VOL. 26 · NO. 3 | August 2020
Bernoulli 26 (3), (August 2020) Open Access
No abstract available
Ivan Nourdin, Giovanni Peccati, Stéphane Seuret
Bernoulli 26 (3), 1619-1634, (August 2020) DOI: 10.3150/19-BEJ1105 Open Access
KEYWORDS: fractional Brownian motion, logarithmic density, macroscopic Hausdorff dimension, pixel density, sojourn time
Jason M. Klusowski, Yihong Wu
Bernoulli 26 (3), 1635-1664, (August 2020) DOI: 10.3150/19-BEJ1147 Open Access
KEYWORDS: chordal graph, minimax lower bound, network sampling, perfect elimination ordering, subgraph counts, subgraph sampling model
David Corlin Marchand, Ioan Manolescu
Bernoulli 26 (3), 1665-1705, (August 2020) DOI: 10.3150/19-BEJ1152 Open Access
KEYWORDS: Barábasi–Albert trees, preferential attachment, seed recognition
Pavel Chigansky, Marina Kleptsyna, Dmytro Marushkevych
Bernoulli 26 (3), 1706-1726, (August 2020) DOI: 10.3150/19-BEJ1157 Open Access
KEYWORDS: eigenproblem, fractional Brownian motion, Gaussian processes, Karhunen–Loève expansion
Cristina Butucea, Amandine Dubois, Martin Kroll, Adrien Saumard
Bernoulli 26 (3), 1727-1764, (August 2020) DOI: 10.3150/19-BEJ1165 Open Access
KEYWORDS: adaptive estimation, Besov classes of functions, Density estimation, Local differential privacy, lower bounds, Minimax rates, wavelet thresholding
Xin Bing, Florentina Bunea, Marten Wegkamp
Bernoulli 26 (3), 1765-1796, (August 2020) DOI: 10.3150/19-BEJ1166 Open Access
KEYWORDS: adaptive estimation, anchor words, high dimensional estimation, Identification, latent model, minimax estimation, nonnegative matrix factorization, Overlapping clustering, separability, topic model
Sébastien Gadat, Sébastien Gerchinovitz, Clément Marteau
Bernoulli 26 (3), 1797-1831, (August 2020) DOI: 10.3150/19-BEJ1170 Open Access
KEYWORDS: functional data, Supervised classification
Galatia Cleanthous, Athanasios G. Georgiadis, Gerard Kerkyacharian, Pencho Petrushev, Dominique Picard
Bernoulli 26 (3), 1832-1862, (August 2020) DOI: 10.3150/19-BEJ1171 Open Access
KEYWORDS: adaptive density estimators, Ahlfors regularity, Besov space, heat kernel, non-parametric estimators, sample kernel density estimators, wavelet density estimators
Holger Sambale, Arthur Sinulis
Bernoulli 26 (3), 1863-1890, (August 2020) DOI: 10.3150/19-BEJ1172 Open Access
KEYWORDS: central limit theorem, concentration of measure, exponential random graph model, finite product spaces, Logarithmic Sobolev inequality, mixing time, spin systems
Ulrike Mayer, Henryk Zähle, Zhou Zhou
Bernoulli 26 (3), 1891-1911, (August 2020) DOI: 10.3150/19-BEJ1174 Open Access
KEYWORDS: local empirical process, piece-wise locally stationary time series, weak convergence, weighted empirical quantile, weighted V-statistic
Adam Osękowski
Bernoulli 26 (3), 1912-1926, (August 2020) DOI: 10.3150/19-BEJ1175 Open Access
KEYWORDS: $\mathrm{BMO}$, best constants, Duality, martingale, maximal
Tom Alberts, Firas Rassoul-Agha, Mackenzie Simper
Bernoulli 26 (3), 1927-1955, (August 2020) DOI: 10.3150/19-BEJ1177 Open Access
KEYWORDS: Busemann functions, O’Connell–Yor polymer, semi-infinite quenched path measures
Arnak S. Dalalyan, Lionel Riou-Durand
Bernoulli 26 (3), 1956-1988, (August 2020) DOI: 10.3150/19-BEJ1178 Open Access
KEYWORDS: Hamiltonian Monte Carlo, kinetic Langevin, Langevin algorithm, Markov chain Monte Carlo, mixing rate
O. Collier, L. Comminges, A.B. Tsybakov
Bernoulli 26 (3), 1989-2020, (August 2020) DOI: 10.3150/19-BEJ1180 Open Access
KEYWORDS: Functional estimation, nonsmooth functional, norm estimation, polynomial approximation, Sparsity
Adriana Coutinho, Rodrigo Lambert, Jérôme Rousseau
Bernoulli 26 (3), 2021-2050, (August 2020) DOI: 10.3150/19-BEJ1181 Open Access
KEYWORDS: Coding, correlation dimension, Random dynamical systems, Rényi entropy, shortest distance, string matching
Marie Ernst, Gesine Reinert, Yvik Swan
Bernoulli 26 (3), 2051-2081, (August 2020) DOI: 10.3150/19-BEJ1182 Open Access
KEYWORDS: covariance identities, Cramér–Rao inequality, Stein equation, Stein kernel, Variance bounds
Sarat B. Moka, Dirk P. Kroese
Bernoulli 26 (3), 2082-2104, (August 2020) DOI: 10.3150/19-BEJ1184 Open Access
KEYWORDS: area-interaction process, hard-core process, pairwise interaction process, partial-rejection sampling, penetrable spheres mixture model, perfect sampling, Strauss process
Akio Fujiwara, Koichi Yamagata
Bernoulli 26 (3), 2105-2142, (August 2020) DOI: 10.3150/19-BEJ1185 Open Access
KEYWORDS: contiguity, Lebesgue decomposition, likelihood ratio, local asymptotic normality, quantum statistics
Javier Cárcamo, Antonio Cuevas, Luis-Alberto Rodríguez
Bernoulli 26 (3), 2143-2175, (August 2020) DOI: 10.3150/19-BEJ1188 Open Access
KEYWORDS: Berk–Jones statistic, copulas, Delta method, Empirical processes, Hadamard directional derivative, Kolmogorov distance, Kolmogorov–Smirnov statistic, Kuiper statistic, maximum mean discrepancy
Peter Bank, Yan Dolinsky
Bernoulli 26 (3), 2176-2201, (August 2020) DOI: 10.3150/19-BEJ1189 Open Access
KEYWORDS: binomial model, liquidity, Scaling limit, super-replication, transient price impact
Anton Thalmaier, James Thompson
Bernoulli 26 (3), 2202-2225, (August 2020) DOI: 10.3150/19-BEJ1190 Open Access
KEYWORDS: concentration inequality, eigenfunction, Exit time, exponential integrability, Kato, RCD space, Schrödinger, sub-Riemannian
Sreenivasa Rao Jammalamadaka, Simos Meintanis, Thomas Verdebout
Bernoulli 26 (3), 2226-2252, (August 2020) DOI: 10.3150/19-BEJ1191 Open Access
KEYWORDS: directional data, Goodness-of-fit tests, Sobolev tests, testing uniformity on spheres
Gábor Lugosi, Shahar Mendelson, Nikita Zhivotovskiy
Bernoulli 26 (3), 2253-2274, (August 2020) DOI: 10.3150/19-BEJ1192 Open Access
KEYWORDS: Concentration, Empirical processes, Random graphs
Takashi Owada, Omer Bobrowski
Bernoulli 26 (3), 2275-2310, (August 2020) DOI: 10.3150/20-BEJ1193 Open Access
KEYWORDS: Extreme value theory, Fell topology, Persistent homology, point process, topological crackle
Pavel Zorin-Kranich
Bernoulli 26 (3), 2311-2318, (August 2020) DOI: 10.3150/20-BEJ1194 Open Access
KEYWORDS: $p$-variation, Burkholder–Davis–Gundy inequality, Muckenhoupt $A_{p}$ weight
Xiao Fang, Li Luo, Qi-Man Shao
Bernoulli 26 (3), 2319-2352, (August 2020) DOI: 10.3150/20-BEJ1195 Open Access
KEYWORDS: Cramér-type moderate deviation, Erdős–Rényi random graph, $k$-runs, local dependence, skewness correction, Stein’s method, U-statistic
Bo Ning, Seonghyun Jeong, Subhashis Ghosal
Bernoulli 26 (3), 2353-2382, (August 2020) DOI: 10.3150/20-BEJ1198 Open Access
KEYWORDS: Bayesian variable selection, Covariance matrix, group sparsity, multivariate linear regression, Posterior contraction rate, Rényi divergence, spike-and-slab prior
Piotr Kokoszka, Neda Mohammadi Jouzdani
Bernoulli 26 (3), 2383-2399, (August 2020) DOI: 10.3150/20-BEJ1199 Open Access
KEYWORDS: functional data, invariance principle, spectral analysis, time series, variance decomposition
Jong Yun Hwang, Ji Oon Lee, Wooseok Yang
Bernoulli 26 (3), 2400-2435, (August 2020) DOI: 10.3150/20-BEJ1201 Open Access
KEYWORDS: Local law, random matrices, Stochastic block model, Tracy–Widom distribution
Jorge A. León
Bernoulli 26 (3), 2436-2462, (August 2020) DOI: 10.3150/20-BEJ1202 Open Access
KEYWORDS: derivative and divergence operators in the Malliavin calculus sense, Doss transformation, fractional integrals and derivatives, Itô formula, Malliavin calculus for fBm, Stratonovich stochastic differential equation, symmetric stochastic integration
Bernoulli 26 (3), (August 2020) Open Access
No abstract available
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