Asymptotic behavior of central order statistics from stationary processes

asymptotic property of order statistics and sample quntile

چکیده: فرض کنید که تابعی از اپسیلون یک مجموع نامتناهی از احتمالات موزون مربوط به مجموع های جزئی براساس یک دنباله از متغیرهای تصادفی مستقل و همتوزیع باشد، و همچنین فرض کنید توابعی مانند g و h وجود دارند که هرگاه امید ریاضی توان دوم x متناهی و امیدریاضی x صفر باشد، در این صورت می توان حد حاصلضرب این توابع را بصورت تابعی از امید ریاضی توان دوم x نوشت. حالت عکس نیز برقرار است. همچنین ما با استفاده...

Asymptotic Behavior of Multivariate Reward Processes with Nonlinear Reward Functions

Asymptotic theory for stationary processes

In the study of random processes, dependence is the rule rather than the exception. To facilitate the related statistical analysis, it is necessary to quantify the dependence between observations. In the talk I will briefly review the history of this fundamental problem. By interpreting random processes as physical systems, I will introduce physical and predictive dependence coefficients that q...

asymptotic fisher information in order statistics of geometric distribution

in this paper, the geometric distribution is considered. the means, variances, and covariances of its order statistics are derived. the fisher information in any set of order statistics in any distribution can be represented as a sum of fisher information in at most two order statistics. it is shown that, for the geometric distribution, it can be further simplified to a sum of fisher informatio...

Asymptotic Inference of Autocovariances of Stationary Processes

Abstract: The paper presents a systematic theory for asymptotic inference of autocovariances of stationary processes. We consider nonparametric tests for serial correlations based on the maximum (or L∞) and the quadratic (or L2) deviations. For these two cases, with proper centering and rescaling, the asymptotic distributions of the deviations are Gumbel and Gaussian, respectively. To establish...