相关论文: Asymptotic normality of the $L_k$-error of the Gre…

For the perimeter length $L_n$ and the area $A_n$ of the convex hull of the first $n$ steps of a planar random walk, this thesis study $n \to \infty$ mean and variance asymptotics and establish distributional limits. The results apply to…

We consider the problem of discriminating between two different states of a finite quantum system in the setting of large numbers of copies, and find a closed form expression for the asymptotic exponential rate at which the specified error…

This paper studies estimation of and inference on a distribution function $F$ that is concave on the nonnegative half line and admits a density function $f$ with potentially unbounded support. When $F$ is strictly concave, we show that the…

The L_2-discrepancy measures the irregularity of the distribution of a finite point set. In this note we prove lower bounds for the L_2 discrepancy of arbitrary N-point sets. Our main focus is on the two-dimensional case. Asymptotic upper…

We study the local asymptotic normality (LAN) property for the likelihood function associated with discretely observed $d$-dimensional McKean-Vlasov stochastic differential equations over a fixed time interval. The model involves a joint…

In this paper, we propose an estimator of the generalized maximum mean discrepancy between several distributions, constructed by modifying a naive estimator. Asymptotic normality is obtained for this estimator both under equality of these…

When the memory parameter of the elephant random walk is above a critical threshold, the process becomes superdiffusive and, once suitably normalised, converges to a non-Gaussian random variable. In a recent paper by the three first…

A Bernoulli Gibbsian line ensemble $\mathfrak{L} = (L_1, \dots, L_N)$ is the law of the trajectories of $N-1$ independent Bernoulli random walkers $L_1, \dots, L_{N-1}$ with possibly random initial and terminal locations that are…

Let $(X_k)_{k\geq1}$ be a Gaussian long-range dependent process with $EX_1=0$, $EX_1^2=1$ and covariance function $r(k)=k^{-D}L(k)$. For any measurable function $G$ let $(Y_k)_{k\geq1}=(G(X_k))_{k\geq1}$. We study the asymptotic behaviour…

We study the asymptotic properties of nearest-neighbor random walks in 1d random environment under the influence of an external field of intensity $\lambda\in\mathbb{R}$. For ergodic shift-invariant environments, we show that the limiting…

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…

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…

We study the asymptotic behaviour of different statistics for time series exhibiting long memory and nonstationarity. For processes with memory parameter $d\in(-1/2,3/2)$, we derive the joint limiting distribution of discrete Fourier…

We study the asymptotic behavior of the Maximum Likelihood and Least Squares Estimators of a $k$-monotone density $g_0$ at a fixed point $x_0$ when $k>2$. We find that the $j$th derivative of the estimators at $x_0$ converges at the rate…

The asymptotic normality of the maximum likelihood estimator (MLE) under regularity conditions is a cornerstone of statistical theory. In this paper, we give explicit upper bounds on the distributional distance between the distribution of…

Let $T$ be the Koopman operator of a measure preserving transformation $\theta$ of a probability space $(X,\Sigma,\mu)$. We study the convergence properties of the averages $M_nf:=\frac1n\sum_{k=0}^{n-1}T^kf$ when $f \in L^r(\mu)$, $0<r<1$.…

In this paper we provide an asymptotic theory for the symmetric version of the Kullback--Leibler (KL) divergence. We define a estimator for this divergence and study its asymptotic properties. In particular, we prove Law of Large Numbers…

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,…

We study the asymptotic properties of parameter estimation and predictive inference under the exchangeable Gibbs partition, characterized by a discount parameter $\alpha\in(0,1)$ and a triangular array $v_{n,k}$ satisfying a backward…

It is well known that, under standard regularity conditions, the maximum likelihood estimator (MLE) satisfies a central limit theorem and converges in distribution to a Gaussian random variable as the sample size grows. This paper…