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We consider an estimation problem of expected functionals of a general random element that values in a metric space. If the functional forms an explicit function of some unknown parameters, we can estimate it by plugging-in a suitable…

Statistics Theory · Mathematics 2020-09-02 Yasutaka Shimizu

This paper is a short overview of the main Abelian- and Tauberian-type results from [4, 14, 26] regarding the asymptotic analysis of different classes of generalized functions in terms of appropriate frames. The Tauberian-type results…

Functional Analysis · Mathematics 2024-04-09 Jasmina Veta Buralieva , Diana T. Stoeva , Katerina Hadzi-Velkova Saneva , Sanja Atanasova

We establish some asymptotic expansions for infinite weighted convolution of distributions having regular varying tails. Various applications to statistics and probability are developed.

Probability · Mathematics 2007-06-13 Ph. Barbe , W. P. McCormick

A convenient framework for dealing with asymptotic limit problems of probabilistic nature is provided. These problems include questions such as finding the asymptotic proportion of terms of a sequence falling inside a given interval, or the…

History and Overview · Mathematics 2024-04-08 Michaël Bensimhoun

We outline a statistical theory of turbulence based on the Lagrangian formulation of fluid motion. We derive a hierarchy of evolution equations for Lagrangian N-point probability distributions as well as a functional equation for a suitably…

Fluid Dynamics · Physics 2007-05-23 R. Friedrich

Recently a path integral formalism has been proposed by the author which gives the time evolution of moments of slow variables in a Hamiltonian statistical system. This closure relies on evaluating the informational discrepancy of a time…

Mathematical Physics · Physics 2015-10-23 Richard Kleeman

A theoretical framework is developed to describe the transformation that distributes probability density functions uniformly over space. In one dimension, the cumulative distribution can be used, but does not generalize to higher…

Neural and Evolutionary Computing · Computer Science 2016-09-08 Eric Kee

We obtain a general solution for the probability density function of wave intensities in non-stationary Wave Turbulence. The solution is expressed in terms of the wave action spectrum evolving according the the wave-kinetic equation. We…

Statistical Mechanics · Physics 2017-09-13 Yeontaek Choi , Young-Sam Kwon , Sanggyu Jo , Sergey Nazarenko

A rigorous study is carried out for the randomly forced Burgers equation in the inviscid limit. No closure approximations are made. Instead the probability density functions of velocity and velocity gradient are related to the statistics of…

chao-dyn · Physics 2009-10-31 Weinan E , Eric Vanden Eijnden

This work gives a general approach to the determination of the asymptotic behavior of the sums of functions of primes based on the distribution of primes. It refines the estimate of the remainder term of the asymptotic expansion of the sums…

Number Theory · Mathematics 2020-08-27 Victor Volfson

The wrapped normal distribution arises when a the density of a one-dimensional normal distribution is wrapped around the circle infinitely many times. At first look, evaluation of its probability density function appears tedious as an…

Computation · Statistics 2018-01-01 Gerhard Kurz , Igor Gilitschenski , Uwe D. Hanebeck

Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…

Statistics Theory · Mathematics 2018-09-06 Jean Jacod , Michael Sørensen

Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…

Statistical Mechanics · Physics 2009-11-13 A. Baule , R. Friedrich

The formalism of local maximization for entropy gradient producing the evolution and dynamical equations for closed systems. It eliminates the inconsistency between the reversibilty of time in dynamical equations and the strict direction of…

Classical Physics · Physics 2015-01-14 I. V. Drozdov

A phenomenological model for the dissipation of scalar fluctuations due to the straining by the fluid motion is proposed in this letter. An explicit equation is obtained for the time evolution of the probability distribution function of a…

Fluid Dynamics · Physics 2015-06-26 Antoine Venaille , Joel Sommeria

We survey recent results in the mathematical literature on the equations of incompressible fluid dynamics, highlighting common themes and how they might contribute to the understanding of some phenomena in the theory of fully developed…

Fluid Dynamics · Physics 2022-02-16 Camillo De Lellis , La'szlo' Sze'kelyhidi

The classical statistics of turbulence are shown to be not specific to turbulence and can be derived from a solution for recurring unsteady state viscous flow. Care must be exercised in using them to make deductions about turbulence…

Fluid Dynamics · Physics 2010-01-14 Trinh Khanh Tuoc

One key issue in the probability density function (PDF) approach for disperse two-phase turbulent flows is to close the diffusion term in the phase space. This study aimed to derive a kinetic equation for particle dispersion in turbulent…

Statistical Mechanics · Physics 2020-07-15 De-yu Zhong , Guang-qian Wang , Tie-jian Li , Ming-xi Zhang , You Xia

New asymptotic approximations of the non-central $t$ distribution are given, a generalization of the Student's $t$ distribution. Using new integral representations, we give new asymptotic expansions for large values of the noncentrality…

Probability · Mathematics 2023-10-17 Amparo Gil , Javier Segura , Nico M Temme

We investigate the problem of the distribution of sums of functions of prime numbers located on an arithmetic progression. This problem is closely related to the problem of the distribution of prime numbers on an arithmetic progression.…

Number Theory · Mathematics 2021-12-09 Victor Volfson