Search results for " rando"

showing 10 items of 498 documents

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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Fractional calculus approach to the statistical characterization of random variables and vectors

2009

Fractional moments have been investigated by many authors to represent the density of univariate and bivariate random variables in different contexts. Fractional moments are indeed important when the density of the random variable has inverse power-law tails and, consequently, it lacks integer order moments. In this paper, starting from the Mellin transform of the characteristic function and by fractional calculus method we present a new perspective on the statistics of random variables. Introducing the class of complex moments, that include both integer and fractional moments, we show that every random variable can be represented within this approach, even if its integer moments diverge. A…

Statistics and ProbabilityMellin transformStatistical Mechanics (cond-mat.stat-mech)Characteristic function (probability theory)Multivariate distributionMultivariate random variableMathematical analysisFOS: Physical sciencesMoment-generating functionCondensed Matter PhysicsFractional calculusFractional and complex moments; Multivariate distributions; Power-law tails; Inverse Mellin transformFractional and complex momentIngenieurwissenschaftenApplied mathematicsddc:620Inverse Mellin transformSettore ICAR/08 - Scienza Delle CostruzioniRandom variableCondensed Matter - Statistical MechanicsMathematicsInteger (computer science)Taylor expansions for the moments of functions of random variablesPower-law tail
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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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On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations

2021

Given [Formula: see text], we study two classes of large random matrices of the form [Formula: see text] where for every [Formula: see text], [Formula: see text] are iid copies of a random variable [Formula: see text], [Formula: see text], [Formula: see text] are two (not necessarily independent) sets of independent random vectors having different covariance matrices and generating well concentrated bilinear forms. We consider two main asymptotic regimes as [Formula: see text]: a standard one, where [Formula: see text], and a slightly modified one, where [Formula: see text] and [Formula: see text] while [Formula: see text] for some [Formula: see text]. Assuming that vectors [Formula: see t…

Statistics and ProbabilityPhysicsAlgebra and Number TheorySpectral power distributionComputer Science::Information RetrievalProbability (math.PR)Astrophysics::Instrumentation and Methods for AstrophysicsBlock (permutation group theory)Marchenko–Pastur lawComputer Science::Computation and Language (Computational Linguistics and Natural Language and Speech Processing)Bilinear form60F05 60B20 47N30Sample mean and sample covarianceCombinatoricsConvergence of random variablesFOS: Mathematicssample covariance matricesComputer Science::General LiteratureDiscrete Mathematics and CombinatoricsRandom matriceshigh dimensional statisticsStatistics Probability and UncertaintyRandom matrixRandom variableMathematics - ProbabilityRandom Matrices: Theory and Applications
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Variable Length Memory Chains: Characterization of stationary probability measures

2021

Variable Length Memory Chains (VLMC), which are generalizations of finite order Markov chains, turn out to be an essential tool to modelize random sequences in many domains, as well as an interesting object in contemporary probability theory. The question of the existence of stationary probability measures leads us to introduce a key combinatorial structure for words produced by a VLMC: the Longest Internal Suffix. This notion allows us to state a necessary and sufficient condition for a general VLMC to admit a unique invariant probability measure. This condition turns out to get a much simpler form for a subclass of VLMC: the stable VLMC. This natural subclass, unlike the general case, enj…

Statistics and ProbabilityPure mathematicsLongest Internal SuffixStationary distributionMarkov chain60J05 60C05 60G10Probability (math.PR)010102 general mathematics01 natural sciencesMeasure (mathematics)Variable Length Memory Chains010104 statistics & probabilityProbability theoryConvergence of random variablesFOS: MathematicsCountable setState spaceRenewal theory[MATH]Mathematics [math]0101 mathematicsstable context treessemi-Markov chainsMathematics - Probabilitystationary probability measureMathematicsBernoulli
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On almost sure convergence of amarts and martingales without the Radon-Nikodym property

1988

It is shown here that for any Banach spaceE-valued amart (X n) of classB, almost sure convergence off(Xn) tof(X) for eachf in a total subset ofE * implies scalar convergence toX.

Statistics and ProbabilityRadon–Nikodym theoremDiscrete mathematicsPure mathematicsConvergence of random variablesGeneral MathematicsScalar (mathematics)Statistics Probability and UncertaintyMathematicsJournal of Theoretical Probability
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Modelling residuals dependence in dynamic life tables: A geostatistical approach

2008

The problem of modelling dynamic mortality tables is considered. In this context, the influence of age on data graduation needs to be properly assessed through a dynamic model, as mortality progresses over the years. After detrending the raw data, the residuals dependence structure is analysed, by considering them as a realisation of a homogeneous Gaussian random field defined on R × R. This setting allows for the implementation of geostatistical techniques for the estimation of the dependence and further interpolation in the domain of interest. In particular, a complex form of interaction between age and time is considered, by taking into account a zonally anisotropic component embedded in…

Statistics and ProbabilityRandom fieldApplied MathematicsZonal anisotropyContext (language use)Median polishCovarianceCross-validationLee-CarterGaussian random fieldDynamic life tablesComputational MathematicsKrigingComputational Theory and MathematicsGoodness of fitKrigingStatisticsGeometric anisotropyMathematicsInterpolation
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Random walk networks

2004

Abstract Random Boolean networks are among the best-known systems used to model genetic networks. They show an on–off dynamics and it is easy to obtain analytical results with them. Unfortunately very few genes are strictly on–off switched. On the other hand, continuous methods are in principle more suitable to capture the real behavior of the genome, but have difficulties when trying to obtain analytical results. In this work, we introduce a new model of random discrete network: random walk networks, where the state of each gene is changed by small discrete variations, being thus a natural bridge between discrete and continuous models.

Statistics and ProbabilityRandom graphDiscrete mathematicsHeterogeneous random walk in one dimensionRandom variateStochastic simulationLoop-erased random walkRandom functionRandom elementCondensed Matter PhysicsRandom walkAlgorithmMathematicsPhysica A: Statistical Mechanics and its Applications
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Trapping of Continuous-Time Quantum walks on Erdos-Renyi graphs

2011

We consider the coherent exciton transport, modeled by continuous-time quantum walks, on Erd\"{o}s-R\'{e}ny graphs in the presence of a random distribution of traps. The role of trap concentration and of the substrate dilution is deepened showing that, at long times and for intermediate degree of dilution, the survival probability typically decays exponentially with a (average) decay rate which depends non monotonically on the graph connectivity; when the degree of dilution is either very low or very high, stationary states, not affected by traps, get more likely giving rise to a survival probability decaying to a finite value. Both these features constitute a qualitative difference with re…

Statistics and ProbabilityRandom graphQuantum PhysicsDegree (graph theory)FOS: Physical sciencesProbability and statisticsCondensed Matter PhysicsErdős–Rényi modelDistribution (mathematics)Quantum mechanicsQuantum walkQuantum Physics (quant-ph)ConnectivityStationary stateQuantum walks; Random graphs; Trapping; Statistics and Probability; Condensed Matter PhysicsMathematics
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