相关论文: Convergence of the empirical two-sample $U$-statis…

Superstatistics are superpositions of different statistics relevant for driven nonequilibrium systems with spatiotemporal inhomogeneities of an intensive variable (e.g., the inverse temperature). They contain Tsallis statistics as a special…

Let $\mathbf{B}_n=\mathbf {S}_n(\mathbf {S}_n+\alpha_n\mathbf {T}_N)^{-1}$, where $\mathbf {S}_n$ and $\mathbf {T}_N$ are two independent sample covariance matrices with dimension $p$ and sample sizes $n$ and $N$, respectively. This is the…

We present an extension of the ergodic, mixing, and Bernoulli levels of the ergodic hierarchy for statistical models on curved manifolds, making use of elements of the information geometry. This extension focuses on the notion of…

The literature on statistical learning for time series often assumes asymptotic independence or "mixing" of the data-generating process. These mixing assumptions are never tested, nor are there methods for estimating mixing coefficients…

To improve confounder adjustments, observational studies are often matched on potential confounders. While matched case-control studies are common and well covered in the literature, our focus here is on matched cohort studies, which are…

The beta distribution is the best-known distribution for modelling doubly-bounded data, \eg percentage data or probabilities. A new generalization of the beta distribution is proposed, which uses a cubic transformation of the beta random…

We study the Lp-integrated risk of some classical estimators of the density, when the observations are drawn from a strictly stationary sequence. The results apply to a large class of sequences, which can be non-mixing in the sense of…

A minimal requirement for simulating multi-scale systems is to reproduce the statistical behavior of the slow variables. In particular, a good numerical method should accurately aproximate the probability density function of the…

Testing the homogeneity between two samples of functional data is an important task. While this is feasible for intensely measured functional data, we explain why it is challenging for sparsely measured functional data and show what can be…

Data represented by probability measures arise as empirical distributions, posterior distributions, and feature-based representations of complex objects. We study heterogeneity in a population of probability measures through the expected…

We study the $\beta$ analogue of the nonintersecting Poisson random walks. We derive a stochastic differential equation of the Stieltjes transform of the empirical measure process, which can be viewed as a dynamical version of the…

In this work, we investigate weighted $\alpha$$\beta$-Statistical approximation properties of $q$-Durrmeyer-Stancu operators. Also, give some corrections in limit of $q$-Durrmeyer-Stancu operators defined in \cite{mishra2013short} and…

We use a Poisson point process approach to prove distributional convergence to a stable law for non square-integrable observables $\phi: [0,1]\to R$, mostly of the form $\phi (x) = d(x,x_0)^{-\frac{1}{\alpha}}$,$0<\alpha\le 2$, on…

Superstatistics generalizes Boltzmann statistics by assuming spatio-temporal fluctuations of the intensive variables. It has many applications in the analysis of experimental and simulated data. The fluctuation of the intensity variable is…

The superstatistics concept is a useful statistical method to describe inhomogeneous complex systems for which a system parameter $\beta$ fluctuates on a large spatio-temporal scale. In this paper we analyze a measured time series of wind…

Impulsive systems are a very flexible class of systems that can be used to represent switched and sampled-data systems. We propose to extend here the previously obtained results on deterministic impulsive systems to the stochastic setting.…

In this paper we discuss how the notion of subgeometric ergodicity in Markov chain theory can be exploited to study stationarity and ergodicity of nonlinear time series models. Subgeometric ergodicity means that the transition probability…

In this note we show that almost sure convergence to zero of symmetrized U-statistics indexed by a linear sector in Z^d_+ is equivalent to convergence along the diagonal of Z^d_+, as it is considered in Lata\la and Zinn [Ann. Probab. 28…

Statistical matching methods are widely used in the social and health sciences to estimate causal effects using observational data. Often the objective is to find comparable groups with similar covariate distributions in a dataset, with the…

Understanding the phase behavior of mixtures with many components is important in many contexts, including as a key step toward a physics-based description of intracellular compartmentalization. Here, we study the instabilities of a mixture…