Subjects -> STATISTICS (Total: 130 journals)
 Showing 1 - 151 of 151 Journals sorted alphabetically Advances in Complex Systems       (Followers: 10) Advances in Data Analysis and Classification       (Followers: 52) Applied Categorical Structures       (Followers: 4) Argumentation et analyse du discours       (Followers: 7) Asian Journal of Mathematics & Statistics       (Followers: 8) AStA Advances in Statistical Analysis       (Followers: 2) Australian & New Zealand Journal of Statistics       (Followers: 12) Biometrical Journal       (Followers: 9) Biometrics       (Followers: 51) British Journal of Mathematical and Statistical Psychology       (Followers: 17) Building Simulation       (Followers: 2) CHANCE       (Followers: 5) Communications in Statistics - Simulation and Computation       (Followers: 9) Communications in Statistics - Theory and Methods       (Followers: 11) Computational Statistics       (Followers: 15) Computational Statistics & Data Analysis       (Followers: 35) Current Research in Biostatistics       (Followers: 8) Decisions in Economics and Finance       (Followers: 12) Demographic Research       (Followers: 14) Engineering With Computers       (Followers: 5) Environmental and Ecological Statistics       (Followers: 7) ESAIM: Probability and Statistics       (Followers: 4) Extremes       (Followers: 2) Fuzzy Optimization and Decision Making       (Followers: 8) Geneva Papers on Risk and Insurance - Issues and Practice       (Followers: 11) Handbook of Numerical Analysis       (Followers: 5) Handbook of Statistics       (Followers: 7) IEA World Energy Statistics and Balances -       (Followers: 2) International Journal of Computational Economics and Econometrics       (Followers: 6) International Journal of Quality, Statistics, and Reliability       (Followers: 17) International Journal of Stochastic Analysis       (Followers: 2) International Statistical Review       (Followers: 12) Journal of Algebraic Combinatorics       (Followers: 3) Journal of Applied Statistics       (Followers: 20) Journal of Biopharmaceutical Statistics       (Followers: 23) Journal of Business & Economic Statistics       (Followers: 38, SJR: 3.664, CiteScore: 2) Journal of Combinatorial Optimization       (Followers: 7) Journal of Computational & Graphical Statistics       (Followers: 21) Journal of Econometrics       (Followers: 82) Journal of Educational and Behavioral Statistics       (Followers: 7) Journal of Forecasting       (Followers: 19) Journal of Global Optimization       (Followers: 6) Journal of Mathematics and Statistics       (Followers: 6) Journal of Nonparametric Statistics       (Followers: 6) Journal of Probability and Statistics       (Followers: 10) Journal of Risk and Uncertainty       (Followers: 34) Journal of Statistical and Econometric Methods       (Followers: 3) Journal of Statistical Physics       (Followers: 13) Journal of Statistical Planning and Inference       (Followers: 7) Journal of Statistical Software       (Followers: 16, SJR: 13.802, CiteScore: 16) Journal of the American Statistical Association       (Followers: 72, SJR: 3.746, CiteScore: 2) Journal of the Korean Statistical Society Journal of the Royal Statistical Society Series C (Applied Statistics)       (Followers: 36) Journal of the Royal Statistical Society, Series A (Statistics in Society)       (Followers: 28) Journal of the Royal Statistical Society, Series B (Statistical Methodology)       (Followers: 41) Journal of Theoretical Probability       (Followers: 3) Journal of Time Series Analysis       (Followers: 16) Journal of Urbanism: International Research on Placemaking and Urban Sustainability       (Followers: 23) Law, Probability and Risk       (Followers: 6) Lifetime Data Analysis       (Followers: 7) Mathematical Methods of Statistics       (Followers: 4) Measurement Interdisciplinary Research and Perspectives       (Followers: 1) Metrika       (Followers: 4) Monthly Statistics of International Trade - Statistiques mensuelles du commerce international       (Followers: 3) Multivariate Behavioral Research       (Followers: 8) Optimization Letters       (Followers: 2) Optimization Methods and Software       (Followers: 6) Oxford Bulletin of Economics and Statistics       (Followers: 33) Pharmaceutical Statistics       (Followers: 16) Queueing Systems       (Followers: 7) Research Synthesis Methods       (Followers: 7) Review of Economics and Statistics       (Followers: 138) Review of Socionetwork Strategies Risk Management       (Followers: 17) Sankhya A       (Followers: 3) Scandinavian Journal of Statistics       (Followers: 9) Sequential Analysis: Design Methods and Applications Significance       (Followers: 7) Sociological Methods & Research       (Followers: 40) SourceOECD Measuring Globalisation Statistics - SourceOCDE Mesurer la mondialisation - Base de donnees statistiques Stata Journal       (Followers: 8) Statistica Neerlandica       (Followers: 1) Statistical Inference for Stochastic Processes       (Followers: 3) Statistical Methods and Applications       (Followers: 6) Statistical Methods in Medical Research       (Followers: 27) Statistical Modelling       (Followers: 18) Statistical Papers       (Followers: 4) Statistics & Probability Letters       (Followers: 13) Statistics and Computing       (Followers: 13) Statistics and Economics Statistics in Medicine       (Followers: 122) Statistics: A Journal of Theoretical and Applied Statistics       (Followers: 12) Stochastic Models       (Followers: 2) Stochastics An International Journal of Probability and Stochastic Processes: formerly Stochastics and Stochastics Reports       (Followers: 2) Structural and Multidisciplinary Optimization       (Followers: 11) Teaching Statistics       (Followers: 8) Technology Innovations in Statistics Education (TISE)       (Followers: 2) TEST       (Followers: 2) The American Statistician       (Followers: 25) The Canadian Journal of Statistics / La Revue Canadienne de Statistique       (Followers: 10) Wiley Interdisciplinary Reviews - Computational Statistics       (Followers: 1)
Similar Journals
 Journal of Theoretical ProbabilityJournal Prestige (SJR): 0.981 Citation Impact (citeScore): 1Number of Followers: 3      Hybrid journal (It can contain Open Access articles) ISSN (Print) 1572-9230 - ISSN (Online) 0894-9840 Published by Springer-Verlag  [2469 journals]
• On the Local Time of the Half-Plane Half-Comb Walk

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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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