ÐA common way to address scalability requirements of distributed services is to employ server replication and client caching of objects that encapsulate the service state. The performance of such a system could depend very much on the protocol implemented by the system to maintain consistency among object copies. We explore scalable consistency protocols that never require synchronization and c...

We prove that in the case of independent and identically distributed random vectors (Xi, Yi) a class of kernel type M-estimators is universally and strongly consistent for conditional M-functionals. The term universal means that the strong consistency holds for all joint probability distributions of (X, Y ). The conditional M-functional minimizes (2.2) for almost every x. In the case M(y) = |y|...

Extreme losses of portfolios with heavy-tailed components are studied in the framework of multivariate regular variation. Asymptotic distributions of extreme portfolio losses are characterized by a functional γξ = γξ(Ψ, α) of the tail index α, the spectral measure Ψ, and the vector ξ of portfolio weights. Existence, uniqueness, and location of the optimal portfolio are analysed and applied to t...

We consider the high order moments estimator of the frontier of a random pair, introduced by Girard, S., Guillou, A., Stupfler, G. (2013). Frontier estimation with kernel regression on high order moments. In the present paper, we show that this estimator is strongly uniformly consistent on compact sets and its rate of convergence is given when the conditional cumulative distribution function be...

The paper concerns identification of the Wiener system consisting of a linear subsystem followed by a static nonlinearity f (·) with no invertibility and structure assumption. Recursive estimates are given for coefficients of the linear subsystem and for the value f (v) at any fixed v. The main contribution of the paper consists in establishing convergence with probability one of the proposed a...

We study the properties of an MA1-representation of an autoregressive a p p r o x-imation for a stationary, real-valued process. In doing so we g i v e an extension of Wiener's Theorem in the deterministic approximation setup. When dealing with data, we can use this new key result to obtain insight i n to the structure of MA1-representations of tted autoregressive models where the order increas...

This paper studies a very general urn model stimulated by designs in clinical trials, where the number of balls of different types added to the urn at trial n depends on a random outcome directed by the composition at trials 1,2, . . . , n− 1. Patient treatments are allocated according to types of balls. We establish the strong consistency and asymptotic normality for both the urn composition a...

Eventually and weakly consistent distributed systems have emerged in the past decade as an answer to scalability and availability issues associated with strong consistency semantics, such as linearizability. However, systems offering strong consistency semantics have an advantage over systems based on weaker consistency models, as they are typically much simpler to reason about and are more int...

The unavoidable imprecision of measurements of continuous physical quantities can be modelled by using the concept of fuzzy numbers and fuzzy vectors. Concerning a quantitative usage of such data the classical concept of relative frequencies for real data has to be extended to so-called fuzzy relative frequencies for fuzzy data, whereby the fuzzy relative frequency of a set is a fuzzy number. A...

In this theoretical paper we develop an asymptotic theory for Linear-Chain Conditional Random Fields (L-CRFs) and apply it to derive conditions under which the Maximum Likelihood Estimates (MLEs) of the model weights are strongly consistent. We first define L-CRFs for infinite sequences and analyze some of their basic properties. Then we establish conditions under which ergodicity of the observ...