Related papers: Representation Theorems for Quadratic ${\cal F}$-C…
Generalized conditional expectations, optional projections and predictable projections of stochastic processes play important roles in the general theory of stochastic processes, semimartingale theory and stochastic calculus. They share…
A theorem of Albert-Draxl states that if a tensor product of two quaternion division algebras $Q_1$, $Q_2$ over a field $F$ is not a division algebra, then there exists a separable quadratic extension of $F$ that embeds as a subfield in…
Consider a finite field $\mathbb F_q$, $q=p^d$, where $p$ is an odd number. Let $M=(E,r)$ be a regular matroid; denote by ${\mathcal B}$ the family of its bases, $\bar s(M;\alpha)=\sum_{B\in {\mathcal B}}\prod_{e\not\in B} \alpha_e$, where…
We propose flexible Gaussian representations for conditional cumulative distribution functions and give a concave likelihood criterion for their estimation. Optimal representations satisfy the monotonicity property of conditional cumulative…
The present paper is devoted to the second part of our project on asymmetric maximal inequalities, where we consider martingales in continuous time. Let $(\mathcal M,\tau)$ be a noncommutative probability space equipped with a continuous…
Regressing a function $F$ on $\mathbb{R}^d$ without the statistical and computational curse of dimensionality requires special statistical models, for example that impose geometric assumptions on the distribution of the data (e.g., that its…
This work is concerned with the theory of initial and progressive enlargements of a reference filtration F with a random time {\tau}. We provide, under an equivalence assumption, slightly stronger than the absolute continuity assumption of…
In this paper, we establish a general representation theorem for generator of backward stochastic differential equation (BSDE), whose generator has a quadratic growth in $z$. As some applications, we obtain a general converse comparison…
In this paper we propose a novel transform called continuous quaternionic stockwell transform. We express the admissibility condition in term of the (two-sided) quaternion Fourier transform . We show that its fundamental properties, such as…
We investigate the sparsity of the Gabor-matrix representation of Fourier integral operators with a phase having quadratic growth. It is known that such an infinite matrix is sparse and well organized, being in fact concentrated along the…
Taking the Fourier integral theorem as our starting point, in this paper we focus on natural Monte Carlo and fully nonparametric estimators of multivariate distributions and conditional distribution functions. We do this without the need…
We consider the problem of distribution-free predictive inference, with the goal of producing predictive coverage guarantees that hold conditionally rather than marginally. Existing methods such as conformal prediction offer marginal…
In this paper we show that the weak representation property of a semimartingale $X$ with respect to a filtration $\mathbb{F}$ is preserved in the progressive enlargement $\mathbb{G}$ by a random time $\tau$ avoiding $\mathbb{F}$-stopping…
Given a stochastic structure with a filtration $\mathbb{F}$, the class of all random times whose conditional distribution functions are differentiable with respect to some $\mathbb{F}$ adapted non decreasing processes is considered. The…
(This is the third version of a working paper.) We develop a family of self-normalized concentration inequalities for marginal mean under martingale-difference structure and $\phi/\tilde{\phi}$-mixing conditions, where the latter includes…
In this work, we establish a representation theorem for multivariable totally symmetric functions: a multisymmetric continuous function must be the composition of a continuous function and a set of generators of the multisymmetric…
In this paper we study spectral triples and non-commutative expectations associated to expanding and weakly expanding maps. In order to do so, we generalize the Perron-Frobenius-Ruelle theorem and obtain a polynomial decay of the operator,…
The foundation for the theory of correlation functions of exactly solvable models is determinant representation. Determinant representation permit to describe correlation functions by classical completely integrable differential equations…
In this paper, the classical problem of the probabilistic characterization of a random variable is re-examined. A random variable is usually described by the probability density function (PDF) or by its Fourier transform, namely the…
We characterize the generating function of the number of representations described in the title in terms of the theory of modular forms. Appealing to this characterization we obtain explicit formulas for the representation numbers as…