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We give a new sufficient condition of the quasi-Gibbs property. This result is a refinement of one given in a previous paper (Osada (in press) [18]), and will be used in a forthcoming paper to prove the quasi-Gibbs property of Airy random point fields (RPFs) and other RPFs appearing under...
Persistent link: https://www.econbiz.de/10011064889
We consider the logarithm of the characteristic polynomial of random permutation matrices, evaluated on a finite set of different points. The permutations are chosen with respect to the Ewens distribution on the symmetric group. We show that the behavior at different points is independent in the...
Persistent link: https://www.econbiz.de/10010719746
We establish the asymptotic normality of the sample principal components of functional stochastic processes under nonrestrictive assumptions which admit nonlinear functional time series models. We show that the aforementioned asymptotic depends only on the asymptotic normality of the sample...
Persistent link: https://www.econbiz.de/10010875092
We establish an invariance principle for a general class of stationary random fields indexed by Zd, under Hannan’s condition generalized to Zd. To do so we first establish a uniform integrability result for stationary orthomartingales, and second we establish a coboundary decomposition for...
Persistent link: https://www.econbiz.de/10011064918