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  Subjects -> STATISTICS (Total: 130 journals)
Showing 1 - 151 of 151 Journals sorted alphabetically
Advances in Complex Systems     Hybrid Journal   (Followers: 10)
Advances in Data Analysis and Classification     Hybrid Journal   (Followers: 52)
Applied Categorical Structures     Hybrid Journal   (Followers: 4)
Argumentation et analyse du discours     Open Access   (Followers: 7)
Asian Journal of Mathematics & Statistics     Open Access   (Followers: 8)
AStA Advances in Statistical Analysis     Hybrid Journal   (Followers: 2)
Australian & New Zealand Journal of Statistics     Hybrid Journal   (Followers: 12)
Biometrical Journal     Hybrid Journal   (Followers: 9)
Biometrics     Hybrid Journal   (Followers: 51)
British Journal of Mathematical and Statistical Psychology     Full-text available via subscription   (Followers: 17)
Building Simulation     Hybrid Journal   (Followers: 2)
CHANCE     Hybrid Journal   (Followers: 5)
Communications in Statistics - Simulation and Computation     Hybrid Journal   (Followers: 9)
Communications in Statistics - Theory and Methods     Hybrid Journal   (Followers: 11)
Computational Statistics     Hybrid Journal   (Followers: 15)
Computational Statistics & Data Analysis     Hybrid Journal   (Followers: 35)
Current Research in Biostatistics     Open Access   (Followers: 8)
Decisions in Economics and Finance     Hybrid Journal   (Followers: 12)
Demographic Research     Open Access   (Followers: 14)
Engineering With Computers     Hybrid Journal   (Followers: 5)
Environmental and Ecological Statistics     Hybrid Journal   (Followers: 7)
ESAIM: Probability and Statistics     Open Access   (Followers: 4)
Extremes     Hybrid Journal   (Followers: 2)
Fuzzy Optimization and Decision Making     Hybrid Journal   (Followers: 8)
Geneva Papers on Risk and Insurance - Issues and Practice     Hybrid Journal   (Followers: 11)
Handbook of Numerical Analysis     Full-text available via subscription   (Followers: 5)
Handbook of Statistics     Full-text available via subscription   (Followers: 7)
IEA World Energy Statistics and Balances -     Full-text available via subscription   (Followers: 2)
International Journal of Computational Economics and Econometrics     Hybrid Journal   (Followers: 6)
International Journal of Quality, Statistics, and Reliability     Open Access   (Followers: 17)
International Journal of Stochastic Analysis     Open Access   (Followers: 2)
International Statistical Review     Hybrid Journal   (Followers: 12)
Journal of Algebraic Combinatorics     Hybrid Journal   (Followers: 3)
Journal of Applied Statistics     Hybrid Journal   (Followers: 20)
Journal of Biopharmaceutical Statistics     Hybrid Journal   (Followers: 23)
Journal of Business & Economic Statistics     Full-text available via subscription   (Followers: 38, SJR: 3.664, CiteScore: 2)
Journal of Combinatorial Optimization     Hybrid Journal   (Followers: 7)
Journal of Computational & Graphical Statistics     Full-text available via subscription   (Followers: 21)
Journal of Econometrics     Hybrid Journal   (Followers: 82)
Journal of Educational and Behavioral Statistics     Hybrid Journal   (Followers: 7)
Journal of Forecasting     Hybrid Journal   (Followers: 19)
Journal of Global Optimization     Hybrid Journal   (Followers: 6)
Journal of Mathematics and Statistics     Open Access   (Followers: 6)
Journal of Nonparametric Statistics     Hybrid Journal   (Followers: 6)
Journal of Probability and Statistics     Open Access   (Followers: 10)
Journal of Risk and Uncertainty     Hybrid Journal   (Followers: 34)
Journal of Statistical and Econometric Methods     Open Access   (Followers: 3)
Journal of Statistical Physics     Hybrid Journal   (Followers: 13)
Journal of Statistical Planning and Inference     Hybrid Journal   (Followers: 7)
Journal of Statistical Software     Open Access   (Followers: 16, SJR: 13.802, CiteScore: 16)
Journal of the American Statistical Association     Full-text available via subscription   (Followers: 72, SJR: 3.746, CiteScore: 2)
Journal of the Korean Statistical Society     Hybrid Journal  
Journal of the Royal Statistical Society Series C (Applied Statistics)     Hybrid Journal   (Followers: 36)
Journal of the Royal Statistical Society, Series A (Statistics in Society)     Hybrid Journal   (Followers: 28)
Journal of the Royal Statistical Society, Series B (Statistical Methodology)     Hybrid Journal   (Followers: 41)
Journal of Theoretical Probability     Hybrid Journal   (Followers: 3)
Journal of Time Series Analysis     Hybrid Journal   (Followers: 16)
Journal of Urbanism: International Research on Placemaking and Urban Sustainability     Hybrid Journal   (Followers: 23)
Law, Probability and Risk     Hybrid Journal   (Followers: 6)
Lifetime Data Analysis     Hybrid Journal   (Followers: 7)
Mathematical Methods of Statistics     Hybrid Journal   (Followers: 4)
Measurement Interdisciplinary Research and Perspectives     Hybrid Journal   (Followers: 1)
Metrika     Hybrid Journal   (Followers: 4)
Monthly Statistics of International Trade - Statistiques mensuelles du commerce international     Full-text available via subscription   (Followers: 3)
Multivariate Behavioral Research     Hybrid Journal   (Followers: 8)
Optimization Letters     Hybrid Journal   (Followers: 2)
Optimization Methods and Software     Hybrid Journal   (Followers: 6)
Oxford Bulletin of Economics and Statistics     Hybrid Journal   (Followers: 33)
Pharmaceutical Statistics     Hybrid Journal   (Followers: 16)
Queueing Systems     Hybrid Journal   (Followers: 7)
Research Synthesis Methods     Hybrid Journal   (Followers: 7)
Review of Economics and Statistics     Hybrid Journal   (Followers: 139)
Review of Socionetwork Strategies     Hybrid Journal  
Risk Management     Hybrid Journal   (Followers: 17)
Sankhya A     Hybrid Journal   (Followers: 3)
Scandinavian Journal of Statistics     Hybrid Journal   (Followers: 9)
Sequential Analysis: Design Methods and Applications     Hybrid Journal  
Significance     Hybrid Journal   (Followers: 7)
Sociological Methods & Research     Hybrid Journal   (Followers: 40)
SourceOECD Measuring Globalisation Statistics - SourceOCDE Mesurer la mondialisation - Base de donnees statistiques     Full-text available via subscription  
Stata Journal     Full-text available via subscription   (Followers: 8)
Statistica Neerlandica     Hybrid Journal   (Followers: 1)
Statistical Inference for Stochastic Processes     Hybrid Journal   (Followers: 3)
Statistical Methods and Applications     Hybrid Journal   (Followers: 6)
Statistical Methods in Medical Research     Hybrid Journal   (Followers: 27)
Statistical Modelling     Hybrid Journal   (Followers: 18)
Statistical Papers     Hybrid Journal   (Followers: 4)
Statistics & Probability Letters     Hybrid Journal   (Followers: 13)
Statistics and Computing     Hybrid Journal   (Followers: 13)
Statistics and Economics     Open Access  
Statistics in Medicine     Hybrid Journal   (Followers: 123)
Statistics: A Journal of Theoretical and Applied Statistics     Hybrid Journal   (Followers: 12)
Stochastic Models     Hybrid Journal   (Followers: 2)
Stochastics An International Journal of Probability and Stochastic Processes: formerly Stochastics and Stochastics Reports     Hybrid Journal   (Followers: 2)
Structural and Multidisciplinary Optimization     Hybrid Journal   (Followers: 11)
Teaching Statistics     Hybrid Journal   (Followers: 8)
Technology Innovations in Statistics Education (TISE)     Open Access   (Followers: 2)
TEST     Hybrid Journal   (Followers: 2)
The American Statistician     Full-text available via subscription   (Followers: 25)
The Canadian Journal of Statistics / La Revue Canadienne de Statistique     Hybrid Journal   (Followers: 10)
Wiley Interdisciplinary Reviews - Computational Statistics     Hybrid Journal   (Followers: 1)

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Journal of Theoretical Probability
Journal Prestige (SJR): 0.981
Citation Impact (citeScore): 1
Number of Followers: 3  
 
  Hybrid Journal Hybrid journal (It can contain Open Access articles)
ISSN (Print) 1572-9230 - ISSN (Online) 0894-9840
Published by Springer-Verlag Homepage  [2469 journals]
  • On the Local Time of the Half-Plane Half-Comb Walk

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      Abstract: Abstract The Half-Plane Half-Comb walk is a random walk on the plane, when we have a square lattice on the upper half-plane and a comb structure on the lower half-plane, i.e., horizontal lines below the x-axis are removed. We prove that the probability that this walk returns to the origin in 2N steps is asymptotically equal to \(2/(\pi N).\) As a consequence, we prove strong laws and a limit distribution for the local time.
      PubDate: 2022-06-01
       
  • Random Gap Processes and Asymptotically Complete Sequences

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      Abstract: Abstract We study a process of generating random positive integer weight sequences \(\{ W_n \}\) where the gaps between the weights \(\{ X_n = W_n - W_{n-1} \}\) are i.i.d. positive integer-valued random variables. The main result of the paper is that if the gap distribution has a moment generating function with large enough radius of convergence, then the weight sequence is almost surely asymptotically m-complete for every \(m\ge 2\) , i.e. every large enough multiple of the greatest common divisor (gcd) of gap values can be written as a sum of m distinct weights for any fixed \(m \ge 2\) . Under the weaker assumption of finite \(\frac{1}{2}\) -moment for the gap distribution, we also show the simpler result that, almost surely, the resulting weight sequence is asymptotically complete, i.e. all large enough multiples of the gcd of the possible gap values can be written as a sum of distinct weights.
      PubDate: 2022-06-01
       
  • Large Deviation Properties of the Empirical Measure of a Metastable Small
           Noise Diffusion

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      Abstract: Abstract The aim of this paper is to develop tractable large deviation approximations for the empirical measure of a small noise diffusion. The starting point is the Freidlin–Wentzell theory, which shows how to approximate via a large deviation principle the invariant distribution of such a diffusion. The rate function of the invariant measure is formulated in terms of quasipotentials, quantities that measure the difficulty of a transition from the neighborhood of one metastable set to another. The theory provides an intuitive and useful approximation for the invariant measure, and along the way many useful related results (e.g., transition rates between metastable states) are also developed. With the specific goal of design of Monte Carlo schemes in mind, we prove large deviation limits for integrals with respect to the empirical measure, where the process is considered over a time interval whose length grows as the noise decreases to zero. In particular, we show how the first and second moments of these integrals can be expressed in terms of quasipotentials. When the dynamics of the process depend on parameters, these approximations can be used for algorithm design, and applications of this sort will appear elsewhere. The use of a small noise limit is well motivated, since in this limit good sampling of the state space becomes most challenging. The proof exploits a regenerative structure, and a number of new techniques are needed to turn large deviation estimates over a regenerative cycle into estimates for the empirical measure and its moments.
      PubDate: 2022-06-01
       
  • Non-local Solvable Birth–Death Processes

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      Abstract: Abstract In this paper, we study strong solutions of some non-local difference–differential equations linked to a class of birth–death processes arising as discrete approximations of Pearson diffusions by means of a spectral decomposition in terms of orthogonal polynomials and eigenfunctions of some non-local derivatives. Moreover, we give a stochastic representation of such solutions in terms of time-changed birth–death processes and study their invariant and their limit distribution. Finally, we describe the correlation structure of the aforementioned time-changed birth–death processes.
      PubDate: 2022-06-01
       
  • Distances Between Distributions Via Stein’s Method

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      Abstract: We build on the formalism developed in Ernst et al. (First order covariance inequalities via Stein’s method, 2019) to propose new representations of solutions to Stein equations. We provide new uniform and nonuniform bounds on these solutions (a.k.a. Stein factors). We use these representations to obtain representations for differences between expectations in terms of solutions to the Stein equations. We apply these to compute abstract Stein-type bounds on Kolmogorov, total variation and Wasserstein distances between arbitrary distributions. We apply our results to several illustrative examples and compare our results with current literature on the same topic, whenever possible. In all occurrences our results are competitive.
      PubDate: 2022-06-01
       
  • Non-integrable Stable Approximation by Stein’s Method

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      Abstract: Abstract We develop Stein’s method for \(\alpha \) -stable approximation with \(\alpha \in (0,1]\) , continuing the recent line of research by Xu (Ann Appl Probab 29(1):458–504, 2019) and Chen et al. (J Theor Probab, 2018. https://doi.org/10.1007/s10959-020-01004-1) in the case \(\alpha \in (1,2)\) . The main results include an intrinsic upper bound for the error of the approximation in a variant of Wasserstein distance that involves the characterizing differential operators for stable distributions and an application to the generalized central limit theorem. Due to the lack of first moment for the approximating sequence in the latter result, the proof strategy is significantly different from that in the integrable case. We rely on fine regularity estimates of the solution to Stein’s equation established in this paper.
      PubDate: 2022-06-01
       
  • Approximations of McKean–Vlasov Stochastic Differential Equations
           with Irregular Coefficients

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      Abstract: Abstract The goal of this paper is to approximate two kinds of McKean–Vlasov stochastic differential equations (SDEs) with irregular coefficients via weakly interacting particle systems. More precisely, propagation of chaos and convergence rate of Euler–Maruyama scheme associated with the consequent weakly interacting particle systems are investigated for McKean–Vlasov SDEs, where (1) the diffusion terms are Hölder continuous by taking advantage of Yamada–Watanabe’s approximation approach and (2) the drifts are Hölder continuous by freezing distributions followed by invoking Zvonkin’s transformation trick.
      PubDate: 2022-06-01
       
  • Asymptotic Behaviour of the Empirical Distance Covariance for Dependent
           Data

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      Abstract: Abstract We give two asymptotic results for the empirical distance covariance on separable metric spaces without any iid assumption on the samples. In particular, we show the almost sure convergence of the empirical distance covariance for any measure with finite first moments, provided that the samples form a strictly stationary and ergodic process. We further give a result concerning the asymptotic distribution of the empirical distance covariance under the assumption of absolute regularity of the samples and extend these results to certain types of pseudometric spaces. In the process, we derive a general theorem concerning the asymptotic distribution of degenerate V-statistics of order 2 under a strong mixing condition.
      PubDate: 2022-06-01
       
  • Graph Constructions for the Contact Process with a Prescribed Critical
           Rate

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      Abstract: Abstract We construct graphs (trees of bounded degree) on which the contact process has critical rate (which will be the same for both global and local survival) equal to any prescribed value between zero and  \(\lambda _c({\mathbb {Z}})\) , the critical rate of the one-dimensional contact process. We exhibit both graphs in which the process at this target critical value survives (locally) and graphs where it dies out (globally).
      PubDate: 2022-06-01
       
  • An Ideal Class to Construct Solutions for Skew Brownian Motion Equations

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      Abstract: Abstract This paper contributes to the study of stochastic processes of the class \((\Sigma )\) . First, we extend the notion of the above-mentioned class to càdlàg semi-martingales, whose finite variation part is considered càdlàg instead of continuous. Thus, we present some properties and propose a method to characterize such stochastic processes. Second, we investigate continuous processes of the class \((\Sigma )\) . More precisely, we derive a series of new characterization results. In addition, we construct solutions for skew Brownian motion equations using continuous stochastic processes of the class \((\Sigma )\) .
      PubDate: 2022-06-01
       
  • Euclidean Travelling Salesman Problem with Location-Dependent and
           Power-Weighted Edges

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      Abstract: Abstract Consider  \(n\) nodes  \(\{X_i\}_{1 \le i \le n}\) independently distributed in the unit square  \(S,\) each according to a density  \(f\) , and let  \(K_n\) be the complete graph formed by joining each pair of nodes by a straight line segment. For every edge  \(e\) in  \(K_n\) , we associate a weight  \(w(e)\) that may depend on the individual locations of the endvertices of  \(e\) and is not necessarily a power of the Euclidean length of  \(e.\) Denoting  \(\mathrm{TSP}_n\) to be the minimum weight of a spanning cycle of  \(K_n\) corresponding to the travelling salesman problem (TSP) and assuming an equivalence condition on the weight function  \(w(\cdot ),\) we prove that  \(\mathrm{TSP}_n\) appropriately scaled and centred converges to zero almost surely and in mean as  \(n \rightarrow \infty .\) We also obtain upper and lower bound deviation estimates for  \(\mathrm{TSP}_n.\)
      PubDate: 2022-06-01
       
  • A Multiplicatively Symmetrized Version of the Chung-Diaconis-Graham Random
           Process

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      Abstract: Abstract This paper considers random processes of the form \(X_{n+1}=a_nX_n+b_n\pmod p\) where p is odd, \(X_0=0\) , \((a_0,b_0), (a_1,b_1), (a_2,b_2),\ldots \) are i.i.d., and \(a_n\) and \(b_n\) are independent with \(P(a_n=2)=P(a_n=(p+1)/2)=1/2\) and \(P(b_n=1)=P(b_n=0)=P(b_n=-1)=1/3\) . This can be viewed as a multiplicatively symmetrized version of a random process of Chung, Diaconis, and Graham. This paper shows that order \((\log p)^2\) steps suffice for \(X_n\) to be close to uniformly distributed on the integers mod p for all odd p while order \((\log p)^2\) steps are necessary for \(X_n\) to be close to uniformly distributed on the integers mod p.
      PubDate: 2022-06-01
       
  • Second-Order Behaviour for Self-Decomposable Distributions with Two-Sided
           Regularly Varying Densities

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      Abstract: Abstract We investigate the asymptotic behaviour of the difference between the tails of a self-decomposable distribution with a two-sided regularly varying density on the real line and its Lévy measure. Moreover, we study the second-order asymptotic behaviour of the tail of the t-th convolution power of a self-decomposable distribution with a two-sided regularly varying density.
      PubDate: 2022-06-01
       
  • Central Limit Theorems for Weighted Sums of Dependent Random Vectors in
           Hilbert Spaces via the Theory of the Regular Variation

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      Abstract: Abstract In this paper, based on the theory of regularly varying functions we study central limit theorems for the weighted sum \(S_n=\sum _{j=1}^{m_n}c_{nj}X_{nj}\) , where \((X_{nj};1\le j \le m_n,n\ge 1)\) is a Hilbert-space-valued identically distributed martingale difference array and \((c_{nj};1\le j \le m_n,n\ge 1)\) is an array of real numbers. As an application, we present a central limit theorem for moving average processes of martingale differences.
      PubDate: 2022-06-01
       
  • Limit Theorems for Conservative Flows on Multiple Stochastic Integrals

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      Abstract: Abstract We consider a stationary sequence \((X_n)\) constructed by a multiple stochastic integral and an infinite-measure conservative dynamical system. The random measure defining the multiple integral is non-Gaussian and infinitely divisible and has a finite variance. Some additional assumptions on the dynamical system give rise to a parameter \(\beta \in (0,1)\) quantifying the conservativity of the system. This parameter \(\beta \) together with the order of the integral determines the decay rate of the covariance of \((X_n)\) . The goal of the paper is to establish limit theorems for the partial sum process of \((X_n)\) . We obtain a central limit theorem with Brownian motion as limit when the covariance decays fast enough, as well as a non-central limit theorem with fractional Brownian motion or Rosenblatt process as limit when the covariance decays slowly enough.
      PubDate: 2022-06-01
       
  • Rerooting Multi-type Branching Trees: The Infinite Spine Case

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      Abstract: Abstract We prove local convergence results for rerooted conditioned multi-type Galton–Watson trees. The limit objects are multitype variants of the random sin-tree constructed by Aldous (1991), and differ according to which types recur infinitely often along the backwards growing spine.
      PubDate: 2022-06-01
       
  • Strong Renewal Theorem and Local Limit Theorem in the Absence of Regular
           Variation

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      Abstract: Abstract We obtain a strong renewal theorem with infinite mean beyond regular variation, when the underlying distribution belongs to the domain of geometric partial attraction of a semistable law with index \(\alpha \in (1/2,1]\) . In the process we obtain local limit theorems for both finite and infinite mean, that is, for the whole range \(\alpha \in (0,2)\) . We also derive the asymptotics of the renewal function for \(\alpha \in (0,1]\) .
      PubDate: 2022-06-01
       
  • On Azuma-Type Inequalities for Banach Space-Valued Martingales

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      Abstract: Abstract In this paper, we will study concentration inequalities for Banach space-valued martingales. Firstly, we prove that a Banach space X is linearly isomorphic to a p-uniformly smooth space ( \(1<p\le 2\) ) if and only if an Azuma-type inequality holds for X-valued martingales. This can be viewed as a generalization of Pinelis’ work on an Azuma inequality for martingales with values in 2-uniformly smooth spaces. Secondly, an Azuma-type inequality for self-normalized sums will be presented. Finally, some further inequalities for Banach space-valued martingales, such as moment inequalities for double indexed dyadic martingales and De la Peña-type inequalities for conditionally symmetric martingales, will also be discussed.
      PubDate: 2022-06-01
       
  • Local Convergence of Critical Random Trees and Continuous-State Branching
           Processes

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      Abstract: Abstract We study the local convergence of critical Galton–Watson trees and Lévy trees under various conditionings. Assuming a very general monotonicity property on the measurable functions of critical random trees, we show that random trees conditioned to have large function values always converge locally to immortal trees. We also derive a very general ratio limit property for measurable functions of critical random trees satisfying the monotonicity property. Finally we study the local convergence of critical continuous-state branching processes, and prove a similar result.
      PubDate: 2022-06-01
       
  • Quenched Local Convergence of Boltzmann Planar Maps

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      Abstract: Abstract Stephenson (2018) established annealed local convergence of Boltzmann planar maps conditioned to be large. The present work uses results on rerooted multi-type branching trees to prove a quenched version of this limit.
      PubDate: 2022-06-01
       
 
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