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In this work, we study convergence in probability and almost sure convergence for weighted partial sums of random variables that are related to the class of generalized Oppenheim expansions. It is worth noting that the random variables…

概率论 · 数学 2022-07-21 Rita Giuliano , Milto Hadjikyriakou

In this work we investigate the asymptotic behaviour of weighted partial sums of a particular class of random variables related to Oppenheim series expansions. More precisely, we verify convergence in probability as well as almost sure…

概率论 · 数学 2020-04-08 Rita Giuliano , Milto Hadjikyriakou

In this paper, we study the asymptotic behaviors of the extreme of mixed skew-t distribution. We considered limits on distribution and density of maximum of mixed skew-t distribution under linear and power normalization, and further derived…

统计理论 · 数学 2016-06-13 Jingyao Hou , Xin Liao , Zuoxiang Peng

We use point processes theory to describe the asymptotic distribution of all upper order statistics for observations collected at renewal times. As a corollary, we obtain limiting theorems for corresponding extremal processes.

概率论 · 数学 2016-08-08 Bojan Basrak , Drago Špoljarić

It is well known that the distribution of extreme values of strictly stationary sequences differ from those of independent and identically distributed sequences in that extremal clustering may occur. Here we consider non-stationary but…

统计理论 · 数学 2021-04-23 Graeme Auld , Ioannis Papastathopoulos

The purpose of this article is to present a general method to find limiting laws for some renormalized statistics on random permutations. The model considered here is Ewens sampling model, which generalizes uniform random permutations. We…

概率论 · 数学 2013-10-28 Valentin Féray

Regularly varying stochastic processes are able to model extremal dependence between process values at locations in random fields. We investigate the empirical extremogram as an estimator of dependence in the extremes. We provide conditions…

统计理论 · 数学 2017-04-11 Sven Buhl , Claudia Klüppelberg

In this paper, we investigated the effect on extreme of random replacing for a stationary sequence satisfying a type of long dependent condition and a local dependent condition, and derived the joint asymptotic distribution of maximum from…

概率论 · 数学 2023-06-26 Yuwei Li , Zhongquan Tan

The asymptotic results that underlie applications of extreme random fields often assume that the variables are located on a regular discrete grid, identified with $\mathbb{Z}^2$, and that they satisfy stationarity and isotropy conditions.…

概率论 · 数学 2015-09-03 Helena Ferreira , Luísa Pereira , Ana Paula Martins

The work of this paper is devoted to obtaining strong laws for intermediately trimmed sums of random variables with infinite means. Particularly, we provide conditions under which the intermediately trimmed sums of independent but not…

概率论 · 数学 2023-10-03 Rita Giuliano , Milto Hadjikyriakou

Let $\mathbf{X}(n) \in \mathbb{R}^d$ be a sequence of random vectors, where $n\in\mathbb{N}$ and $d = d(n)$. Under certain weakly dependence conditions, we prove that the distribution of the maximal component of $\mathbf{X}$ and the…

概率论 · 数学 2025-04-22 Mikhail Isaev , Igor Rodionov , Rui-Ray Zhang , Maksim Zhukovskii

We determine the joint limiting distribution of adjacent spacings around a central, intermediate, or an extreme order statistic $X_{k:n}$ of a random sample of size $n$ from a continuous distribution $F$. For central and intermediate cases,…

统计理论 · 数学 2017-02-21 H. N. Nagaraja , Karthik Bharath , Fangyuan Zhang

We consider the preferential attachment model. This is a growing random graph such that at each step a new vertex is added and forms $m$ connections. The neighbors of the new vertex are chosen at random with probability proportional to…

概率论 · 数学 2024-04-11 Simone Baldassarri , Gianmarco Bet

We discuss sufficient conditions that guarantee the existence of asymptotic expansions for the Central Limit Theorem for weakly dependent random variables including observations arising from sufficiently chaotic dynamical systems like…

概率论 · 数学 2021-04-06 Kasun Fernando , Carlangelo Liverani

We consider point process convergence for sequences of iid random walks. The objective is to derive asymptotic theory for the largest extremes of these random walks. We show convergence of the maximum random walk to the Gumbel or the…

概率论 · 数学 2020-11-10 Thomas Mikosch , Jorge Yslas

This paper considers the asymptotic behaviour of volumes of excursion sets of subordinated Gaussian random fields with (possibly) infinite variance. Actually, we consider integral functionals of such fields and obtain their limiting…

概率论 · 数学 2021-04-30 Vitalii Makogin , Evgeny Spodarev

We study the evolution of the susceptibility in the subcritical random graph $G(n,p)$ as $n$ tends to infinity. We obtain precise asymptotics of its expectation and variance, and show it obeys a law of large numbers. We also prove that the…

概率论 · 数学 2009-11-13 Svante Janson , Malwina J. Luczak

We introduce the extremal range, a local statistic for studying the spatial extent of extreme events in random fields on $\mathbb{R}^d$. Conditioned on exceedance of a high threshold at a location $s$, the extremal range at $s$ is the…

统计理论 · 数学 2024-11-06 Ryan Cotsakis , Elena Di Bernardino , Thomas Opitz

A sum of observations derived by a simple random sampling design from a population of independent random variables is studied. A procedure finding a general term of Edgeworth asymptotic expansion is presented. The Lindeberg condition of…

统计理论 · 数学 2013-12-12 Ibrahim Bin Mohamed , Sherzod M. Mirakhmedov

We develop a new method for studying the asymptotics of symmetric polynomials of representation-theoretic origin as the number of variables tends to infinity. Several applications of our method are presented: We prove a number of theorems…

表示论 · 数学 2015-12-22 Vadim Gorin , Greta Panova
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