相关论文: The complex behaviour of Galton rank order statist…

We prove for the contact process on $Z^d$, and many other graphs, that the upper invariant measure dominates a homogeneous product measure with large density if the infection rate $\lambda$ is sufficiently large. As a consequence, this…

A new first-principles statistical mechanics formulation is proposed to describe slow and dilated granular fluids, where prolonged intergranular contacts vitiate collision theory. The contacts, where all the important physics takes place,…

In this paper we study the asymptotics of linear regression in settings with non-Gaussian covariates where the covariates exhibit a linear dependency structure, departing from the standard assumption of independence. We model the covariates…

The long-time dynamics of the 1D contact process suddenly brought out of an uncorrelated initial state is studied through a light-cone transfer-matrix renormalisation group approach. At criticality, the system undergoes ageing which is…

Rank estimation is a classical model order selection problem that arises in a variety of important statistical signal and array processing systems, yet is addressed relatively infrequently in the extant literature. Here we present sample…

We establish a number of "concatenation theorems" that assert, roughly speaking, that if a function exhibits "polynomial" (or "Gowers anti-uniform", "uniformly almost periodic", or "nilsequence") behaviour in two different directions…

Uncovering genuine relationships between a response variable of interest and a large collection of covariates is a fundamental and practically important problem. In the context of Gaussian linear models, both the Bayesian and non-Bayesian…

The method of surrogate data provides a framework for testing observed data against a hierarchy of alternative hypotheses. The aim of applying this method is to exclude the possibility that the data are consistent with simple linear…

In this paper, we introduce a Gauss-Newton method for solving the complex phase retrieval problem. In contrast to the real-valued setting, the Gauss-Newton matrix for complex-valued signals is rank-deficient and, thus, non-invertible. To…

We study asymptotic behavior of Monte Carlo method. Local consistency is one of an ideal property of Monte Carlo method. However, it may fail to hold local consistency for several reason. In fact, in practice, it is more important to study…

In the supermarket model there are n queues, each with a unit rate server. Customers arrive in a Poisson process at rate \lambda n, where 0<\lambda <1. Each customer chooses d > 2 queues uniformly at random, and joins a shortest one. It is…

We treat the problem of testing independence between m continuous variables when m can be larger than the available sample size n. We consider three types of test statistics that are constructed as sums or sums of squares of pairwise rank…

Under the assumption that the initial population size of a Galton-Watson branching process increases to infinity, the paper studies asymptotic behavior of the population size before extinction. More specifically, we establish asymptotic…

The self-consistent expansion (SCE) is a powerful technique for obtaining perturbative solutions to problems in statistical physics but it suffers from a subtle problem - too much freedom! The SCE can be used to generate an enormous number…

We numerically estimate the leading asymptotic behavior of the length $L_{n}$ of the longest increasing subsequence of random walks with step increments following Student's $t$-distribution with parameter in the range $1/2 \leq \nu \leq 5$.…

In this paper we propose a class of weighted rank correlation coefficients extending the Spearman's rho. The proposed class constructed by giving suitable weights to the distance between two sets of ranks to place more emphasis on items…

We discuss a non-equilibrium statistical system on a graph or network. Identical particles are injected, interact with each other, traverse, and leave the graph in a stochastic manner described in terms of Poisson rates, possibly dependent…

Pearson's is the most common correlation statistic, used mainly in parametric settings. Most common among nonparametric correlation statistics are Spearman's and Kendall's. We show that for bivariate normal i.i.d. samples the pairwise…

We consider sparse random intersection graphs with the property that the clustering coefficient does not vanish as the number of nodes tends to infinity. We find explicit asymptotic expressions for the correlation coefficient of degrees of…

Consider continuous-time random walks on Cayley graphs where the rate assigned to each edge depends only on the corresponding generator. We show that the limiting speed is monotone increasing in the rates for infinite Cayley graphs that…