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Approximative solutions of stochastic optimization problems

Petr Lachout (2010)

Kybernetika

The aim of this paper is to present some ideas how to relax the notion of the optimal solution of the stochastic optimization problem. In the deterministic case, ε -minimal solutions and level-minimal solutions are considered as desired relaxations. We call them approximative solutions and we introduce some possibilities how to combine them with randomness. Relations among random versions of approximative solutions and their consistency are presented in this paper. No measurability is assumed, therefore,...

Asymptotic rate of convergence in the degenerate U-statistics of second order

Olga Yanushkevichiene (2010)

Banach Center Publications

Let X,X₁,...,Xₙ be independent identically distributed random variables taking values in a measurable space (Θ,ℜ ). Let h(x,y) and g(x) be real valued measurable functions of the arguments x,y ∈ Θ and let h(x,y) be symmetric. We consider U-statistics of the type T ( X , . . . , X ) = n - 1 1 i L e t q i ( i 1 ) b e e i g e n v a l u e s o f t h e H i l b e r t - S c h m i d t o p e r a t o r a s s o c i a t e d w i t h t h e k e r n e l h ( x , y ) , a n d q b e t h e l a r g e s t i n a b s o l u t e v a l u e o n e . W e p r o v e t h a t Δn = ρ(T(X₁,...,Xₙ),T(G₁,..., Gₙ)) ≤ (cβ’1/6)/(√(|q₁|) n1/12) , where G i , 1 ≤ i ≤ n, are i.i.d. Gaussian random vectors, ρ is the Kolmogorov (or uniform) distance and β ' : = E | h ( X , X ) | ³ + E | h ( X , X ) | 18 / 5 + E | g ( X ) | ³ + E | g ( X ) | 18 / 5 + 1 < .

Asymptotic sampling formulae for 𝛬 -coalescents

Julien Berestycki, Nathanaël Berestycki, Vlada Limic (2014)

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

We present a robust method which translates information on the speed of coming down from infinity of a genealogical tree into sampling formulae for the underlying population. We apply these results to population dynamics where the genealogy is given by a 𝛬 -coalescent. This allows us to derive an exact formula for the asymptotic behavior of the site and allele frequency spectrum and the number of segregating sites, as the sample size tends to . Some of our results hold in the case of a general 𝛬 -coalescent...

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