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Empirical likelihood for first-order random coefficient integer-valued autoregressive processes
INAR model Conditional least square Asymptotic distribution Hypothesis Testing Maximum empirical likelihood
2011/11/5
This paper studies the empirical likelihood method for a first-order random coefficient integer-valued autoregressive model. The limiting distribution of the log empirical likelihood ratio statistic i...
Characterizations of distributions via order statistics with random exponential shifts
characterizations order statistics exponential distribution generalized logistic distribution
2011/9/19
Abstract: A class of probability distributions is characterized via equalities in law between two order statistics shifted by independent exponential variables. An explicit formula for the quintile fu...
A power law of order 1/4 for critical mean-field Swendsen-Wang dynamics
critical mean-field Swendsen-Wang dynamics Probability
2011/9/9
Abstract: The Swendsen-Wang dynamics is a Markov chain widely used by physicists to sample from the Boltzmann-Gibbs distribution of the Ising model. Cooper, Dyer, Frieze and Rue proved that on the com...
A 0-1 law for vertex-reinforced random walks on $\mathbb{Z}$ with weight of order $k^α$, $α<1/2$
vertex-reinforced random Probability
2011/9/5
Abstract: We prove that Vertex Reinforced Random Walk on $\mathbb{Z}$ with weight of order $k^\alpha$, with $\alpha\in [0,1/2)$, is either almost surely recurrent or almost surely transient. This impr...
We define higher order infinitesimal noncommutative probability space and infinitesimal non-crossing cumulant functionals. In this framework,we generalize to higher order the notion of infinitesimal f...
A partial order on the group of contactomorphisms of \R2n+1 via generating functions
partial order R2n+1 via generating functions
2010/3/1
In this note we construct a nontrivial partial order on the identity component of the group of compactly supported contactomorphisms of \R2n+1 using the method of generating functions. Our constructio...
The Optimal Order Error Estimates for Finite Element Approximations to Hyperbolic Problems
2007/12/12
In this paper, the linear finite element approximation to the positive and symmetric, linear hyperbolic systems is analyzed and an $O(h^2)$ order error estimate is established under the conditions of ...