相关论文: On stationarity properties of generalized Hermite-…

We give an overview of basic methods that can be used for obtaining asymptotic expansions of integrals: Watson's lemma, Laplace's method, the saddle point method, and the method of stationary phase. Certain developments in the field of…

A functional limit theorem is established for the partial-sum process of a class of stationary sequences which exhibit both heavy tails and long-range dependence. The stationary sequence is constructed using multiple stochastic integrals…

The main purpose of this paper is to study and characterize the existing of general asymptotic regional gradient observer which observe the current gradient state of the original system in connection with gradient strategic sensors. Thus,…

Feature selection procedures for spatial point processes parametric intensity estimation have been recently developed since more and more applications involve a large number of covariates. In this paper, we investigate the setting where the…

The popular generalized additive model framework is extended to allow both the mean curves and the response distribution to be nonparametric. The approach is demonstrated to be a flexible yet parsimonious tool for data analysis in its own…

Many spatial processes exhibit nonstationary features. We estimate a variance function from a single process observation where the errors are nonstationary and correlated. We propose a difference-based approach for a one-dimensional…

New algorithms for construction of asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes with finite phase spaces are presented. These algorithms are based on a special technique of sequential…

This invited paper proposes and discusses several Bayesian attempts at nonparametric and semiparametric density estimation. The main categories of these ideas are as follows: 1) Build a nonparametric prior around a given parametric model.…

The second author had previously obtained explicit generating functions for moments of characteristic polynomials of permutation matrices (n points). In this paper, we generalize many aspects of this situation. We introduce random shifts of…

This paper introduces the generalized Hausman test as a novel method for detecting non-normality of the latent variable distribution of unidimensional Item Response Theory (IRT) models for binary data. The test utilizes the pairwise maximum…

This work is a continuation of [7]. We consider a continuous-time birth-and-death process in which the transition rates have an asymptotical power-law dependence upon the position of the process. We establish rough exponential asymptotic…

This paper studies the asymptotic behavior of several central objects in Dunkl theory as the dimension of the underlying space grows large. Our starting point is the observation that a recent result from the random matrix theory literature…

We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…

We consider the diffusion of independent particles experiencing random accelerations by a space- and time-dependent force as well as viscous damping. This model can exhibit several asymptotic behaviours, depending upon the limiting cases…

Integral transform method (Fourier or Laplace transform, etc) is more often effective to do the theoretical analysis for the stochastic processes. However, for the time-space coupled cases, e.g., L\'evy walk or nonlinear cases, integral…

We study the problem of nonparametric estimation of the linear multiplier function $\theta(t)$ for processes satisfying stochastic differential equations of the type $$dX_t=\theta(t) X_tdt+ \epsilon dZ^{q,H}_t, X_0=x_0, 0\leq t \leq T$$…

We study the dynamical features of Maggiore's generalised commutation relations. We focus on their generality and, in particular, their dependence on the Hamiltonian H. We derive the generalisation of the Planck's law for black body…

We consider a stationary and isotropic spatial point process, whose a realisation is observed within a large window. In order to predict its local intensity, we propose to define the first- and second-order characteristics of a random…

Non-Hermiticity gives rise to unique topological phases without Hermitian analogs. However, the effective field theory has yet to be established. Here, we develop a field-theoretical description of the intrinsic non-Hermitian topological…

The hierarchical Dirichlet process is a discrete random measure used as a prior in Bayesian nonparametrics and motivated by the study of groups of clustered data. We study the asymptotic behavior of the power sum symmetric polynomials for…