Related papers: Standard representation of multivariate functions …
We introduce a sharpness functional for probabilistic models that quantifies sharpness as an intrinsic property of the probability distribution. The measure is derived based on a rank-based concentration principle that tracks upward…
This paper introduces an extension to the normal distribution through the polar method to capture bimodality and asymmetry, which are often observed characteristics of empirical data. The later two features are entirely controlled by a…
This work proposes a view of probability as a relative measure rather than an absolute one. To demonstrate this concept, we focus on finite outcome spaces and develop three fundamental axioms that establish requirements for relative…
In a variety of applications it is important to extract information from a probability measure $\mu$ on an infinite dimensional space. Examples include the Bayesian approach to inverse problems and possibly conditioned) continuous time…
Maps on a parameter space for expressing distribution functions are exactly derived from the Perron-Frobenius equations for a generalized Boole transform family. Here the generalized Boole transform family is a one-parameter family of maps…
In a complete metric space that is equipped with a doubling measure and supports a Poincar\'e inequality, we show that functions of bounded variation (BV functions) can be approximated in the strict sense and pointwise uniformly by special…
We consider Bernoulli measures $\mu_p$ on the interval $[0,1]$. For the standard Lebesgue measure the digits $0$ and $1$ in the binary representation of real numbers appear with an equal probability $1/2$. For the Bernoulli measures, the…
In this paper, we provide a probabilistic interpretation of the Volkenborn integral; this allows us to extend results by T. Kim et al about sums of Euler numbers to sums of Bernoulli numbers. We also obtain a probabilistic representation of…
We prove new concentration estimates for random variables that are functionals of a Poisson measure defined on a general measure space. Our results are specifically adapted to geometric applications, and are based on a pervasive use of a…
We introduce the notion of generalized function taking values in a smooth manifold into the setting of full Colombeau algebras. After deriving a number of characterization results we also introduce a corresponding concept of generalized…
We obtain expected number of arrivals, absorption probabilities and expected time until absorption for an asymmetric discrete random walk on a graph in the presence of multiple function barriers. On each edge of the graph and in each vertex…
We generalize Lindeberg's proof of the central limit theorem to an invariance principle for arbitrary smooth functions of independent and weakly dependent random variables. The result is applied to get a similar theorem for smooth functions…
In this paper we develop a functorial language of probabilistic morphisms and apply it to some basic problems in Bayesian nonparametrics. First we extend and unify the Kleisli category of probabilistic morphisms proposed by Lawvere and Giry…
We give a new characterization of the space of functions of bounded variation in terms of a pointwise inequality connected to the maximal function of a measure. The characterization is new even in Euclidean spaces and it holds also in…
We introduce the notion of the generalized-analytical function of the poly-number variable, which is a non-trivial generalization of the notion of analytical function of the complex variable and, therefore, may turn out to be fundamental in…
By using the generalized Bernoulli numbers, we deduce new integral representations for the Riemann zeta function at positive odd-integer arguments. The explicit expressions enable us to obtain criteria for the dimension of the vector space…
The generalization, similarly to exponential multivariate bases in the Fourier transform, of the Bessel functions to many dimensions is offered. Analogously to the Fourier transform property under the differentiation, the similar Hankel…
This note states and proves a representation theorem for regular quantity functions, based on the theory of quantity spaces, thereby giving a new perspective on dimensional analysis and the classical $\pi$ theorem.
Random variables of the generalized Pareto distribution, can be transformed to that of the Pareto distribution. Explicit expressions exist for the maximum likelihood estimators of the parameters of the Pareto distribution. The performance…
The uncertainty or the variability of the data may be treated by considering, rather than a single value for each data, the interval of values in which it may fall. This paper studies the derivation of basic description statistics for…