相关论文: Characterization of random variables with stationa…

Let $X(t,\omega),$ $t \in \textit{R}$ be a symmetric stable process with index $\alpha \in (1,2]$ and $a_n$ be the Fourier-Jacobi coefficients of $f \in L^p,$ where $p \geq \alpha.$ For $\gamma, \delta> 0,$ $t \in [-1,1],$ define…

Present work contains a method to obtain Jackson and Stechkin type inequalities of approximation by integral functions of finite degree (IFFD) in some variable exponent Lebesgue space of real functions defined on $\boldsymbol{R}:=\left(…

We provide an empirical process theory for locally stationary processes over nonsmooth function classes. An important novelty over other approaches is the use of the flexible functional dependence measure to quantify dependence. A…

Simulation-based inference methods that feature correct conditional coverage of confidence sets based on observations that have been compressed to a scalar test statistic require accurate modeling of either the p-value function or the…

We prove that if a rectangular matrix with uniformly small entries and approximately orthogonal rows is applied to the independent standardized random variables with uniformly bounded third moments, then the empirical CDF of the resulting…

In mathematical finance and other applications of stochastic processes, it is frequently the case that the characteristic function may be known but explicit forms for density functions are not available. The simulation of any distribution…

Let $X_1, \ldots, X_n$ be independent non-negative random variables with cumulative distribution functions $F_1,F_2,\ldots,F_n$, each satisfying certain (rather mild) conditions. We show that the median of $k$-th smallest order statistic of…

Fractional moments have been investigated by many authors to represent the density of univariate and bivariate random variables in different contexts. Fractional moments are indeed important when the density of the random variable has…

Consider a random sample $X_1 , X_2 , ..., X_n$ drawn independently and identically distributed from some known sampling distribution $P_X$. Let $X_{(1)} \le X_{(2)} \le ... \le X_{(n)}$ represent the order statistics of the sample. The…

We consider nonparametric estimation of the mean and covariance functions for functional/longitudinal data. Strong uniform convergence rates are developed for estimators that are local-linear smoothers. Our results are obtained in a unified…

We report a detailed and systematic study of wave propagation through a stochastic absorbing random medium. Stochastic absorption is modeled by introducing an attenuation constant per unit length $\alpha$ in the free propagation region of…

The joint statistics of partial sums of ordered random variables (RVs) are often needed for the accurate performance characterization of a wide variety of wireless communication systems. A unified analytical framework to determine the joint…

The set of infinite-dimensional, symmetric stable tail dependence functions associated with exchangeable max-stable sequences of random variables with unit Fr\'echet margins is shown to be a simplex. Except for a single element, the…

A quantile is defined as a value below which random draws from a given distribution falls with a given probability. In a centralized setting where the cumulative distribution function (CDF) is unknown, the empirical CDF (ECDF) can be used…

This article is an exposition of recent results and methods on the prevalence of normal numbers in the support of self-similar measures on the line. We also provide an essentially self-contained proof of a recent Theorem that the Rajchman…

Fix an irrational number $\alpha$. Let $X_1,X_2,\cdots$ be independent, identically distributed, integer-valued random variables with characteristic function $\varphi$, and let $S_n=\sum_{i=1}^n X_i$ be the partial sums. Consider the random…

We present necessary and sufficient conditions on systems of random variables for them to possess a lacunary subsystem equivalent in distribution to the Rademacher system on the segment [0,1]. In particular, every uniformly bounded…

This paper presents the probability distribution function (p.d.f.) and cumulative distribution function (c.d.f.) of the weighted sum of central independent chi-squared random variables with non-zero weighs based on a method using moment…

Let $(X_1,\ldots,X_n)$ be an i.i.d. sequence of random variables in $\mathbb{R}^d$, $d\geq 1$. We show that, for any function $\varphi :\mathbb{R}^d\rightarrow\mathbb{R}$, under regularity conditions, \[n^…

In piecewise-deterministic Markov processes (PDMPs) the state of a finite-dimensional system evolves continuously, but the evolutive equation may change randomly as a result of discrete switches. A running cost is integrated along the…