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Frank Röttger

Publications and source records attributed to Frank Röttger.

20 records · Page 2Linked to original sources

Asymptotics of a locally dependent statistic on finite reflection groups

This paper discusses the asymptotic behaviour of the number of descents in a random signed permutation and its inverse, which was posed as an open problem by Chatterjee and Diaconis in a recent publication. For that purpose, we generalize their result for the asymptotic normality of the number of descents in a random permutation and its inverse to other finite reflection groups. This is achieved by applying their proof scheme on signed permutations, so elements of Coxeter groups of type $ B_n $, which is also known as the hyperoctahedral group. Furthermore, a similar central limit theorem for elements of Coxeter groups of type $D_n$ is derived via Slutsky's Theorem and a bound on the Wasserstein distance of certain normalized statistics with local dependency structures and bounded local components is proven for both types of Coxeter groups. In addition, we show a two-dimensional central limit theorem via the Cramér-Wold device.

math.PR↗

Optimality regions for designs in multiple linear regression models with correlated random coefficients

This paper studies optimal designs for linear regression models with correlated effects for single responses. We introduce the concept of rhombic design to reduce the computational complexity and find a semi-algebraic description for the D-optimality of a rhombic design via the Kiefer-Wolfowitz equivalence theorem. Subsequently, we show that the structure of an optimal rhombic design depends directly on the correlation structure of the random coefficients.

math.ST↗