Cube root weak convergence of empirical estimators of a density level set

To conclude, asymptotic properties of ˆ f K,h crit with the Gaussian kernel, together with its behavior in simulation, and its deterministic number of modes allow this estimator to

To get a bound on the speed of convergence of the Markov chain recording the location of hitting points on the boundary of the stochastic billiard, the strategy is the following.

Nous sommes toutefois conscientes que le travail effectué durant la séquence d’enseignement complète de toute façon (avec ou sans carte heuristique) la compréhension des

Tracks below indicate positions exhibiting at least one T to C transition, high confidence interaction sites determined by mixture model, the top 17053 CLIPZ clusters, wavClusters

Because of the usually higher diversification of the portfolio of the reinsurer, the reinsurance premium for risk transfer may be lower than the corresponding cost of keeping the

As a corollary, the Feschet- Tougne tangent estimator [6], which uses the most centered maximal segment around M , and the λ-MST estimator [12], which makes a convex combination of

tributions, the work of Kasahara [7], where the author obtains a weak limit for the normalized difference between the number of times that the reflected Brownian motion crosses

Weak convergence of the integrated number of level crossings to the local time for Wiener processes.. Corinne Berzin-Joseph,