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Bernstein inequality for the parameter of the pth order autoregressive process AR(p)

Samir Benaissa (2006)

Applicationes Mathematicae

The autoregressive process takes an important part in predicting problems leading to decision making. In practice, we use the least squares method to estimate the parameter θ̃ of the first-order autoregressive process taking values in a real separable Banach space B (ARB(1)), if it satisfies the following relation: X ̃ t = θ ̃ X ̃ t - 1 + ε ̃ t . In this paper we study the convergence in distribution of the linear operator I ( θ ̃ T , θ ̃ ) = ( θ ̃ T - θ ̃ ) θ ̃ T - 2 for ||θ̃|| > 1 and so we construct inequalities of Bernstein type for this operator.

Betti numbers of random real hypersurfaces and determinants of random symmetric matrices

Damien Gayet, Jean-Yves Welschinger (2016)

Journal of the European Mathematical Society

We asymptotically estimate from above the expected Betti numbers of random real hypersurfaces in smooth real projective manifolds. Our upper bounds grow as the square root of the degree of the hypersurfaces as the latter grows to infinity, with a coefficient involving the Kählerian volume of the real locus of the manifold as well as the expected determinant of random real symmetric matrices of given index. In particular, for large dimensions, these coefficients get exponentially small away from...

Bivariate copulas: Transformations, asymmetry and measures of concordance

Sebastian Fuchs, Klaus D. Schmidt (2014)

Kybernetika

The present paper introduces a group of transformations on the collection of all bivariate copulas. This group contains an involution which is particularly useful since it provides (1) a criterion under which a given symmetric copula can be transformed into an asymmetric one and (2) a condition under which for a given copula the value of every measure of concordance is equal to zero. The group also contains a subgroup which is of particular interest since its four elements preserve symmetry, the...

Brownian motion and transient groups

Nicolas Th. Varopoulos (1983)

Annales de l'institut Fourier

In this paper I consider M ˜ M a covering of a Riemannian manifold M . I prove that Green’s function exists on M ˜ if any and only if the symmetric translation invariant random walks on the covering group G are transient (under the assumption that M is compact).

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