Search Results - subject:"Invariance principle"

Scaling limits for one-dimensional long-range percolation: Using the corrector method

Zhang, Zhongyang; Zhang, Lixin - In: Statistics & Probability Letters 83 (2013) 11, pp. 2459-2466

In this paper, by using the corrector method we give another proof of the quenched invariance principle for the random …

Persistent link: https://www.econbiz.de/10011039976

Hitting times for the perturbed reflecting random walk

Serlet, Laurent - In: Stochastic Processes and their Applications 123 (2013) 1, pp. 110-130

We consider a nearest neighbor random walk on Z which is reflecting at 0 and perturbed when it reaches its maximum. We compute the law of the hitting times and derive many corollaries, especially invariance principles with (rather) explicit descriptions of the asymptotic laws. We also obtain...

Persistent link: https://www.econbiz.de/10010591888

Some Observations on Fort and Winfree â€œNash Conjectures and Talent Supply in Sports League Modeling

Szymanski, Stefan - In: Journal of Sports Economics 14 (2013) 3, pp. 321-326

they claimed to show that the invariance principle can still survive in the game theoretic interpretation. This note shows … that the approach they suggest was already fully and explicitly adopted in the works cited above and that the invariance … principle cannot hold for any plausible contest success function. …

Persistent link: https://www.econbiz.de/10010684630

On general bootstrap of empirical estimator of a semi-Markov kernel with applications

Bouzebda, Salim; Limnios, Nikolaos - In: Journal of Multivariate Analysis 116 (2013) C, pp. 52-62

The aim of this paper is to introduce a general bootstrap by exchangeable weight random variables for empirical estimators of the semi-Markov kernels and of the conditional transition probabilities for semi-Markov processes with countable state space. Asymptotic properties of these generalized...

Persistent link: https://www.econbiz.de/10010665724

Convergence rate of the limit theorem of a Galton–Watson tree with neutral mutations

Chen, Xinxin - In: Statistics & Probability Letters 83 (2013) 2, pp. 588-595

We consider a Galton–Watson branching process with neutral mutations (infinite alleles model), and we decompose the entire population into sub-families of individuals carrying the same allele. Bertoin (2010) describes the asymptotic shape of the process of the sizes of the allelic sub-families...

Persistent link: https://www.econbiz.de/10010602920

Some observations on Fort and Winfree "Nash conjectures and talent supply in sports league modeling : a comment on current modeling disagreements"

Szymanski, Stefan - In: Journal of sports economics 14 (2013) 3, pp. 321-326

Persistent link: https://www.econbiz.de/10009777166

Convergence en loi de Dirichlet de certaines intégrales stochastiques.

Chorro, Christophe - Maison des Sciences Économiques, Université Paris 1 … - 2005

Recently, Nicolas Bouleau has proposed an extension of the Donsker's invariance principle in the framework of Dirichlet …

Persistent link: https://www.econbiz.de/10005220177

U-processes, U-quantile processes and generalized linear statistics of dependent data

Wendler, Martin - In: Stochastic Processes and their Applications 122 (2012) 3, pp. 787-807

, it follows that such a strong invariance principle also holds for the empirical U-quantile process and consequently for …

Persistent link: https://www.econbiz.de/10010875083

Stochastic algorithms for computing means of probability measures

Arnaudon, Marc; Dombry, Clément; Phan, Anthony; Yang, Le - In: Stochastic Processes and their Applications 122 (2012) 4, pp. 1437-1455

Consider a probability measure μ supported by a regular geodesic ball in a manifold. For any p≥1 we define a stochastic algorithm which converges almost surely to the p-mean ep of μ. Assuming furthermore that the functional to minimize is regular around ep, we prove that a natural...

Persistent link: https://www.econbiz.de/10011064954

On Dobrushin’s inequality

Szewczak, Zbigniew S. - In: Statistics & Probability Letters 82 (2012) 6, pp. 1202-1207

Lower and upper bounds in Dobrushin’s inequality for the variance of sums of functionals defined on a non-homogeneous Markov chain together with some related probability results are analyzed.

Persistent link: https://www.econbiz.de/10010576157