Related papers: Closeness of convolutions of probability measures

In this paper the elicitation of probabilities from human experts is considered as a measurement process, which may be disturbed by random 'measurement noise'. Using Bayesian concepts a second order probability distribution is derived…

We prove in this article that every Borelian measure, for example, the distribution of a random variable, in separable Banach space has a support which is compact embedded Banach subspace; and prove that if the norm of the random variable…

We establish some limit theorems for quasi-arithmetic means of random variables. This class of means contains the arithmetic, geometric and harmonic means. Our feature is that the generators of quasi-arithmetic means are allowed to be…

This paper deals with the estimation of a probability measure on the real line from data observed with an additive noise. We are interested in rates of convergence for the Wasserstein metric of order $p\geq 1$. The distribution of the…

In this paper we shall consider some famous means such as arithmetic, harmonic, geometric, root square mean, etc. Considering the difference of these means, we can establish. some inequalities among them. Interestingly, the difference of…

We study two types of probability measures on the set of integer partitions of $n$ with at most $m$ parts. The first one chooses the random partition with a chance related to its largest part only. We then obtain the limiting distributions…

Many models of interest in the natural and social sciences have no closed-form likelihood function, which means that they cannot be treated using the usual techniques of statistical inference. In the case where such models can be…

We consider distributional approximation by generalized Dickman distributions, which appear in number theory, perpetuities, logarithmic combinatorial structures and many other areas. We prove bounds in the Kolmogorov distance for the…

The paper introduces scaled Bregman distances of probability distributions which admit non-uniform contributions of observed events. They are introduced in a general form covering not only the distances of discrete and continuous stochastic…

We develop a new formulation of Stein's method to obtain computable upper bounds on the total variation distance between the geometric distribution and a distribution of interest. Our framework reduces the problem to the construction of a…

In this note we present an algorithm to obtain a uniform lower bound on Hausdorff dimension of the stationary measure of an affine iterated function scheme with similarities, the best known example of which is Bernoulli convolution. The…

In many branches of engineering, Banach contraction mapping theorem is employed to establish the convergence of certain deterministic algorithms. Randomized versions of these algorithms have been developed that have proved useful in…

We study deformations of the geodesic distances on a domain of R N induced by a function called conformal factor. We show that under a positive reach assumption on the domain (not necessarily a submanifold) and mild assumptions on the…

The problem of binary hypothesis testing between two probability measures is considered. New sharp bounds are derived for the best achievable error probability of such tests based on independent and identically distributed observations.…

We study the reknown deconvolution problem of recovering a distribution function from independent replicates (signal) additively contaminated with random errors (noise), whose distribution is known. We investigate whether a Bayesian…

Let $X$ be a random variable with distribution function $F,$ and $X_{1},X_{2},...,X_{n}$ are independent copies of $X.$ Consider the order statistics $X_{i:n},$ $i=1,2,...,n$ and denote $F_{i:n}(x)=P\{X_{i:n}\leq x\}.$ Using majorization…

New upper bounds on the relative entropy are derived as a function of the total variation distance. One bound refines an inequality by Verd\'{u} for general probability measures. A second bound improves the tightness of an inequality by…

We introduce a new probabilistic technique for finding 'almost-periods' of convolutions of subsets of groups. This gives results similar to the Bogolyubov-type estimates established by Fourier analysis on abelian groups but without the need…

We use techniques of proof mining to extract a uniform rate of metastability (in the sense of Tao) for the strong convergence of approximants to fixed points of uniformly continuous pseudocontractive mappings in Banach spaces which are…

We provide a simple abstract formalism of integration by parts under which we obtain some regularization lemmas. These lemmas apply to any sequence of random variables $(F_n)$ which are smooth and non-degenerated in some sense and enable…