Statistics & Probability Letters最新文献

英文中文

Qualitative identification conditions for causal effects under bad controls in linear structural equation models 线性结构方程模型中不良控制下因果效应的定性识别条件

IF 0.7 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters

Pub Date : 2026-01-13 DOI: 10.1016/j.spl.2026.110642

Chie Taguchi , Manabu Kuroki

This paper considers a situation where the cause–effect relationships among random variables are represented by a linear structural equation model and the corresponding directed acyclic graph. When the causal effect is not quantitatively identifiable, we propose two novel qualitative identification conditions for causal effects under bad controls.

本文考虑了随机变量间的因果关系用线性结构方程模型和相应的有向无环图表示的情况。当因果效应不能定量识别时，我们提出了两个新的定性识别条件，用于不良控制下的因果效应。

引用次数: 0

A probability inequality for convolutions of MTP2-distribution functions mtp2分布函数卷积的概率不等式

IF 0.7 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters

Pub Date : 2026-01-09 DOI: 10.1016/j.spl.2026.110641

Thomas Royen

A probability inequality is proved for n-fold convolutions of a smooth cumulative distribution function on

R_{+}^{n}

, which is multivariate totally positive of order 2 (MTP₂). This inequality is sharper than an inequality of the same form as the Gaussian correlation inequality for distribution functions. An example are some multivariate chi-square distributions, derived from the diagonal of a Wishart matrix.

证明了一个光滑累积分布函数在R+n上的n次卷积的概率不等式，该函数是多元全正的2阶（MTP2）。这个不等式比分布函数的高斯相关不等式的相同形式的不等式更尖锐。一个例子是由Wishart矩阵的对角线导出的一些多元卡方分布。

引用次数: 0

Exponential stabilization via discrete-time feedback control for stochastic systems driven by G-Lévy process g - lsamvy过程驱动随机系统的离散时间反馈控制的指数镇定

IF 0.7 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters

Pub Date : 2026-01-08 DOI: 10.1016/j.spl.2026.110639

Bingjun Wang , Hongjun Gao , Mingxia Yuan

This paper investigates the exponential stabilization of stochastic systems driven by

G

-Lévy processes via discrete-time feedback control. We design a control input in the drift term based on discrete-time state observations and prove that there exists an upper bound

\bar{τ} > 0

for the observation step size such that the controlled system achieves both mean square and quasi-sure exponential stability for any step size

τ < \bar{τ}

. An illustrative example validates the effectiveness of the proposed control strategy.

本文通过离散时间反馈控制研究了由g - lsamvy过程驱动的随机系统的指数镇定问题。我们在漂移项中设计了一个基于离散时间状态观测的控制输入，并证明了观测步长存在一个上界τ τ >；0，使得被控系统在任意步长τ<；τ τ下均方稳定和准确定指数稳定。算例验证了所提控制策略的有效性。

引用次数: 0

Lyapunov exponents of linear stochastic differential algebraic equations with properly stated leading terms 具有适当前导项的线性随机微分代数方程的Lyapunov指数

IF 0.7 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters

Pub Date : 2026-01-08 DOI: 10.1016/j.spl.2026.110640

Nguyen Thi The

We investigate a class of stochastic differential algebraic equations with properly stated leading terms that are well-matched in a specific sense. We establish an existence and uniqueness theorem for this class and investigate the Lyapunov exponents in the linear case.

我们研究了一类随机微分代数方程，它们的前导项在特定意义上是良好匹配的。我们建立了该类的存在唯一性定理，并研究了线性情况下的Lyapunov指数。

引用次数: 0

Moments of Hölder coefficients on random time intervals Hölder系数在随机时间间隔上的矩

IF 0.7 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters

Pub Date : 2026-01-08 DOI: 10.1016/j.spl.2025.110634

Frank T. Seifried, Maximilian Würschmidt

We show existence of moments for Hölder coefficients up to a random time. Our result applies to general processes satisfying Kolmogorov’s tightness criterion and (unbounded) random times with a higher moment. The proof is based on a ramification of Kolmogorov’s classical dyadic numbers argument. We illustrate the result for diffusions and BSDEs on unbounded time horizons.

我们证明了直到随机时间Hölder系数的矩的存在性。我们的结果适用于满足Kolmogorov紧性准则的一般过程和具有较高矩的（无界）随机时间。这个证明是基于柯尔莫哥洛夫经典二进数论证的一个分支。我们举例说明了无界时间范围上扩散和BSDEs的结果。

引用次数: 0

New sufficient conditions for asymptotic stability in delayed stochastic differential equations 时滞随机微分方程渐近稳定的新充分条件

IF 0.7 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters

Pub Date : 2026-01-07 DOI: 10.1016/j.spl.2026.110637

Dung T. Nguyen

This paper studies the asymptotic stability of delayed stochastic differential equations. Using the fixed point theorem and estimates for stochastic integrals, sufficient conditions for asymptotic convergence are derived. The results provide refinements of existing criteria while preserving a form that is convenient for verification. Finally, an example is presented to illustrate the obtained results.

研究了一类时滞随机微分方程的渐近稳定性。利用不动点定理和随机积分的估计，导出了随机积分渐近收敛的充分条件。结果提供了对现有标准的改进，同时保留了便于验证的形式。最后，给出了一个算例来说明所得结果。

引用次数: 0

Increasing and other subsequence problems for random interval sequences 随机区间序列的递增和其他子序列问题

IF 0.7 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters

Pub Date : 2026-01-07 DOI: 10.1016/j.spl.2026.110638

İlker Arslan , Ümi̇t Işlak

Various relations for comparison of intervals of real numbers are introduced, and the expected length of the corresponding longest increasing subsequence is analyzed. When intervals are randomly generated by taking the minimum and maximum of two independent uniform random variables, we prove that the expected length of the longest increasing subsequence grows on the order of

\sqrt[3]{n}

. We also investigate the asymptotic behavior of the expected length under alternative comparison relations and random interval models. Discussions on other subsequence problems for interval sequences are included.

介绍了实数区间比较的各种关系，并分析了相应的最长递增子序列的期望长度。当选取两个独立的一致随机变量的最小值和最大值随机生成区间时，我们证明了最长递增子序列的期望长度以n3的数量级增长。我们还研究了在可选比较关系和随机区间模型下期望长度的渐近性。讨论了区间序列的其他子序列问题。

引用次数: 0

Calculating the Gerber–Shiu function for Sparre Andersen process via collocation method 用配点法计算Sparre Andersen过程的Gerber-Shiu函数

IF 0.7 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters

Pub Date : 2025-12-30 DOI: 10.1016/j.spl.2025.110633

Zan Yu

We develop a collocation framework for computing the Gerber–Shiu function in Sparre Andersen risk models. By discretizing it on collocation grids, the problem reduces to a well-conditioned linear algebraic system that is easy to implement. The method accommodates general claim-size distributions and requires only mild smoothness conditions. We derive convergence rates for the collocation solution and identify settings that yield higher-order accuracy. Numerical experiments across a variety of distributions and penalty functions confirm the approach’s accuracy, efficiency, and robustness.

我们开发了一个用于计算Sparre Andersen风险模型中的Gerber-Shiu函数的搭配框架。通过在配置网格上离散化，使问题简化为一个易于实现的条件良好的线性代数系统。该方法适用于一般索赔大小的分布，只需要轻微的平滑条件。我们推导了配置解决方案的收敛率，并确定了产生高阶精度的设置。各种分布和惩罚函数的数值实验证实了该方法的准确性、效率和鲁棒性。

引用次数: 0

Friedman vs Pólya 弗里德曼vs Pólya

IF 0.7 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters

Pub Date : 2025-12-30 DOI: 10.1016/j.spl.2025.110635

Raphael Alves , Rafael A. Rosales

Suppose an urn contains initially any number of balls of two colours. One ball is drawn randomly and then put back with

α

balls of the same colour and

β

balls of the opposite colour. Both cases,

β = 0

and

β > 0

are well known and correspond respectively to Pólya’s and Friedman’s replacement schemes. We consider a mixture of both of these: with probability

p \in (0, 1]

balls are replaced according to Friedman’s recipe and with probability

1 - p

according to the one by Pólya. Independently of the initial urn composition and independently of

α

β

, and the value of

p > 0

, we show that the proportion of balls of one colour converges almost surely to

\frac{1}{2}

. The latter is the limit behaviour obtained by using Friedman’s scheme alone, i.e. when

p = 1

. Our result follows by adapting an argument due to D. S. Ornstein.

假设一个瓮最初含有任意数量的两种颜色的球。随机抽取一个球，然后将相同颜色的α球和相反颜色的β球放回原处。这两种情况，β=0和β>；0都是众所周知的，分别对应Pólya和Friedman的替代方案。我们考虑这两者的混合：概率为p∈(0,1)的球根据Friedman的配方被替换，概率为1−p的球根据Pólya的配方被替换。独立于初始的瓮组成，独立于α， β和p>；0的值，我们表明，一种颜色的球的比例几乎肯定地收敛到12。后者是单独使用Friedman格式得到的极限行为，即当p=1时。我们的结果是通过改编d.s. Ornstein的论点得出的。

{"title":"Friedman vs Pólya","authors":"Raphael Alves , Rafael A. Rosales","doi":"10.1016/j.spl.2025.110635","DOIUrl":"10.1016/j.spl.2025.110635","url":null,"abstract":"<div><div>Suppose an urn contains initially any number of balls of two colours. One ball is drawn randomly and then put back with <math><mi>α</mi></math> balls of the same colour and <math><mi>β</mi></math> balls of the opposite colour. Both cases, <math><mrow><mi>β</mi><mo>=</mo><mn>0</mn></mrow></math> and <math><mrow><mi>β</mi><mo>></mo><mn>0</mn></mrow></math> are well known and correspond respectively to Pólya’s and Friedman’s replacement schemes. We consider a mixture of both of these: with probability <math><mrow><mi>p</mi><mo>∈</mo><mrow><mo>(</mo><mn>0</mn><mo>,</mo><mn>1</mn><mo>]</mo></mrow></mrow></math> balls are replaced according to Friedman’s recipe and with probability <math><mrow><mn>1</mn><mo>−</mo><mi>p</mi></mrow></math> according to the one by Pólya. Independently of the initial urn composition and independently of <math><mi>α</mi></math>, <math><mi>β</mi></math>, and the value of <math><mrow><mi>p</mi><mo>></mo><mn>0</mn></mrow></math>, we show that the proportion of balls of one colour converges almost surely to <math><mfrac><mrow><mn>1</mn></mrow><mrow><mn>2</mn></mrow></mfrac></math>. The latter is the limit behaviour obtained by using Friedman’s scheme alone, i.e. when <math><mrow><mi>p</mi><mo>=</mo><mn>1</mn></mrow></math>. Our result follows by adapting an argument due to D. S. Ornstein.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"232 ","pages":"Article 110635"},"PeriodicalIF":0.7,"publicationDate":"2025-12-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145886128","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Central limit theorems for divergent higher-order Hermite integrals of Brownian motion 布朗运动的发散高阶Hermite积分的中心极限定理

IF 0.7 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters

Pub Date : 2025-12-29 DOI: 10.1016/j.spl.2025.110636

Yinmeng Chen , Xiaoyu Xia , Litan Yan

Let

B = {B_{t}, t \geq 0}

be a standard Brownian motion. This paper establishes the asymptotic normality of renormalized Hermite integrals

Υ_{ɛ} (m) ≔ ɛ^{m - 1} \int_{ɛ}^{1} \frac{H_{2 m} (B_{s}, s)}{s^{2 m}} d s, m \in {2, 3, \dots},

where

H_{2 m} (x, y) = y^{m} h_{2 m} (x / \sqrt{y})

with

y > 0

, and

h_{m}

denotes the classical Hermite polynomial of order

m

. We prove that as

ɛ \to 0^{+}

Υ_{ɛ} (m) ⟶ N (0, σ_{m}^{2}), σ_{m}^{2} = \frac{(2 m)!}{(2 m - 1) (m - 1)},

in distribution. This result quantifies the Gaussian limit behavior of divergent Hermite integrals through renormalization.

设B={Bt，t≥0}为标准布朗运动。本文建立了重整化Hermite积分Υ æ (m)的渐近正态性，其中H2m(x,y)=ymh2m(x/y)，其中y>；0， hm表示m阶的经典Hermite多项式。证明了当æ→0+，Υ æ (m) N0,σm2,σm2=(2m)！（2m−1）（m−1），分布。这一结果通过重整化量化了发散Hermite积分的高斯极限行为。

引用次数: 0

首页上一页

下一页尾页

类型

全部化学•材料生命科学医学物理工程技术环境•农林材料科学地球科学法学管理学化学环境科学与生态学计算机科学教育学经济学农林科学人文科学生物学数学物理与天体物理心理学综合性期刊其他工业工程理学历史学农学文学信息工程

数据库

全部 ACS Publications Elsevier ieeexplore Springer The Royal Society of Chemistry Wiley

期刊

Statistics & Probability Letters

全部 Acc. Chem. Res. ACS Applied Bio Materials ACS Appl. Electron. Mater. ACS Appl. Energy Mater. ACS Appl. Mater. Interfaces ACS Appl. Nano Mater. ACS Appl. Polym. Mater. ACS BIOMATER-SCI ENG ACS Catal. ACS Cent. Sci. ACS Chem. Biol. ACS Chemical Health & Safety ACS Chem. Neurosci. ACS Comb. Sci. ACS Earth Space Chem. ACS Energy Lett. ACS Infect. Dis. ACS Macro Lett. ACS Mater. Lett. ACS Med. Chem. Lett. ACS Nano ACS Omega ACS Photonics ACS Sens. ACS Sustainable Chem. Eng. ACS Synth. Biol. Anal. Chem. BIOCHEMISTRY-US Bioconjugate Chem. BIOMACROMOLECULES Chem. Res. Toxicol. Chem. Rev. Chem. Mater. CRYST GROWTH DES ENERG FUEL Environ. Sci. Technol. Environ. Sci. Technol. Lett. Eur. J. Inorg. Chem. IND ENG CHEM RES Inorg. Chem. J. Agric. Food. Chem. J. Chem. Eng. Data J. Chem. Educ. J. Chem. Inf. Model. J. Chem. Theory Comput. J. Med. Chem. J. Nat. Prod. J PROTEOME RES J. Am. Chem. Soc. LANGMUIR MACROMOLECULES Mol. Pharmaceutics Nano Lett. Org. Lett. ORG PROCESS RES DEV ORGANOMETALLICS J. Org. Chem. J. Phys. Chem. J. Phys. Chem. A J. Phys. Chem. B J. Phys. Chem. C J. Phys. Chem. Lett. Analyst Anal. Methods Biomater. Sci. Catal. Sci. Technol. Chem. Commun. Chem. Soc. Rev. CHEM EDUC RES PRACT CRYSTENGCOMM Dalton Trans. Energy Environ. Sci. ENVIRON SCI-NANO ENVIRON SCI-PROC IMP ENVIRON SCI-WAT RES Faraday Discuss. Food Funct. Green Chem. Inorg. Chem. Front. Integr. Biol. J. Anal. At. Spectrom. J. Mater. Chem. A J. Mater. Chem. B J. Mater. Chem. C Lab Chip Mater. Chem. Front. Mater. Horiz. MEDCHEMCOMM Metallomics Mol. Biosyst. Mol. Syst. Des. Eng. Nanoscale Nanoscale Horiz. Nat. Prod. Rep. New J. Chem. Org. Biomol. Chem. Org. Chem. Front. PHOTOCH PHOTOBIO SCI PCCP Polym. Chem.

﹀