Search results for " Limit"

showing 10 items of 1716 documents

Confidence bands for Horvitz-Thompson estimators using sampled noisy functional data

2013

When collections of functional data are too large to be exhaustively observed, survey sampling techniques provide an effective way to estimate global quantities such as the population mean function. Assuming functional data are collected from a finite population according to a probabilistic sampling scheme, with the measurements being discrete in time and noisy, we propose to first smooth the sampled trajectories with local polynomials and then estimate the mean function with a Horvitz-Thompson estimator. Under mild conditions on the population size, observation times, regularity of the trajectories, sampling scheme, and smoothing bandwidth, we prove a Central Limit theorem in the space of …

Statistics and ProbabilityFOS: Computer and information sciencesmaximal inequalitiesCovariance functionCLTPopulationSurvey samplingweighted cross-validationMathematics - Statistics TheoryStatistics Theory (math.ST)Methodology (stat.ME)symbols.namesakeFOS: Mathematicssurvey samplingeducationGaussian processfunctional dataStatistics - Methodologysuprema of Gaussian processesMathematicsCentral limit theoremeducation.field_of_studySampling (statistics)Estimatorspace of continuous functionssymbolslocal polynomial smoothingAlgorithmSmoothing
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A form factor approach to the asymptotic behavior of correlation functions in critical models

2011

We propose a form factor approach for the computation of the large distance asymptotic behavior of correlation functions in quantum critical (integrable) models. In the large distance regime we reduce the summation over all excited states to one over the particle/hole excitations lying on the Fermi surface in the thermodynamic limit. We compute these sums, over the so-called critical form factors, exactly. Thus we obtain the leading large distance behavior of each oscillating harmonic of the correlation function asymptotic expansion, including the corresponding amplitudes. Our method is applicable to a wide variety of integrable models and yields precisely the results stemming from the Lutt…

Statistics and ProbabilityHigh Energy Physics - TheoryCritical phenomena[PHYS.MPHY]Physics [physics]/Mathematical Physics [math-ph]FOS: Physical sciences01 natural sciencesBethe ansatzCorrelation functionLuttinger liquid0103 physical sciences[NLIN.NLIN-SI]Nonlinear Sciences [physics]/Exactly Solvable and Integrable Systems [nlin.SI]Statistical physics010306 general physicsCondensed Matter - Statistical MechanicsMathematical PhysicsPhysicsStatistical Mechanics (cond-mat.stat-mech)Nonlinear Sciences - Exactly Solvable and Integrable Systems010308 nuclear & particles physicsConformal field theory[PHYS.HTHE]Physics [physics]/High Energy Physics - Theory [hep-th]Form factor (quantum field theory)Statistical and Nonlinear PhysicsMathematical Physics (math-ph)16. Peace & justiceHigh Energy Physics - Theory (hep-th)Thermodynamic limitExactly Solvable and Integrable Systems (nlin.SI)Statistics Probability and UncertaintyAsymptotic expansion
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Thermodynamic limit of particle-hole form factors in the massless XXZ Heisenberg chain

2010

We study the thermodynamic limit of the particle-hole form factors of the XXZ Heisenberg chain in the massless regime. We show that, in this limit, such form factors decrease as an explicitly computed power-law in the system-size. Moreover, the corresponding amplitudes can be obtained as a product of a "smooth" and a "discrete" part: the former depends continuously on the rapidities of the particles and holes, whereas the latter has an additional explicit dependence on the set of integer numbers that label each excited state in the associated logarithmic Bethe equations. We also show that special form factors corresponding to zero-energy excitations lying on the Fermi surface decrease as a …

Statistics and ProbabilityHigh Energy Physics - Theory[NLIN.NLIN-SI] Nonlinear Sciences [physics]/Exactly Solvable and Integrable Systems [nlin.SI]LogarithmIntegrable systemfacteurs de formemodèles intégrables[PHYS.MPHY]Physics [physics]/Mathematical Physics [math-ph]FOS: Physical sciences01 natural sciencesPower law[ PHYS.HTHE ] Physics [physics]/High Energy Physics - Theory [hep-th][PHYS.COND.CM-SM] Physics [physics]/Condensed Matter [cond-mat]/Statistical Mechanics [cond-mat.stat-mech]Chain (algebraic topology)[MATH.MATH-MP]Mathematics [math]/Mathematical Physics [math-ph]0103 physical sciencesddc:550[NLIN.NLIN-SI]Nonlinear Sciences [physics]/Exactly Solvable and Integrable Systems [nlin.SI]Limit (mathematics)[MATH.MATH-MP] Mathematics [math]/Mathematical Physics [math-ph][PHYS.COND.CM-SM]Physics [physics]/Condensed Matter [cond-mat]/Statistical Mechanics [cond-mat.stat-mech]010306 general physicsMathematical PhysicsCondensed Matter - Statistical MechanicsMathematical physicsPhysicsNonlinear Sciences - Exactly Solvable and Integrable SystemsStatistical Mechanics (cond-mat.stat-mech)010308 nuclear & particles physics[PHYS.HTHE]Physics [physics]/High Energy Physics - Theory [hep-th][ MATH.MATH-MP ] Mathematics [math]/Mathematical Physics [math-ph]Statistical and Nonlinear PhysicsMathematical Physics (math-ph)[PHYS.MPHY] Physics [physics]/Mathematical Physics [math-ph]Massless particleHigh Energy Physics - Theory (hep-th)[ PHYS.COND.CM-SM ] Physics [physics]/Condensed Matter [cond-mat]/Statistical Mechanics [cond-mat.stat-mech]Thermodynamic limitfonctions de corélation[PHYS.HTHE] Physics [physics]/High Energy Physics - Theory [hep-th][ PHYS.MPHY ] Physics [physics]/Mathematical Physics [math-ph]Statistics Probability and UncertaintyExactly Solvable and Integrable Systems (nlin.SI)Critical exponent[ NLIN.NLIN-SI ] Nonlinear Sciences [physics]/Exactly Solvable and Integrable Systems [nlin.SI]
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Recursive estimation of the conditional geometric median in Hilbert spaces

2012

International audience; A recursive estimator of the conditional geometric median in Hilbert spaces is studied. It is based on a stochastic gradient algorithm whose aim is to minimize a weighted L1 criterion and is consequently well adapted for robust online estimation. The weights are controlled by a kernel function and an associated bandwidth. Almost sure convergence and L2 rates of convergence are proved under general conditions on the conditional distribution as well as the sequence of descent steps of the algorithm and the sequence of bandwidths. Asymptotic normality is also proved for the averaged version of the algorithm with an optimal rate of convergence. A simulation study confirm…

Statistics and ProbabilityMallows-Wasserstein distanceRobbins-Monroasymptotic normalityCLTcentral limit theoremAsymptotic distributionMathematics - Statistics TheoryStatistics Theory (math.ST)01 natural sciencesMallows–Wasserstein distanceonline data010104 statistics & probability[MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]60F05FOS: MathematicsApplied mathematics[ MATH.MATH-ST ] Mathematics [math]/Statistics [math.ST]0101 mathematics62L20MathematicsaveragingSequential estimation010102 general mathematicsEstimatorRobbins–MonroConditional probability distribution[STAT.TH]Statistics [stat]/Statistics Theory [stat.TH]Geometric medianstochastic gradient[ STAT.TH ] Statistics [stat]/Statistics Theory [stat.TH]robust estimatorRate of convergenceConvergence of random variablesStochastic gradient.kernel regressionsequential estimationKernel regressionStatistics Probability and Uncertainty
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Central Limit Theorem for Linear Eigenvalue Statistics for a Tensor Product Version of Sample Covariance Matrices

2017

For $$k,m,n\in {\mathbb {N}}$$ , we consider $$n^k\times n^k$$ random matrices of the form $$\begin{aligned} {\mathcal {M}}_{n,m,k}({\mathbf {y}})=\sum _{\alpha =1}^m\tau _\alpha {Y_\alpha }Y_\alpha ^T,\quad {Y}_\alpha ={\mathbf {y}}_\alpha ^{(1)}\otimes \cdots \otimes {\mathbf {y}}_\alpha ^{(k)}, \end{aligned}$$ where $$\tau _{\alpha }$$ , $$\alpha \in [m]$$ , are real numbers and $${\mathbf {y}}_\alpha ^{(j)}$$ , $$\alpha \in [m]$$ , $$j\in [k]$$ , are i.i.d. copies of a normalized isotropic random vector $${\mathbf {y}}\in {\mathbb {R}}^n$$ . For every fixed $$k\ge 1$$ , if the Normalized Counting Measures of $$\{\tau _{\alpha }\}_{\alpha }$$ converge weakly as $$m,n\rightarrow \infty $$…

Statistics and ProbabilityMathematics(all)Multivariate random variableGeneral Mathematics010102 general mathematicslinear eigenvalue statisticsrandom matrices01 natural sciencesSample mean and sample covariance010104 statistics & probabilityDistribution (mathematics)Tensor productStatisticssample covariance matricescentral Limit Theorem0101 mathematicsStatistics Probability and UncertaintyRandom matrixEigenvalues and eigenvectorsMathematicsReal numberCentral limit theoremJournal of Theoretical Probability
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On (n-l)-wise and joint independence and normality of n Random variables: an example

1981

An example is given of a vector of n random variables such that any (n-1)-dimensional subvector consists of n-1 independent standard normal variables. The whole vector however is neither independent nor normal.

Statistics and ProbabilityPairwise independenceCombinatoricsExchangeable random variablesIndependent and identically distributed random variablesStandard normal deviateMultivariate random variableSum of normally distributed random variablesStatisticsMarginal distributionCentral limit theoremMathematicsCommunications in Statistics - Theory and Methods
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Theory of the evaporation/condensation transition of equilibrium droplets in finite volumes

2003

Abstract A phenomenological theory of phase coexistence of finite systems near the coexistence curve that occurs in the thermodynamic limit is formulated for the generic case of d-dimensional ferromagnetic Ising lattices of linear dimension L with magnetization m slightly less than mcoex. It is argued that in the limit L→∞ an unconventional first-order transition occurs at a characteristic value mt

Statistics and ProbabilityPhysicsBinodalMagnetizationPhase transitionCondensed matter physicsFerromagnetismThermodynamic limitEvaporation condensationFinite systemThermodynamicsStatistical and Nonlinear PhysicsIsing modelPhysica A: Statistical Mechanics and its Applications
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On form-factor expansions for the XXZ chain in the massive regime

2014

We study the large-volume-$L$ limit of form factors of the longitudinal spin operators for the XXZ spin-$1/2$ chain in the massive regime. We find that the individual form factors decay as $L^{-n}$, $n$ being an even integer counting the number of physical excitations -- the holes -- that constitute the excited state. Our expression allows us to derive the form-factor expansion of two-point spin-spin correlation functions in the thermodynamic limit $L\rightarrow +\infty$. The staggered magnetisation appears naturally as the first term in this expansion. We show that all other contributions to the two-point correlation function are exponentially small in the large-distance regime.

Statistics and ProbabilityPhysicsStatistical Mechanics (cond-mat.stat-mech)Nonlinear Sciences - Exactly Solvable and Integrable SystemsForm factor (quantum field theory)FOS: Physical sciencesStatistical and Nonlinear PhysicsMathematical Physics (math-ph)IntegerChain (algebraic topology)Correlation functionExcited stateThermodynamic limitCondensed Matter::Strongly Correlated ElectronsLimit (mathematics)Exactly Solvable and Integrable Systems (nlin.SI)Statistics Probability and UncertaintyCondensed Matter - Statistical MechanicsMathematical PhysicsMathematical physicsSpin-½
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Microcanonical foundation of nonextensivity and generalized thermostatistics based on the fractality of the phase space

2005

We develop a generalized theory of (meta)equilibrium statistical mechanics in the thermodynamic limit valid for both smooth and fractal phase spaces. In the former case, our approach leads naturally to Boltzmann-Gibbs standard thermostatistics while, in the latter, Tsallis thermostatistics is straightforwardly obtained as the most appropriate formalism. We first focus on the microcanonical ensemble stressing the importance of the limit $t \to \infty$ on the form of the microcanonical measure. Interestingly, this approach leads to interpret the entropic index $q$ as the box-counting dimension of the (microcanonical) phase space when fractality is considered.

Statistics and ProbabilityPhysicsStatistical Mechanics (cond-mat.stat-mech)Thermodynamic betaFOS: Physical sciencesStatistical mechanicsCondensed Matter PhysicsFormalism (philosophy of mathematics)Microcanonical ensembleFractalPhase spaceThermodynamic limitCondensed Matter::Statistical MechanicsStatistical physicsCondensed Matter - Statistical MechanicsPhysica A: Statistical Mechanics and its Applications
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Entropic measure of spatial disorder for systems of finite-sized objects

2000

We consider the relative configurational entropy per cell S_Delta as a measure of the degree of spatial disorder for systems of finite-sized objects. It is highly sensitive to deviations from the most spatially ordered reference configuration of the objects. When applied to a given binary image it provides the quantitatively correct results in comparison to its point object version. On examples of simple cluster configurations, two-dimensional Sierpinski carpets and population of interacting particles, the behaviour of S_Delta is compared with the normalized information entropy H' introduced by Van Siclen [Phys. Rev. E 56, (1997) 5211]. For the latter example, the additional middle-scale fe…

Statistics and ProbabilityPhysicseducation.field_of_studyStatistical Mechanics (cond-mat.stat-mech)Degree (graph theory)Binary imageConfiguration entropyPopulationFOS: Physical sciencesCondensed Matter PhysicsMeasure (mathematics)Sierpinski triangleThermodynamic limitCluster (physics)Statistical physicseducationCondensed Matter - Statistical MechanicsPhysica A: Statistical Mechanics and its Applications
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