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Matrix reshaping for statistics 统计数据的矩阵重塑
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2025-01-02 DOI: 10.1016/j.spl.2024.110347
Nicola Loperfido
{"title":"Matrix reshaping for statistics","authors":"Nicola Loperfido","doi":"10.1016/j.spl.2024.110347","DOIUrl":"10.1016/j.spl.2024.110347","url":null,"abstract":"<div><div>The reshaping of a block matrix vectorizes, transposes and stacks on top of each other the blocks of the matrix itself. This paper investigates the statistical applications of matrix reshaping to three-way data, partial traces and measures of multivariate shape.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"219 ","pages":"Article 110347"},"PeriodicalIF":0.9,"publicationDate":"2025-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143161020","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
The stochastic MHD equations driven by pure jump noise in Lp spaces Lp空间中纯跳变噪声驱动的随机MHD方程
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2025-01-02 DOI: 10.1016/j.spl.2024.110351
Kaicheng Ni, Heling Su, Jiahui Zhu
{"title":"The stochastic MHD equations driven by pure jump noise in Lp spaces","authors":"Kaicheng Ni,&nbsp;Heling Su,&nbsp;Jiahui Zhu","doi":"10.1016/j.spl.2024.110351","DOIUrl":"10.1016/j.spl.2024.110351","url":null,"abstract":"<div><div>We consider the stochastic incompressible magnetohydrodynamic equations driven by additive jump noises on either the whole space <span><math><msup><mrow><mi>R</mi></mrow><mrow><mi>d</mi></mrow></msup></math></span>, <span><math><mrow><mi>d</mi><mo>=</mo><mn>2</mn><mo>,</mo><mn>3</mn></mrow></math></span> or a smooth bounded domain <span><math><mi>D</mi></math></span> in <span><math><msup><mrow><mi>R</mi></mrow><mrow><mi>d</mi></mrow></msup></math></span>. We establish the local existence and uniqueness of a mild solution in the space <span><math><mrow><msup><mrow><mi>L</mi></mrow><mrow><mi>q</mi></mrow></msup><mrow><mo>(</mo><mn>0</mn><mo>,</mo><mi>T</mi><mo>;</mo><msubsup><mrow><mi>L</mi></mrow><mrow><mi>σ</mi></mrow><mrow><mi>p</mi><mo>⊗</mo></mrow></msubsup><mrow><mo>(</mo><mi>D</mi><mo>)</mo></mrow><mo>)</mo></mrow></mrow></math></span> allowing for initial data with less regularity, including the marginal case <span><math><mrow><msub><mrow><mi>u</mi></mrow><mrow><mn>0</mn></mrow></msub><mo>∈</mo><msubsup><mrow><mi>L</mi></mrow><mrow><mi>σ</mi></mrow><mrow><mi>d</mi><mo>⊗</mo></mrow></msubsup><mrow><mo>(</mo><mi>D</mi><mo>)</mo></mrow></mrow></math></span>. In the two-dimensional case, we also prove the global existence of mild solutions.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"219 ","pages":"Article 110351"},"PeriodicalIF":0.9,"publicationDate":"2025-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143161018","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
A general type of weak comparison theorems for BDSDEs BDSDEs的一类一般弱比较定理
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2025-01-01 DOI: 10.1016/j.spl.2024.110353
Jinghan Wang , Yufeng Shi , Nana Zhao
{"title":"A general type of weak comparison theorems for BDSDEs","authors":"Jinghan Wang ,&nbsp;Yufeng Shi ,&nbsp;Nana Zhao","doi":"10.1016/j.spl.2024.110353","DOIUrl":"10.1016/j.spl.2024.110353","url":null,"abstract":"<div><div>In this paper we study a special type of weak comparison theorems for backward doubly stochastic differential equations (BDSDEs, in short). It is worth emphasizing that, unlike the comparison theorems in the previous literature, which all require that the coefficients <span><math><mrow><msup><mrow><mi>g</mi></mrow><mrow><mrow><mo>(</mo><mi>i</mi><mo>)</mo></mrow></mrow></msup><mo>,</mo><mi>i</mi><mo>=</mo><mn>1</mn><mo>,</mo><mn>2</mn></mrow></math></span> of the doubly stochastic integration term must be same, we allow the coefficients <span><math><mrow><msup><mrow><mi>g</mi></mrow><mrow><mrow><mo>(</mo><mi>i</mi><mo>)</mo></mrow></mrow></msup><mo>,</mo><mi>i</mi><mo>=</mo><mn>1</mn><mo>,</mo><mn>2</mn></mrow></math></span> to be different in this paper. In addition, we extend this conclusion to a class of general mean-field backward doubly stochastic differential equations (mean-field BDSDEs, in short), in which the coefficient <span><math><mi>f</mi></math></span> not only depends on the solution processes <span><math><mrow><mi>y</mi><mo>,</mo><mi>z</mi></mrow></math></span>, but also depends on the law of the solution, i.e. <span><math><mi>μ</mi></math></span>, which describes the characteristic of the mean-field.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"219 ","pages":"Article 110353"},"PeriodicalIF":0.9,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143161521","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
Functional-coefficient quantile cointegrating regression with stationary covariates 平稳协变量的功能系数分位数协整回归
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2024-12-31 DOI: 10.1016/j.spl.2024.110344
Haiqi Li , Jing Zhang , Chaowen Zheng
{"title":"Functional-coefficient quantile cointegrating regression with stationary covariates","authors":"Haiqi Li ,&nbsp;Jing Zhang ,&nbsp;Chaowen Zheng","doi":"10.1016/j.spl.2024.110344","DOIUrl":"10.1016/j.spl.2024.110344","url":null,"abstract":"<div><div>This study examines the estimation and inference of functional-coefficient quantile cointegrating regression. Firstly, a local linear quantile regression estimator is proposed to estimate the unknown coefficient function. Secondly, to alleviate the endogeneity problem, we propose a nonparametric fully-modified quantile regression estimator that is shown to be <span><math><mrow><mi>n</mi><msqrt><mrow><mi>h</mi></mrow></msqrt></mrow></math></span> consistent and follow a mixed normal distribution asymptotically. Thirdly, we propose two Kolmogorov–Smirnov type test statistics for coefficient stability in a given quantile or across multiple quantile levels. Finally, to improve the finite sample performance, we propose a fixed regressor wild bootstrap procedure and establish its asymptotic validity. Monte Carlo simulation results confirm the merits of the proposed estimator and tests.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"219 ","pages":"Article 110344"},"PeriodicalIF":0.9,"publicationDate":"2024-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143161022","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
Explicit bounds for a Gaussian decomposition Lemma of Sellke 塞尔克高斯分解引理的显式界
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2024-12-30 DOI: 10.1016/j.spl.2024.110342
Tobias Schmidt
{"title":"Explicit bounds for a Gaussian decomposition Lemma of Sellke","authors":"Tobias Schmidt","doi":"10.1016/j.spl.2024.110342","DOIUrl":"10.1016/j.spl.2024.110342","url":null,"abstract":"<div><div>In <span><span>Sellke (2024)</span></span> a decomposition of Gaussian measures on finite dimensional spaces was introduced, which turned out to be a central technical tool to improve currently known bounds on a long standing conjecture in statistical mechanics called the Polaron problem. This note slightly generalizes this decomposition and provides numerical values for all occurring constants.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"219 ","pages":"Article 110342"},"PeriodicalIF":0.9,"publicationDate":"2024-12-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143161015","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Two-barriers-reflected BSDE with rank-based data 基于排名数据的双障碍反映BSDE
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2024-12-28 DOI: 10.1016/j.spl.2024.110343
Xinwei Feng, Lu Wang
{"title":"Two-barriers-reflected BSDE with rank-based data","authors":"Xinwei Feng,&nbsp;Lu Wang","doi":"10.1016/j.spl.2024.110343","DOIUrl":"10.1016/j.spl.2024.110343","url":null,"abstract":"<div><div>We investigate two-barriers-reflected backward stochastic differential equations with data from rank-based stochastic differential equation. More specifically, we focus on the solution of backward stochastic differential equations restricted to two prescribed upper-boundary and lower-boundary processes. We rigorously show that this solution gives a probabilistic expression to the viscosity solution of some obstacle problems for the corresponding parabolic partial differential equations. As an application, the pricing problem of an American game option is studied.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"219 ","pages":"Article 110343"},"PeriodicalIF":0.9,"publicationDate":"2024-12-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143161019","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
The law of the iterated logarithm for functionals of the Wiener process 维纳过程泛函的迭代对数定律
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2024-12-26 DOI: 10.1016/j.spl.2024.110341
A. Logachov , A. Yambartsev
{"title":"The law of the iterated logarithm for functionals of the Wiener process","authors":"A. Logachov ,&nbsp;A. Yambartsev","doi":"10.1016/j.spl.2024.110341","DOIUrl":"10.1016/j.spl.2024.110341","url":null,"abstract":"<div><div>In this note, we establish a law of the iterated logarithm for Fréchet differentiable functionals of a general form with respect to the Wiener process for a small time. The proof method shares conceptual similarities with the delta method.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"219 ","pages":"Article 110341"},"PeriodicalIF":0.9,"publicationDate":"2024-12-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143161023","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
FWER for normal distribution in nearly independent setup 正态分布在几乎独立设置中的FWER
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2024-12-19 DOI: 10.1016/j.spl.2024.110340
Nabaneet Das , Subir Kumar Bhandari
{"title":"FWER for normal distribution in nearly independent setup","authors":"Nabaneet Das ,&nbsp;Subir Kumar Bhandari","doi":"10.1016/j.spl.2024.110340","DOIUrl":"10.1016/j.spl.2024.110340","url":null,"abstract":"<div><div>Das and Bhandari (2021) demonstrated that the Family-Wise Error Rate (FWER) of Bonferroni procedure is asymptotically bounded by <span><math><mrow><mi>α</mi><mrow><mo>(</mo><mn>1</mn><mo>−</mo><mi>ρ</mi><mo>)</mo></mrow></mrow></math></span>, where <span><math><mi>ρ</mi></math></span> is the correlation among hypotheses and <span><math><mi>α</mi></math></span> is the significance level. Dey and Bhandari (2023) expanded on this by showing that, under equicorrelated normal distribution, the FWER approaches zero as the number of hypotheses increases. Their findings also reveal a key insight: while the FWER stays positive when there is no correlation, it asymptotically tends to zero with any non-zero correlation, indicating a discontinuity at <span><math><mrow><mi>ρ</mi><mo>=</mo><mn>0</mn></mrow></math></span>. This suggests the need to investigate how the FWER behaves as correlation coefficients approach zero. This paper aims to explore how closely the FWER of Bonferroni method resembles its behavior under independence and introduces an asymptotic correction factor to improve accuracy in nearly independent cases.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"219 ","pages":"Article 110340"},"PeriodicalIF":0.9,"publicationDate":"2024-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143161021","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
The maximum overlap time in the M/M/1 queue M/M/1队列的最大重叠时间
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2024-12-18 DOI: 10.1016/j.spl.2024.110322
Sergio Palomo , Jamol Pender
{"title":"The maximum overlap time in the M/M/1 queue","authors":"Sergio Palomo ,&nbsp;Jamol Pender","doi":"10.1016/j.spl.2024.110322","DOIUrl":"10.1016/j.spl.2024.110322","url":null,"abstract":"<div><div>In this paper, we analyze the steady state maximum overlap time in the M/M/1 queue. We derive the maximum overlap time tail distribution, its moments and the moment generating function. We also analyze the steady state minimum overlap time of the adjacent customers and compute its moments and moment generating function. Our results provide new insight on how customers become infected in the M/M/1 queue.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"219 ","pages":"Article 110322"},"PeriodicalIF":0.9,"publicationDate":"2024-12-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143128509","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
On Stein factors in Stein’s method for normal approximation 斯坦法正态逼近中的斯坦因子
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2024-12-14 DOI: 10.1016/j.spl.2024.110339
Robert E. Gaunt
{"title":"On Stein factors in Stein’s method for normal approximation","authors":"Robert E. Gaunt","doi":"10.1016/j.spl.2024.110339","DOIUrl":"10.1016/j.spl.2024.110339","url":null,"abstract":"<div><div>Building on the rather large literature concerning the regularity of the solution of the standard normal Stein equation, we provide a complete description of the best possible uniform bounds for the derivatives of the solution of the standard normal Stein equation when the test functions belong to the class of real-valued functions whose <span><math><mi>k</mi></math></span>th order derivative is Lipschitz.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"219 ","pages":"Article 110339"},"PeriodicalIF":0.9,"publicationDate":"2024-12-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143161024","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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