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    Statistics & Probability Letters

    Statistics & Probability Letters

    JournalISSN 0167-7152eISSN 1879-2103中科院 数学 4区

    年发文量

    研究主题

    论文(10017)

    排序
    1Deterministic Lie-point Symmetries of McKean–Vlasov Stochastic Differential Equations
    Anas Ouknine
    2027
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    2Quantile-based Empirical Likelihood for ROC Curves
    Pengfei Liu, Yiming Liu, Zhi Liu, Yujie Liang
    2027
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    3Parity-odd Polyspectra of Spatial Point Processes
    Daniel E. Clark

    We study how handedness enters the factorial cumulants and polyspectra of stationary, properly isotropic spatial point processes. Rotational symmetry forces parity-odd cumulants to vanish at every order up to the spatial dimension. At the next order, the odd part of the factorial moment is necessarily connected. We show that this threshold is sharp by constructing a relabelling-invariant measure of simplex handedness and using it to define a chiral Poisson-cluster process. The resulting factorial polyspectrum has a nonzero parity-odd component, which changes sign under reflection and cancels when the two mirror laws are mixed equally.

    2027
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    4Large Deviations of Large Uniform Spacings
    Mainza Mbokoma, Xiangfeng Yang

    Assume that a stick with unit length is broken totally randomly into n pieces. The kth largest piece (with positive integer k≤n) is called the kth largest uniform spacing induced by n uniformly distributed order statistics on (0,1). Exact large deviations of the kth largest uniform spacing away from its most probable size lnn/n are studied in this paper, together with an application in goodness-of-fit tests.

    2027
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    5Topological Cumulants of Point-Process Currents
    Daniel E. Clark

    A random population of trajectories can be viewed as a point process whose points are entire paths. When the spatial domain contains holes or obstacles, a path also carries global route information, such as how many times it winds around an obstacle. We represent this information by line integrals against a finite family of smooth one-forms supplied by Hodge–Morrey theory; on an annulus, the resulting coordinate is the usual winding number. The main result expresses the cumulant generating function of the aggregate coordinate vector directly in terms of the factorial cumulant measures of the path process. Differentiation yields an all-order partition formula for these topological cumulants. The covariance separates single-trajectory variation from non-Poisson dependence between trajectories. The construction is independent of the chosen closed-form representatives and transforms naturally under a change of coordinate basis. For Poisson path populations the law reduces to compound Poisson, and balanced clockwise and anticlockwise populations give a centred Skellam law.

    2027
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    高被引作者

    作者引用发文
    Narayanaswamy Balakrishnan184873
    Joseph E. Cavanaugh9235
    Rana Moyeed8581
    M. C. Jones73321
    y c yao7083
    Hannu Oja7007
    Daniel Pena7006
    Ruben H. Zamar6575
    Ana Justel6181
    Gauss M. Cordeiro61517

    高产作者

    作者引用发文
    Narayanaswamy Balakrishnan184873
    Saralees Nadarajah42827
    Lajos Horváth54925
    Adam Osekowski5724
    Stephen G Walker24823
    Anton Schick27423
    Barrry Arnold51122
    M. C. Jones73321
    Enkelejd Hashorva25720
    B. L. S. Prakasa Rao35520

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