Related papers: Optimal two-value zero-mean disintegration of zero…

In this paper we consider a random entire function of the form $f(z,\omega )=\sum\nolimits_{n=0}^{+\infty}\xi_n(\omega )a_nz^n,$ where $\xi_n(\omega )$ are independent standard\break complex gaussian random variables and $a_n\in\mathbb{C}$…

In ordinary importance sampling with a nonnegative integrand there exists an importance sampling strategy with zero variance. Practical sampling strategies are often based on approximating that optimal solution, potentially approaching zero…

Consider a random sample $X_1 , X_2 , ..., X_n$ drawn independently and identically distributed from some known sampling distribution $P_X$. Let $X_{(1)} \le X_{(2)} \le ... \le X_{(n)}$ represent the order statistics of the sample. The…

We construct random point processes in the complex plane that are asymptotically close to a given doubling measure. The processes we construct are the zero sets of random entire functions that are constructed through generalised Fock…

This paper studies the local spacings of deformations of the Riemann zeta function under certain averaging and differencing operations. For real h it considers A_h(s)= 1/2(xi(s+h)+ xi(s-h)) and B_h(s)=1/(2i)(xi(s+h)-xi(s-h)), where xi(s) is…

By random complex zeroes we mean the zero set of a random entire function whose Taylor coefficients are independent complex-valued Gaussian variables, and the variance of the k-th coefficient is 1/k!. This zero set is distribution invariant…

Let A be a finite set and X a sequence of A-valued random variables. We do not assume any particular correlation structure between these random variables; in particular, X may be a non-Markovian sequence. An adapted embedding of X is a…

We study a counterfactual mean-variance optimization, where the mean and variance are defined as functionals of counterfactual distributions. The optimization problem defines the optimal resource allocation under various constraints in a…

We present a derivation of the numerical phenomenon that differences between the Riemann zeta function's nontrivial zeros tend to avoid being equal to the imaginary parts of the zeros themselves, a property called statistical "repulsion"…

Let $f:\mathbb{R} \to \mathbb{R}$ be a stationary centered Gaussian process. For any $R>0$, let $\nu_R$ denote the counting measure of $\{x \in \mathbb{R} \mid f(Rx)=0\}$. In this paper, we study the large $R$ asymptotic distribution of…

In this paper we consider the asymptotic distributions of functionals of the sample covariance matrix and the sample mean vector obtained under the assumption that the matrix of observations has a matrix-variate location mixture of normal…

Let $X_1,..., X_n$ be i.i.d.\ copies of a random variable $X=Y+Z,$ where $ X_i=Y_i+Z_i,$ and $Y_i$ and $Z_i$ are independent and have the same distribution as $Y$ and $Z,$ respectively. Assume that the random variables $Y_i$'s are…

We unconditionally prove a central limit theorem for linear statistics of the zeros of the Riemann zeta function with diverging variance. Previously, theorems of this sort have been proved under the assumption of the Riemann hypothesis. The…

We use anticommuting variables to study probability distributions of random variables, that are solutions of Langevin's equation. We show that the probability density always enjoys "worldpoint supersymmetry". The partition function,…

Item non-response in surveys is usually handled by single imputation, whose main objective is to reduce the non-response bias. Imputation methods need to be adapted to the study variable. For instance, in business surveys, the interest…

We establish an unconditional asymptotic formula describing the horizontal distribution of the zeros of the derivative of the Riemann zeta-function. For $\Re(s)=\sigma$ satisfying $(\log T)^{-1/3+\epsilon} \leq (2\sigma-1) \leq (\log \log…

This article proves the Riemann hypothesis, which states that all non-trivial zeros of the zeta function have a real part equal to 1/2. We inspect in detail the integral form of the (symmetrized) completed zeta function, which is a product…

This paper is concerned with the distribution of normalized zero-sets of random entire functions. The normalization of the zero-set is performed in the same way as that of the counting function for an entire function in Nevanlinna theory.…

In the framework of semiparametric distribution regression, we consider the problem of comparing the conditional distribution functions corresponding to two samples. In contrast to testing for exact equality, we are interested in the (null)…

Optimization of distortion riskmetrics with distributional uncertainty has wide applications in finance and operations research. Distortion riskmetrics include many commonly applied risk measures and deviation measures, which are not…