Displaying similar documents to “Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory”

Pointwise constrained radially increasing minimizers in the quasi-scalar calculus of variations

Luís Balsa Bicho, António Ornelas (2014)

ESAIM: Control, Optimisation and Calculus of Variations

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We prove of vector minimizers () =  (||) to multiple integrals ∫ ((), |()|)  on a  ⊂ ℝ, among the Sobolev functions (·) in + (, ℝ), using a  : ℝ×ℝ → [0,∞] with (·) and . Besides such basic hypotheses, (·,·) is assumed to satisfy also...

Model selection and estimation of a component in additive regression

Xavier Gendre (2014)

ESAIM: Probability and Statistics

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Let  ∈ ℝ be a random vector with mean and covariance matrix where is some known  × -matrix. We construct a statistical procedure to estimate as well as under moment condition on or Gaussian hypothesis. Both cases are developed for known or unknown . Our approach is free from any prior assumption on and is based on non-asymptotic model selection methods....

Hydrodynamic limit of a d-dimensional exclusion process with conductances

Fábio Júlio Valentim (2012)

Annales de l'I.H.P. Probabilités et statistiques

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Fix a polynomial of the form () = + ∑2≤≤    =1 with (1) gt; 0. We prove that the evolution, on the diffusive scale, of the empirical density of exclusion processes on 𝕋 d , with conductances given by special class of functions, is described by the unique weak solution of the non-linear parabolic partial differential equation = ∑    ...

Hereditary properties of words

József Balogh, Béla Bollobás (2010)

RAIRO - Theoretical Informatics and Applications

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Let be a hereditary property of words, , an infinite class of finite words such that every subword (block) of a word belonging to is also in . Extending the classical Morse-Hedlund theorem, we show that either contains at least words of length for every  or, for some , it contains at most words of length for every . More importantly, we prove the following quantitative extension of this result: if has words of length then, for every , it contains at most ⌈( + 1)/2⌉⌈( + 1)/2⌈...

Means in complete manifolds: uniqueness and approximation

Marc Arnaudon, Laurent Miclo (2014)

ESAIM: Probability and Statistics

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Let be a complete Riemannian manifold,  ∈ ℕ and  ≥ 1. We prove that almost everywhere on  = ( ,, ) ∈  for Lebesgue measure in , the measure μ ( x ) = N k = 1 N x k μ ( x ) = 1 N ∑ k = 1 N δ x k has a unique–mean (). As a consequence, if  = ( ,, ) is a -valued random variable with absolutely continuous law, then almost surely (()) has a unique –mean. In particular if ( ...

On the distribution of characteristic parameters of words

Arturo Carpi, Aldo de Luca (2010)

RAIRO - Theoretical Informatics and Applications

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For any finite word on a finite alphabet, we consider the basic parameters and of defined as follows: is the minimal natural number for which has no right special factor of length and is the minimal natural number for which has no repeated suffix of length . In this paper we study the distributions of these parameters, here called characteristic parameters, among the words ...

Universality in the bulk of the spectrum for complex sample covariance matrices

Sandrine Péché (2012)

Annales de l'I.H.P. Probabilités et statistiques

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We consider complex sample covariance matrices = (1/)* where is a × random matrix with i.i.d. entries , 1 ≤ ≤ , 1 ≤ ≤ , with distribution . Under some regularity and decay assumptions on , we prove universality of some local eigenvalue statistics in the bulk of the spectrum in the limit where → ∞ and lim→∞ / = for any real number ∈ (0, ∞).

Upper large deviations for maximal flows through a tilted cylinder

Marie Theret (2014)

ESAIM: Probability and Statistics

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We consider the standard first passage percolation model in ℤ for  ≥ 2 and we study the maximal flow from the upper half part to the lower half part (respectively from the top to the bottom) of a cylinder whose basis is a hyperrectangle of sidelength proportional to and whose height is () for a certain height function . We denote this maximal flow by (respectively ). We emphasize the fact that the cylinder may be tilted. We look at the probability that...

Constraints on distributions imposed by properties of linear forms

Denis Belomestny (2010)

ESAIM: Probability and Statistics

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Let () be independent identically distributed bivariate vectors and , are two linear forms with positive coefficients. We study two problems: under what conditions does the equidistribution of and imply the same property for and , and under what conditions does the independence of and entail independence of and ? Some analytical sufficient conditions...

Minimising convex combinations of low eigenvalues

Mette Iversen, Dario Mazzoleni (2014)

ESAIM: Control, Optimisation and Calculus of Variations

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We consider the variational problem         inf{ () +  () + (1 −  − ) () | Ω open in ℝ, || ≤ 1}, for  ∈ [0, 1],  +  ≤ 1, where () is the th eigenvalue of the Dirichlet Laplacian acting in () and || is the Lebesgue measure of . We investigate for which values of every minimiser is connected.

Trivial Cases for the Kantorovitch Problem

Serge Dubuc, Issa Kagabo, Patrice Marcotte (2010)

RAIRO - Operations Research

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Let and be two compact spaces endowed with respective measures and satisfying the condition . Let be a continuous function on the product space . The mass transfer problem consists in determining a measure on whose marginals coincide with and , and such that the total cost be minimized. We first show that if the cost function is decomposable, i.e., can be represented as the sum of two continuous functions defined on and , respectively, then every feasible measure is optimal....