Seminar on Probability and Statistics

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Organizer(s) Nakahiro Yoshida, Teppei Ogihara, Yuta Koike

2008/01/16

14:50-16:00   Room #122 (Graduate School of Math. Sci. Bldg.)
Marc HOFFMANN (Universite Paris-est Marne la vallee)
Statistical analysis of fragmentation chains
[ Abstract ]
We address statistical inference in self-similar conservative fragmentation chains, when only observations on the size of the fragments below a given threshold are available. (Possibly, the measurement of the fragments themselves are subject to further systematic experimental noise.) This framework, introduced by Bertoin and Martinez is motivated by mineral crushing in mining industry. We compute upper and lower rates of estimation for several functionals of the dislocation measure, both in a semi-parametric and a non-parametric framework. The underlying estimated object is the step distribution of the random walk associated to a randomly tagged fragment that evolves along the genealogical tree representation of the fragmentation process. We establish a formal link with the statistical problem of estimating the overshoot of the distribution as the crossing level goes to infinity with the size of the dataset; in particular the difficulty of the estimation problem in the non-parametric case is comparable to ill-posed linear inverse problems of order 1 in signal denoising.
[ Reference URL ]
https://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2007/15.html