发布求助
文献互助 智能选刊 最新文献

Alea-Latin American Journal of Probability and Mathematical Statistics最新文献

筛选
英文 中文
Asymptotic formula for the conjunction probability of smooth stationary Gaussian fields 光滑平稳高斯场的结合概率的渐近公式
IF 0.7 4区 数学
Alea-Latin American Journal of Probability and Mathematical Statistics Pub Date : 2023-01-01 DOI: 10.30757/alea.v20-29
Viet-Hung Pham
{"title":"Asymptotic formula for the conjunction probability of smooth stationary Gaussian fields","authors":"Viet-Hung Pham","doi":"10.30757/alea.v20-29","DOIUrl":"https://doi.org/10.30757/alea.v20-29","url":null,"abstract":". Let { X i ( t ) : t ∈ S ⊂ R d } i =1 , 2 ,...,n be independent copies of a stationary centered Gaussian field with almost surely smooth sample paths. In this paper, we are interested in the conjunction probability defined as P ( ∃ t ∈ S : X i ( t ) ≥ u, ∀ i = 1 , 2 , . . . , n ) for a given threshold level u . As u → ∞ , we will provide an asymptotic formula for the conjunction probability. This asymptotic formula is derived from the behaviour of the volume of the set of local maximum points. The proof relies on a result of Azaïs and Wschebor (2014) describing the shape of the excursion set of a stationary centered Gaussian field. Our result partially confirms the validity of the Euler characteristic method.","PeriodicalId":49244,"journal":{"name":"Alea-Latin American Journal of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69591775","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Ordered exponential random walks 有序指数随机漫步
4区 数学
Alea-Latin American Journal of Probability and Mathematical Statistics Pub Date : 2023-01-01 DOI: 10.30757/alea.v20-45
Denis Denisov, Will FitzGerald
{"title":"Ordered exponential random walks","authors":"Denis Denisov, Will FitzGerald","doi":"10.30757/alea.v20-45","DOIUrl":"https://doi.org/10.30757/alea.v20-45","url":null,"abstract":"We study a $d$-dimensional random walk with exponentially distributed increments conditioned so that the components stay ordered (in the sense of Doob). We find explicitly a positive harmonic function $h$ for the killed process and then construct an ordered process using Doob's $h$-transform. Since these random walks are not nearest-neighbour, the harmonic function is not the Vandermonde determinant. The ordered process is related to the departure process of M/M/1 queues in tandem. We find asymptotics for the tail probabilities of the time until the components in exponential random walks become disordered and a local limit theorem. We find the distribution of the processes of smallest and largest particles as Fredholm determinants.","PeriodicalId":49244,"journal":{"name":"Alea-Latin American Journal of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135843074","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Sojourn times of Gaussian and related random fields 高斯及相关随机场的逗留时间
IF 0.7 4区 数学
Alea-Latin American Journal of Probability and Mathematical Statistics Pub Date : 2023-01-01 DOI: 10.30757/alea.v20-10
K. Dȩbicki, E. Hashorva, Peng Liu, Z. Michna
{"title":"Sojourn times of Gaussian and related random fields","authors":"K. Dȩbicki, E. Hashorva, Peng Liu, Z. Michna","doi":"10.30757/alea.v20-10","DOIUrl":"https://doi.org/10.30757/alea.v20-10","url":null,"abstract":". This paper is concerned with the asymptotic analysis of sojourn times of random fields with continuous sample paths. Under a very general framework we show that there is an interesting relationship between tail asymptotics of sojourn times and that of supremum. Moreover, we establish the uniform double-sum method to derive the tail asymptotics of sojourn times. In the literature, based on the pioneering research of S. Berman the sojourn times have been utilised to derive the tail asymptotics of supremum of Gaussian processes. In this paper we show that the opposite direction is even more fruitful, namely knowing the asymptotics of supremum of random processes and fields (in particular Gaussian) it is possible to establish the asymptotics of their sojourn times. We illustrate our findings considering i) two dimensional Gaussian random fields, ii) chi-process generated by stationary Gaussian processes and iii) stationary Gaussian queueing processes.","PeriodicalId":49244,"journal":{"name":"Alea-Latin American Journal of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69591630","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Noise sensitivity of random walks on groups 随机漫步对群体的噪声敏感性
4区 数学
Alea-Latin American Journal of Probability and Mathematical Statistics Pub Date : 2023-01-01 DOI: 10.30757/alea.v20-42
Itaï Benjamini, Jérémie Brieussel
{"title":"Noise sensitivity of random walks on groups","authors":"Itaï Benjamini, Jérémie Brieussel","doi":"10.30757/alea.v20-42","DOIUrl":"https://doi.org/10.30757/alea.v20-42","url":null,"abstract":"A random walk on a group is noise sensitive if resampling every step independantly with a small probability results in an almost independant output. We precisely define two notions: $ell^1$-noise sensitivity and entropy noise sensitivity. Groups with one of these properties are necessarily Liouville. Homomorphisms to free abelian groups provide an obstruction to $ell^1$-noise sensitivity. We also provide examples of $ell^1$ and entropy noise sensitive random walks. ","PeriodicalId":49244,"journal":{"name":"Alea-Latin American Journal of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135181363","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Joint functional convergence of partial sums and maxima for moving averages with weakly dependent heavy-tailed innovations and random coefficients 弱相关重尾创新和随机系数移动平均的部分和和最大值的联合泛函收敛性
4区 数学
Alea-Latin American Journal of Probability and Mathematical Statistics Pub Date : 2023-01-01 DOI: 10.30757/alea.v20-46
Danijel Krizmanić
{"title":"Joint functional convergence of partial sums and maxima for moving averages with weakly dependent heavy-tailed innovations and random coefficients","authors":"Danijel Krizmanić","doi":"10.30757/alea.v20-46","DOIUrl":"https://doi.org/10.30757/alea.v20-46","url":null,"abstract":"For moving average processes with random coefficients and heavy-tailed innovations that are weakly dependent in the sense of strong mixing and local dependence condition $D'$ we study joint functional convergence of partial sums and maxima. Under the assumption that all partial sums of the series of coefficients are a.s. bounded between zero and the sum of the series we derive a functional limit theorem in the space of $mathbb{R}^{2}$-valued c`{a}dl`{a}g functions on $[0, 1]$ with the Skorokhod weak $M_{2}$ topology.","PeriodicalId":49244,"journal":{"name":"Alea-Latin American Journal of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135843449","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Characterizations of multivariate distributions with limited memory revisited: An analytical approach 重新考察有限内存的多变量分布特征:一种分析方法
IF 0.7 4区 数学
Alea-Latin American Journal of Probability and Mathematical Statistics Pub Date : 2023-01-01 DOI: 10.30757/alea.v20-39
Natalia Shenkman
{"title":"Characterizations of multivariate distributions with limited memory revisited: An analytical approach","authors":"Natalia Shenkman","doi":"10.30757/alea.v20-39","DOIUrl":"https://doi.org/10.30757/alea.v20-39","url":null,"abstract":". Alternative proofs of the characterizations of the wide-sense geometric and of the Marshall-Olkin exponential distributions via monotone set functions are provided. In contrast to the ones presented in Shenkman (2017), which rely on the generative constructions of Arnold (1975) or Marshall and Olkin (1967) to establish that certain functions equipped with monotone parameters are proper survival functions, we aim herein to check that these candidates satisfy a set of well known necessary and sufficient analytical conditions. The major difficulty in such an approach consists in verifying that they do not infringe any of the so-called rectangle inequalities. Fortunately, a factorization shows that compliance is guaranteed as long as a finite number of very specific “basis” rectangle inequalities are not violated: a condition which is, by the very definition of the monotone parameters, trivially met.","PeriodicalId":49244,"journal":{"name":"Alea-Latin American Journal of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69591375","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Seed bank Cannings graphs: How dormancy smoothes random genetic drift 种子库罐头图:休眠如何平滑随机遗传漂变
4区 数学
Alea-Latin American Journal of Probability and Mathematical Statistics Pub Date : 2023-01-01 DOI: 10.30757/alea.v20-43
Adrián González Casanova, Lizbeth Peñaloza, Arno Siri-Jégousse
{"title":"Seed bank Cannings graphs: How dormancy smoothes random genetic drift","authors":"Adrián González Casanova, Lizbeth Peñaloza, Arno Siri-Jégousse","doi":"10.30757/alea.v20-43","DOIUrl":"https://doi.org/10.30757/alea.v20-43","url":null,"abstract":"In this article, we introduce a random (directed) graph model for the simultaneous forwards and backwards description of a rather broad class of Cannings models with a seed bank mechanism. This provides a simple tool to establish a sampling duality in the finite population size, and obtain a path-wise embedding of the forward frequency process and the backward ancestral process. Further, it allows the derivation of limit theorems that generalize celebrated results by M\"ohle to models with seed banks, and where it can be seen how the effect of seed banks affects the genealogies. The explicit graphical construction is a new tool to understand the subtle interplay of seed banks, reproduction and genetic drift in population genetics.","PeriodicalId":49244,"journal":{"name":"Alea-Latin American Journal of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135843453","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Quantitative Multidimensional Central Limit Theorems for Means of the Dirichlet-Ferguson Measure Dirichlet-Ferguson测度均值的定量多维中心极限定理
IF 0.7 4区 数学
Alea-Latin American Journal of Probability and Mathematical Statistics Pub Date : 2023-01-01 DOI: 10.30757/alea.v20-30
G. Torrisi
{"title":"Quantitative Multidimensional Central Limit Theorems for Means of the Dirichlet-Ferguson Measure","authors":"G. Torrisi","doi":"10.30757/alea.v20-30","DOIUrl":"https://doi.org/10.30757/alea.v20-30","url":null,"abstract":". The Dirichlet-Ferguson measure is a cornerstone in nonparametric Bayesian statistics and the study of the distributional properties of expectations with respect to such measure is an important line of research initiated in Cifarelli and Regazzini (1979a,b) and still very active, see Letac and Piccioni (2018) and Lijoi and Prünster (2009). In this paper we provide explicit upper bounds for the d 3 , the d 2 and the convex distances between random vectors whose components are means of the Dirichlet-Ferguson measure and a random vector distributed according to the multivariate Gaussian law. These results are applied to the Gaussian approximation of linear transformations of random vectors with the Dirichlet distribution, yielding presumably optimal rates on the d 3 and the d 2 distances and presumably suboptimal rates on the convex and the Kolmogorov distances.","PeriodicalId":49244,"journal":{"name":"Alea-Latin American Journal of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69591329","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
On the existence of maximum likelihood estimates for the parameters of the Conway-Maxwell-Poisson distribution 康威-麦克斯韦-泊松分布参数的极大似然估计的存在性
IF 0.7 4区 数学
Alea-Latin American Journal of Probability and Mathematical Statistics Pub Date : 2023-01-01 DOI: 10.30757/alea.v20-20
S. Bedbur, U. Kamps, A. Imm
{"title":"On the existence of maximum likelihood estimates for the parameters of the Conway-Maxwell-Poisson distribution","authors":"S. Bedbur, U. Kamps, A. Imm","doi":"10.30757/alea.v20-20","DOIUrl":"https://doi.org/10.30757/alea.v20-20","url":null,"abstract":". As a well-known and important extension of the common Poisson model with an additional parameter, Conway-Maxwell-Poisson (CMP) distributions allow for describing under-and overdispersion in discrete data. Constituting a two-parameter exponential family, CMP distributions possess useful structural and statistical properties. However, the exponential family is not steep and maximum likelihood estimation may fail even for non-trivial data sets, which is different from the Poisson case, where maximum likelihood estimation only fails if all data outcomes are zero. Conditions are examined for existence and non-existence of maximum likelihood estimates in the full family as well as in subfamilies of CMP distributions, and several figures illustrate the problem.","PeriodicalId":49244,"journal":{"name":"Alea-Latin American Journal of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69591754","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Random walks with drift inside a pyramid: convergence rate for the survival probability 金字塔内带漂移的随机漫步:生存概率的收敛率
IF 0.7 4区 数学
Alea-Latin American Journal of Probability and Mathematical Statistics Pub Date : 2022-11-29 DOI: 10.30757/alea.v20-35
Rodolphe Garbit, K. Raschel
{"title":"Random walks with drift inside a pyramid: convergence rate for the survival probability","authors":"Rodolphe Garbit, K. Raschel","doi":"10.30757/alea.v20-35","DOIUrl":"https://doi.org/10.30757/alea.v20-35","url":null,"abstract":"We consider multidimensional random walks in pyramids, which by definition are cones formed by finite intersections of half-spaces. The main object of interest is the survival probability $mathbb{P}(tau>n)$, $tau$ denoting the first exit time from a fixed pyramid. When the drift belongs to the interior of the cone, the survival probability sequence converges to the non-exit probability $mathbb{P}(tau=infty)$, which is positive. In this note, we quantify the speed of convergence, and prove that the exponential rate of convergence may be computed by means of a certain min-max of the Laplace transform of the random walk increments. We illustrate our results with various examples.","PeriodicalId":49244,"journal":{"name":"Alea-Latin American Journal of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2022-11-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44216661","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
下一页 尾页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：481959085
Book学术官方微信