Stochastic Processes and their Applications最新文献

Almost sure convergence rates of adaptive increasingly rare Markov chain Monte Carlo 几乎确定收敛率的自适应渐稀有马尔可夫链蒙特卡罗

IF 1.2 2区数学

Stochastic Processes and their Applications Pub Date : 2026-06-01 Epub Date: 2026-02-05 DOI: 10.1016/j.spa.2026.104905

Julian Hofstadler , Krzysztof Łatuszyński , Gareth Roberts , Daniel Rudolf

引用次数: 0

Conditional delta-method for resampling empirical processes in multiple sample problems 多样本问题中经验过程重采样的条件delta法

IF 1.2 2区数学

Stochastic Processes and their Applications Pub Date : 2026-05-01 Epub Date: 2026-01-14 DOI: 10.1016/j.spa.2026.104885

Merle Munko , Dennis Dobler

引用次数: 0

Tube formula for spherically contoured random fields with subexponential marginals 具有次指数边缘的球形随机场的管式公式

IF 1.2 2区数学

Stochastic Processes and their Applications Pub Date : 2026-05-01 Epub Date: 2025-12-25 DOI: 10.1016/j.spa.2025.104858

Satoshi Kuriki , Evgeny Spodarev

{"title":"Tube formula for spherically contoured random fields with subexponential marginals","authors":"Satoshi Kuriki , Evgeny Spodarev","doi":"10.1016/j.spa.2025.104858","DOIUrl":"10.1016/j.spa.2025.104858","url":null,"abstract":"<div><div>It is widely known that the tube method, or equivalently the Euler characteristic heuristic, provides a very accurate approximation for the tail probability that the supremum of a smooth Gaussian random field exceeds a threshold value c. The relative approximation error Δ(c) is exponentially small as a function of c when c tends to infinity. On the other hand, little is known about non-Gaussian random fields.</div><div>In this paper, we obtain the approximation error of the tube method applied to the canonical isotropic random fields on a unit sphere defined by u↦⟨u, ξ⟩, <math><mrow><mi>u</mi><mo>∈</mo><mi>M</mi><mo>⊂</mo><msup><mi>S</mi><mrow><mi>n</mi><mo>−</mo><mn>1</mn></mrow></msup></mrow></math>, where ξ is a spherically contoured random vector. These random fields have statistical applications in multiple testing and simultaneous regression inference when the unknown variance is estimated. The decay rate of the relative error Δ(c) depends on the tail of the distribution of ‖ξ‖2 and the critical radius of the index set M. If this distribution is subexponential but not regularly varying, Δ(c) → 0 as c → ∞. However, in the regularly varying case, Δ(c) does not vanish and hence is not negligible. To address this limitation, we provide simple upper and lower bounds for Δ(c) and for the tube formula itself. Numerical studies are conducted to assess the accuracy of the asymptotic approximation.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"195 ","pages":"Article 104858"},"PeriodicalIF":1.2,"publicationDate":"2026-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145886100","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"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 law of large numbers concerning the distribution of critical points of random Fourier series 关于随机傅立叶级数的临界点分布的大数定律

IF 1.2 2区数学

Stochastic Processes and their Applications Pub Date : 2026-05-01 Epub Date: 2026-02-04 DOI: 10.1016/j.spa.2026.104899

Qiangang “Brandon” Fu, Liviu I. Nicolaescu

{"title":"A law of large numbers concerning the distribution of critical points of random Fourier series","authors":"Qiangang “Brandon” Fu, Liviu I. Nicolaescu","doi":"10.1016/j.spa.2026.104899","DOIUrl":"10.1016/j.spa.2026.104899","url":null,"abstract":"<div><div>On the flat torus <math><mrow><msup><mi>T</mi><mi>m</mi></msup><mo>=</mo><msup><mi>R</mi><mi>m</mi></msup><mo>/</mo><msup><mi>Z</mi><mi>m</mi></msup></mrow></math> we consider the Gaussian random function <math><msubsup><mi>F</mi><mi>a</mi><mi>R</mi></msubsup></math> defined as a random Fourier series (1.1). The Fourier coefficients are mean zero independent normal variables whose variances depend on the frequencies via an even Schwartz function <math><mi>a</mi></math> on <math><mi>R</mi></math> and large rescaling parameter R. For any open subset U of the torus denote by ZR(U) the number of critical points of <math><msubsup><mi>F</mi><mi>a</mi><mi>R</mi></msubsup></math> in U. We prove that if U is contained in a geodesic ball, then the variance of ZR(U) is asymptotic to const × Rmvol[U] as R → ∞. We use this to prove that if m ≥ 2, then as N → ∞, the random measures <math><mrow><msup><mi>N</mi><mrow><mo>−</mo><mi>m</mi></mrow></msup><msub><mi>Z</mi><mi>N</mi></msub><mrow><mo>(</mo><mo>−</mo><mo>)</mo></mrow></mrow></math> converge a.s. to an explicit multiple of the volume measure on the flat torus.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"195 ","pages":"Article 104899"},"PeriodicalIF":1.2,"publicationDate":"2026-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"146173740","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"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

Large-sample analysis of cost functionals for inference under the coalescent 大样本成本函数分析在聚结下进行推理

IF 1.2 2区数学

Stochastic Processes and their Applications Pub Date : 2026-05-01 Epub Date: 2026-01-24 DOI: 10.1016/j.spa.2026.104894

Martina Favero , Jere Koskela

{"title":"Large-sample analysis of cost functionals for inference under the coalescent","authors":"Martina Favero , Jere Koskela","doi":"10.1016/j.spa.2026.104894","DOIUrl":"10.1016/j.spa.2026.104894","url":null,"abstract":"<div><div>The coalescent is a foundational model of latent genealogical trees under neutral evolution, but suffers from intractable sampling probabilities. Methods for approximating these sampling probabilities either introduce bias or fail to scale to large sample sizes. We show that a class of cost functionals of the coalescent with recurrent mutation and a finite number of alleles converge to tractable processes in the infinite-sample limit. A particular choice of costs yields insight about importance sampling methods, which are a classical tool for coalescent sampling probability approximation. These insights reveal that the behaviour of coalescent importance sampling algorithms differs markedly from standard sequential importance samplers, with or without resampling. We conduct a simulation study to verify that our asymptotics are accurate for algorithms with finite (and moderate) sample sizes. Our results constitute the first theoretical description of large-sample importance sampling algorithms for the coalescent, provide heuristics for the a priori optimisation of computational effort, and identify settings where resampling is harmful for algorithm performance. We observe strikingly different behaviour for importance sampling methods under the infinite sites model of mutation, which is regarded as a good and more tractable approximation of finite alleles mutation in most respects.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"195 ","pages":"Article 104894"},"PeriodicalIF":1.2,"publicationDate":"2026-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"146078392","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"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 the 1/H-variation of the divergence integral with respect to a Hermite process 关于Hermite过程散度积分的1/ h变分

IF 1.2 2区数学

Stochastic Processes and their Applications Pub Date : 2026-05-01 Epub Date: 2026-01-22 DOI: 10.1016/j.spa.2026.104891

Petr Čoupek, Pavel Kříž, Matěj Svoboda

引用次数: 0

Numerical approximation of ergodic BSDEs using non linear Feynman-Kac formulas 非线性Feynman-Kac公式的遍历BSDEs数值逼近

IF 1.2 2区数学

Stochastic Processes and their Applications Pub Date : 2026-05-01 Epub Date: 2026-01-07 DOI: 10.1016/j.spa.2026.104871

Emmanuel Gobet , Adrien Richou , Lukasz Szpruch

引用次数: 0

Sharp asymptotics for N-point correlation functions of coalescing heavy-tailed random walks 合并重尾随机漫步n点相关函数的尖锐渐近性

IF 1.2 2区数学

Stochastic Processes and their Applications Pub Date : 2026-05-01 Epub Date: 2026-01-30 DOI: 10.1016/j.spa.2026.104897

Jinjiong Yu

引用次数: 0

Moments of generalized fractional polynomial processes 广义分数阶多项式过程的矩

IF 1.2 2区数学

Stochastic Processes and their Applications Pub Date : 2026-05-01 Epub Date: 2026-02-05 DOI: 10.1016/j.spa.2026.104901

Johannes Assefa, Martin Keller-Ressel

引用次数: 0

A new stochastic SIS-type modelling framework for analysing epidemic dynamics in continuous space 连续空间流行病动力学分析的一种新的随机sis型建模框架

IF 1.2 2区数学

Stochastic Processes and their Applications Pub Date : 2026-05-01 Epub Date: 2026-01-30 DOI: 10.1016/j.spa.2026.104896

Apolline Louvet , Bastian Wiederhold

引用次数: 0