Results 51 to 60 of about 6,594 (144)
Hausdorff dimensions of irreducible Markov hom tree‐shifts
Journal of the London Mathematical Society, Volume 111, Issue 6, June 2025.Abstract This paper features a Cramér's theorem for finite‐state Markov chains indexed by rooted d$d$‐trees, obtained via the method of types in the classical analysis of large deviations. Along with the theorem comes two applications: an almost‐sure type convergence of sample means and a formula for the Hausdorff dimension of the symbolic space ...
Jung‐Chao Ban +2 more
wiley +1 more source
Convolutions of Distributions With Exponential and Subexponential Tails [PDF]
Journal of the Australian Mathematical Society. Series A. Pure Mathematics and Statistics, 1987 Distribution tails F(t) = F(t, ∞) are considered for which and as t → ∞. A real analytic proof is obtained of a theorem by Chover, Wainger and Ney, namely that .In doing so, a technique is introduced which provides many other results with a minimum of analysis.
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Concentration and Model Selection Consistency of the Group Lasso for α$$ \alpha $$‐Mixing Errors
Stat, Volume 14, Issue 1, March 2025.ABSTRACT The group lasso in linear regression models is studied for α$$ \alpha $$‐mixing subexponential errors. Nonasymptotic guarantees are provided for the estimation error of the sparse coefficient vector and the associated predictions for the high‐dimensional regime where the number of regressors can grow much faster than the sample size.
Robin Martens, Ansgar Steland
wiley +1 more source
Efficient Simulation and Conditional Functional Limit Theorems for Ruinous Heavy-tailed Random Walks [PDF]
, 2010 The contribution of this paper is to introduce change of measure based techniques for the rare-event analysis of heavy-tailed stochastic processes. Our changes-of-measure are parameterized by a family of distributions admitting a mixture form. We exploit
Blanchet, Jose, Liu, Jingchen
core
Local asymptotics for the time of first return to the origin of transient random walk
, 2011 We consider a transient random walk on $Z^d$ which is asymptotically stable, without centering, in a sense which allows different norming for each component.
Doney, Ron, Korshunov, Dmitry
core +1 more source
Subexponential Densities of Infinitely Divisible Distributions on the Half-Line [PDF]
Lithuanian Mathematical Journal, 2020 We show that, under the long-tailedness of the densities of normalized L vy measures, the densities of infinitely divisible distributions on the half line are subexponential if and only if the densities of their normalized L vy measures are subexponential.
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Central limit theorem in disordered Monomer‐Dimer model
Random Structures &Algorithms, Volume 66, Issue 1, January 2025.Abstract We consider the disordered monomer‐dimer model on general finite graphs with bounded degrees. Under the finite fourth moment assumption on the weight distributions, we prove a Gaussian central limit theorem for the free energy of the associated Gibbs measure with a rate of convergence. The central limit theorem continues to hold under a nearly
Wai‐Kit Lam, Arnab Sen
wiley +1 more source
More "normal" than normal: scaling distributions and complex systems [PDF]
, 2004 One feature of many naturally occurring or engineered complex systems is tremendous variability in event sizes. To account for it, the behavior of these systems is often described using power law relationships or scaling distributions, which tend to be ...
Alderson, David +3 more
core
Typical Structure of Hereditary Graph Families. I. Apex‐free Families
Random Structures &Algorithms, Volume 66, Issue 1, January 2025.ABSTRACT A family of graphs ℱ$$ \mathcal{F} $$ is hereditary if ℱ$$ \mathcal{F} $$ is closed under isomorphism and taking induced subgraphs. The speed of ℱ$$ \mathcal{F} $$ is the sequence {|ℱn|}n∈ℕ$$ {\left\{|{\mathcal{F}}^n|\right\}}_{n\in \mathbb{N}} $$, where ℱn$$ {\mathcal{F}}^n $$ denotes the set of graphs in ℱ$$ \mathcal{F} $$ with the vertex ...
Sergey Norin, Yelena Yuditsky
wiley +1 more source
Distribution tails of sample quantiles and subexponentiality
Stochastic Processes and their Applications, 1998 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Braverman, Michael +1 more
openaire +1 more source