惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

freeCodeCamp Programming Tutorials: Python, JavaScript, Git & More
S
SegmentFault 最新的问题
N
Netflix TechBlog - Medium
Vercel News
Vercel News
F
Fortinet All Blogs
量子位
博客园 - Franky
酷 壳 – CoolShell
酷 壳 – CoolShell
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
MongoDB | Blog
MongoDB | Blog
Y
Y Combinator Blog
GbyAI
GbyAI
博客园 - 三生石上(FineUI控件)
Apple Machine Learning Research
Apple Machine Learning Research
爱范儿
爱范儿
月光博客
月光博客
Recent Announcements
Recent Announcements
人人都是产品经理
人人都是产品经理
Hugging Face - Blog
Hugging Face - Blog
D
DataBreaches.Net
H
Help Net Security
阮一峰的网络日志
阮一峰的网络日志
D
Docker
WordPress大学
WordPress大学

math.PR updates on arXiv.org

Visibility in the Boolean Model on Harmonic Manifolds Global estimates on the Brenier map Geodesics and Wandering Exponents in Brochette First-Passage Percolation State-dependent inverse-subordinator time changes of regenerative processes: Excursion structure and multiscale occupation-time limits Randomly twisted transfer operators and singular values statistics Generalized Bessel-Dunkl diffusions An almost sure invariance principle for the Takagi-van der Waerden class functions Central limit theorems for high dimensional lattice polytopes: cosmological polytopes Convergence rate estimates for semigroups and heat kernels associated with resistance forms Second-order Poincaré inequalities and localization on the Poisson space Maximum Probability of Independence in Transitive Matroids On global solutions to the semidiscrete stochastic heat equation The Poisson Tail Conjecture for primes in short intervals A Complete Spectral Analysis of the CEV Operator with Applications to Arbitrage Holographic functions and neural networks From Betting to Empirical Bernstein LIL Concentration of General Stochastic Approximation Under Heavy-Tailed Markovian Noise Pointwise Generalization in Deep Neural Networks Bayesian Latent Space Models for Graphs Are Misspecified: Toward Robust Inference via Generalized Posteriors Wasserstein bounds for denoising diffusion probabilistic models via the Föllmer process A note on connections between the Föllmer process and the denoising diffusion probabilistic model Simple Approximation and Derivative Free Inference-Time Scaling for Diffusion Models via Sequential Monte Carlo on Path Measures Diffusion-Based Stochastic Operator Networks for Uncertainty Quantification in Stochastic Partial Differential Equations A Fourier perspective on the learning dynamics of neural networks: from sample complexities to mechanistic insights Propagation of Chaos in Contextual Flow Maps Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures $α$-TCAV: A Unified Framework for Testing with Concept Activation Vectors Scaling Laws from Sequential Feature Recovery: A Solvable Hierarchical Model On the Limits of Latent Reuse in Diffusion Models State-of-art minibatches via novel DPP kernels: discretization, wavelets, and rough objectives
Estimating non-linear functionals of trawl processes
Orimar Sauri · 2025-08-27 · via math.PR updates on arXiv.org

Trawl processes are a family of continuous-time, infinitely divisible, stationary processes whose correlation structure is entirely characterized by their so-called trawl function. This paper investigates the problem of estimating non-linear functionals of a trawl function under in-fill and long-span sampling schemes. Specifically, building on the work of \cite{SauriVeraart23}, we introduce non-parametric estimators for functionals of the type $Ψ_{t}(g)=\int_{0}^{t}g(a(s))\mathrm{d}s$ and $ Λ_t(g)=\int_{t}^{\infty}g(a(s))\mathrm{d}s$, where $a$ represents the trawl function of interest and $g$ a non-linear test function. We show that our estimator for $Ψ_{t}(g)$ is consistent and asymptotically Gaussian regardless of the memory of the process. We further demonstrate that the same phenomenon occurs for the estimation of $Λ_t(g)$ as long as $g(x)= \mathrm{O} (\lvert x\rvert^p)$, as $x\to0$, for some $p>3$. Additionally, we illustrate how our results can be used to construct a test statistic robust to memory effects for the presence of $T$-dependent.