Robust quantile estimation and prediction for spatial processes

In this paper, we present a statistical framework for modeling conditional quantiles of spatial processes assumed to be strongly mixing in space. We establish the $L_1$ consistency and the asymptotic normality of the kernel conditional quantile estimator in the case of random fields. We also define a nonparametric spatial predictor and illustrate the methodology used with some simulations.Comment: 13 page

Exploring hypergraphs with martingales

Recently, we adapted exploration and martingale arguments of Nachmias and Peres, in turn based on ideas of Martin-L\"of, Karp and Aldous, to prove asymptotic normality of the number $L_1$ of vertices in the largest component $C$ of the random $r$-uniform hypergraph throughout the supercritical regime. In this paper we take these arguments further to prove two new results: strong tail bounds on the distribution of $L_1$, and joint asymptotic normality of $L_1$ and the number $M_1$ of edges of $C$. These results are used in a separate paper "Counting connected hypergraphs via the probabilistic method" to enumerate sparsely connected hypergraphs asymptotically.Comment: 32 pages; significantly expanded presentation. To appear in Random Structures and Algorithm