相关论文: Asymptotic formula for a partition function of rev…
In this paper, we study the asymptotic behaviour of plane partitions distributed according to a $q^{\text{Volume}}$-weighted Muttalib--Borodin ensemble and its associated discrete point process. We establish a Large Deviation Principle for…
M-estimation, aka empirical risk minimization, is at the heart of statistics and machine learning: Classification, regression, location estimation, etc. Asymptotic theory is well understood when the loss satisfies some smoothness…
The asymptotics of a singularly perturbed problem is constructed. describing the transport of a polydisperse impurity in the atmosphere, taking into account the processes of precipitation and wind pick-up, as well as the processes of…
We provide a general theorem on the asymptotic behavior of stochastic processes that conform to a relaxed supermartingale condition. The distinguishing feature of our result is that it provides quantitative convergence guarantees at a much…
We derive a central limit theorem for sums of a function of independent sums of independent and identically distributed random variables. In particular we show that previously known result from Rempa\la and Weso\lowski (Statist. Probab.…
The number partitioning problem can be interpreted physically in terms of a thermally isolated non-interacting Bose gas trapped in a one-dimensional harmonic oscillator potential. We exploit this analogy to characterize, by means of a…
We consider a continuous-time simple symmetric random walk on the integer lattice $\mathbb{Z}^d$ in dimension $d \geq 3$, subject to a random potential given by a field of two-sided Wiener processes. In the high-temperature regime, we prove…
The paper establishes the central limit theorems and proposes how to perform valid inference in factor models. We consider a setting where many counties/regions/assets are observed for many time periods, and when estimation of a global…
We establish formulas for the constant factor in several asymptotic estimates related to the distribution of integer and polynomial divisors. The formulas are then used to approximate these factors numerically.
This paper reports on a new algorithm to compute the asymptotic solutions of a linear differential system. A feature of the algorithm is the ability to accommodate periodic coefficients.
We consider maximum likelihood estimation with data from a bivariate Gaussian process with a separable exponential covariance model under fixed domain asymptotic. We first characterize the equivalence of Gaussian measures under this model.…
The paper considers estimates for the asymptotics of summation functions of bounded multiplicative arithmetic functions. Several assertions on this subject are proved and examples are considered.
We define the group-lasso estimator for the natural parameters of the exponential families of distributions representing hierarchical log-linear models under multinomial sampling scheme. Such estimator arises as the solution of a convex…
We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…
We consider the semi-parametric estimation of a scale parameter of a one-dimensional Gaussian process with known smoothness. We suggest an estimator based on quadratic variations and on the moment method. We provide asymptotic…
In a recent paper, Bacher and de la Harpe study the conjugacy growth series of finitary permutation groups. In the course of studying the coefficients of a series related to the finitary alternating group, they introduce generalized…
Probabilistic graphical models are a key tool in machine learning applications. Computing the partition function, i.e., normalizing constant, is a fundamental task of statistical inference but it is generally computationally intractable,…
We investigate a simple velocity jump process in the regime of large deviation asymptotics. New velocities are taken randomly at a constant, large, rate from a Gaussian distribution with vanishing variance. The Kolmogorov forward equation…
We consider an estimation problem of expected functionals of a general random element that values in a metric space. If the functional forms an explicit function of some unknown parameters, we can estimate it by plugging-in a suitable…
Inspired by the works of Dewar, Murty and Kot\v{e}\v{s}ovec, we establish some useful theorems for asymptotic formulas. As an application, we obtain asymptotic formulas for the numbers of skew plane partitions and cylindric partitions. We…