Long runs under a conditional limit distribution

This paper presents a sharp approximation of the density of long runs of a random walk conditioned on its end value or by an average of a function of its summands as their number tends to infinity. In the large deviation range of the conditioning event it extends the Gibbs conditional principle in the sense that it provides a description of the distribution of the random walk on long subsequences. An approximation of the density of the runs is also obtained when the conditioning event states that the end value of the random walk belongs to a thin or a thick set with a nonempty interior. The approximations hold either in probability under the conditional distribution of the random walk, or in total variation norm between measures. An application of the approximation scheme to the evaluation of rare event probabilities through importance sampling is provided. When the conditioning event is in the range of the central limit theorem, it provides a tool for statistical inference in the sense that it produces an effective way to implement the Rao-Blackwell theorem for the improvement of estimators; it also leads to conditional inference procedures in models with nuisance parameters. An algorithm for the simulation of such long runs is presented, together with an algorithm determining the maximal length for which the approximation is valid up to a prescribed accuracy.Comment: Published in at http://dx.doi.org/10.1214/13-AAP975 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org). arXiv admin note: text overlap with arXiv:1010.361

Long runs under point conditioning. The real case

This paper presents a sharp approximation of the density of long runs of a random walk conditioned on its end value or by an average of a functions of its summands as their number tends to infinity. The conditioning event is of moderate or large deviation type. The result extends the Gibbs conditional principle in the sense that it provides a description of the distribution of the random walk on long subsequences. An algorithm for the simulation of such long runs is presented, together with an algorithm determining their maximal length for which the approximation is valid up to a prescribed accuracy

Towards zero variance estimators for rare event probabilities

Improving Importance Sampling estimators for rare event probabilities requires sharp approximations of conditional densities. This is achieved for events E_{n}:=(f(X_{1})+...+f(X_{n}))\inA_{n} where the summands are i.i.d. and E_{n} is a large or moderate deviation event. The approximation of the conditional density of the real r.v's X_{i} 's, for 1\leqi\leqk_{n} with repect to E_{n} on long runs, when k_{n}/n\to1, is handled. The maximal value of k compatible with a given accuracy is discussed; algorithms and simulated results are presented

Alien Registration- Caron, Michel (Lewiston, Androscoggin County)

https://digitalmaine.com/alien_docs/29269/thumbnail.jp

Quand le malheur frappe les bénéficiaires de la sécurité du revenu. Sur qui peuvent-ils s’appuyer ?

Cette étude analyse les conditions de réalisation du soutien social dans les quartiers de Saint-Henri et de la Pointe Saint-Charles, en comparant un groupe de 61 prestataires de la sécurité du revenu avec un échantillon de 21 personnes de la population vivant au-dessus du seuil de la pauvreté, et en fonction du degré de détresse dans chaque groupe. Elle vise également à décrire comment une adversité vécue par les prestataires avec ou sans détresse vient briser ou modifier le réseau de soutien. Les résultats indiquent que le réseau social est moins fiable en présence de détresse qu’en son absence, que les personnes en détresse se sont vues plus fréquemment refuser du soutien ou être abandonnées et qu’elles ont davantage de personnes nuisibles dans leur entourage. De plus, les événements vécus comportent souvent une atteinte à leur réputation, des menaces, des trahisons et des refus à un droit légitime. Les personnes en détresse sont aussi davantage isolées.This study analyzes how social support is actualized by comparing 61 welfare recipients with a sample of 21 individuals above the poverty level in the area of St-Henri and Pointe Saint-Charles and by taking into account the level of psychological distress. A second goal is to document how an adversity experienced by a welfare recipient, with or without distress, breaks or change the support network. Results show that individuals with high distress have a less reliable network than those without, that they more often report a refusal of support or are let down and that they have more negative ties in their network. Besides, experienced events are more likely to attack their reputation, represent a threat, a betrayal or prevent access to a right. These individuals are also more likely to be isolated.Este estudio analiza las condiciones de realización del apoyo social en los barrios de Saint-Henri y de Pointe Saint-Charles, mediante la comparación de un grupo de 61 prestatarios de la seguridad social con una muestra de 21 personas de la población que vive por encima del umbral de pobreza, y en función del grado de necesidad de cada grupo. También busca describir cómo una adversidad vivida por los prestatarios necesitados o no rompe o modifica la red de apoyo. Los resultados indican que la red social es menos fiable en presencia de la necesidad que en su ausencia, que a las personas necesitadas se les rechaza más frecuentemente el apoyo o son abandonadas y que tienen más personas nocivas en su entorno. Además, los eventos vividos conllevan frecuentemente un ataque a su reputación, amenazas, traiciones y rechazo a un derecho legítimo. Las personas necesitadas están también más aisladas.Este estudo analisa as condições de realização do apoio social nos bairros de Saint-Henri e de Pointe Saint-Charles, em comparação a um grupo de 61 beneficiários do seguro social com uma amostragem de 21 pessoas da população que vive acima do limite de pobreza, e em função do grau de depressão em cada grupo. Ele visa, igualmente, descrever como uma adversidade vivenciada pelos beneficiários com ou sem depressão vem quebrar ou modificar a rede de apoio. Os resultados indicam que a rede social é menos confiável na presença de depressão que na falta desta, que as pessoas em depressão são mais freqüentemente vítimas de recusa de apoio ou são abandonadas, e que elas têm mais pessoas que as atrapalham em seu meio. Além disto, os acontecimentos vivenciados ferem quase sempre sua reputação, trazem ameaças, traições e recusas a um direito legítimo. As pessoas em depressão são também mais isoladas

Linear regression with stationary errors : the R package slm

The associated R package 'slm' is available on the CRAN website (https://cran.r-project.org) or on the GitHub website (https://github.com/E-Caron/slm).This paper introduces the R package slm which stands for Stationary Linear Models. The package contains a set of statistical procedures for linear regression in the general context where the error process is strictly stationary with short memory. We work in the setting of Hannan (1973), who proved the asymptotic normality of the (normalized) least squares estimators (LSE) under very mild conditions on the error process. We propose different ways to estimate the asymptotic covariance matrix of the LSE, and then to correct the type I error rates of the usual tests on the parameters (as well as confidence intervals). The procedures are evaluated through different sets of simulations, and two examples of real datasets are studied