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

Motivated by certain problems of statistical physics we consider a stationary stochastic process in which deterministic evolution is interrupted at random times by upward jumps of a fixed size. If the evolution consists of linear decay, the…

The classical theory of rank-based inference is entirely based either on ordinary ranks, which do not allow for considering location (intercept) parameters, or on signed ranks, which require an assumption of symmetry. If the median, in the…

In this paper, we study the asymptotic relation between the first crossing point and the last exit time for Gaussian order statistics which are generated by stationary weakly and strongly dependent Gaussian sequences. It is shown that the…

We suggest novel correlation coefficients which equal the maximum correlation for a class of bivariate Lancaster distributions while being only slightly smaller than maximum correlation for a variety of further bivariate distributions. In…

We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…

The collective behaviour of statistical systems close to critical points is characterized by an extremely slow dynamics which, in the thermodynamic limit, eventually prevents them from relaxing to an equilibrium state after a change in the…

Many ant species employ distributed population density estimation in applications ranging from quorum sensing [Pra05], to task allocation [Gor99], to appraisal of enemy colony strength [Ada90]. It has been shown that ants estimate density…

It is natural to expect that nonbacktracking random walk will mix faster than simple random walks, but so far this has only been proved in regular graphs. To analyze typical irregular graphs, let $G$ be a random graph on $n$ vertices with…

For a subcritical Galton-Watson process $(\zeta_n)$, it is well known that under an $X \log X$ condition, the quotient $P(\zeta_n > 0)/ E\zeta_n$ has a finite positive limit. There is an analogous result for a (one-dimensional)…

A Peskun ordering between two samplers, implying a dominance of one over the other, is known among the Markov chain Monte Carlo community for being a remarkably strong result. It is however also known for being a result that is notably…

We study randomly stopped sums via their asymptotic scales. First, finiteness of moments is considered. To generalise this study, asymptotic scales applicable to the class of all heavy-tailed random variables are used. The stopping is…

This paper introduces a simple measure of a concordance pattern among observed outcomes along a network, i.e., the pattern in which adjacent outcomes tend to be more strongly correlated than non-adjacent outcomes. The graph concordance…

We present numerical results on a complex dynamical model for the aggregation of many individual rankings of S alternatives by the pairwise majority rule under a deliberative scenario. Agents are assumed to interact when the Kemeny distance…

We consider the problem of finding, for a given quadratic measure of non-uniformity of a set of $N$ points (such as $L_2$ star-discrepancy or diaphony), the asymptotic distribution of this discrepancy for truly random points in the limit…

This paper is devoted to the study of the asymptotic behavior of solutions to multi-order fractional cooperative systems. First, we demonstrate the boundedness of solutions to fractional-order systems under certain conditions imposed on the…

In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…

A central question in random matrix theory is universality. When an emergent phenomena is observed from a large collection of chosen random variables it is natural to ask if this behavior is specific to the chosen random variable or if the…

We consider the asymptotic distribution of a cell in a 2 x ... x 2 contingency table as the fixed marginal totals tend to infinity. The asymptotic order of the cell variance is derived and a useful diagnostic is given for determining…

Spatial separation is often included in models of ethnic divergence but it has also been realised that urban subcultures can, and frequently do, emerge in sympatry. Previous research tended to attribute this phenomenon to the human tendency…

The paper studies the asymptotic behaviour of weighted functionals of long-range dependent data over increasing observation windows. Various important statistics, including sample means, high order moments, occupation measures can be given…