynomial with standard normal coefficients, two cases of the K-level crossings have been considered by Farahmand. When the coefficients are independent, Farahmand was able to derive an asymptotic value for the expected number…

In this paper, the uniformly asymptotic normality for sample quantiles of associated random variables is investigated under some conditions on the decay of the covariances. We obtain the rate of normal approximation of order…

We introduce new method for generating correlated or uncorrelated Bernoulli random variables by using the binary expansion of a continuous random variable with support on the unit interval. We show that when this variable has a symmetric…

Motivated by a problem in learning theory, we are led to study the dominant eigenvalue of a class of random matrices. This turns out to be related to the roots of the derivative of random polynomials (generated by picking their roots…

Assume that X is a set of sample statistics which follow a special case Central Limit Theorem, namely: as the sample size n increases the corresponding distribution becomes multivariate Normal with the mean (of each X) equal to zero and…

We study the random binary contingency tables with non-uniform margin. More precisely, for parameters $n,\delta,B,C$, we consider $X=(X_{ij})$ with $X_{ij}\in \lbrace 0,1\rbrace$, the random binary contingency tables whose first…

We establish central and non-central limit theorems for sequences of functionals of the Gaussian output of an infinitely-wide random neural network on the d-dimensional sphere . We show that the asymptotic behaviour of these functionals as…

The change-plane Cox model is a popular tool for the subgroup analysis of survival data. Despite the rich literature on this model, there has been limited investigation into the asymptotic properties of the estimators of the…

The results in this paper provide new information on asymptotic properties of classical models: the neutral Kingman coalescent under a general finite-alleles, parent-dependent mutation mechanism, and its generalisation, the ancestral…

In this paper, we compare two numerical methods for approximating the probability that the sum of dependent regularly varying random variables exceeds a high threshold under Archimedean copula models. The first method is based on…

The evolution of random undirected graphs by the clustering attachment (CA) both without node and edge deletion and with uniform node or edge deletion is investigated. Theoretical results are obtained for the CA without node and edge…

Controlled experiments are widely used in many applications to investigate the causal relationship between input factors and experimental outcomes. A completely randomized design is usually used to randomly assign treatment levels to…

We study a new random matrix ensemble $X$ which is constructed by an application of a two dimensional linear filter to a matrix of iid random variables with infinite fourth moments. Our result gives asymptotic lower and upper bounds for the…

We give the cumulative distribution function of $M_n$, the maximum of a sequence of $n$ observations from an ARMA(1, 1) process. Solutions are first given in terms of repeated integrals and then for the case, where the underlying random…

The emergence of clustering and coarsening in crowded ensembles of self-propelled agents is studied using a lattice model in one-dimension. The persistent exclusion process, where particles move at directions that change randomly at a low…