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Related papers: Upper and Lower Bounds in Exponential Tauberian Th…

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For $p\ge 1$ let $\varphi_p(x)=x^2/2$ if $|x|\le 1$ and $\varphi_p(x)=1/p|x|^p-1/p+1/2$ if $|x|>1$. For a random variable $\xi$ let $\tau_{\varphi_p}(\xi)$ denote $\inf\{a\ge 0:\;\forall_{\lambda\in\mathbb{R}}\;…

Probability · Mathematics 2021-09-22 Krzysztof Zajkowski

One takes advantage of some basic properties of every homotopic $\lambda$-model (e.g.\ extensional Kan complex) to explore the higher $\beta\eta$-conversions, which would correspond to proofs of equality between terms of a theory of…

Logic in Computer Science · Computer Science 2023-04-27 Daniel O. Martínez-Rivillas , Ruy J. G. B. de Queiroz

Many flexible families of positive random variables exhibit non-closed forms of the density and distribution functions and this feature is considered unappealing for modelling purposes. However, such families are often characterized by a…

Statistics Theory · Mathematics 2025-06-09 Lucio Barabesi , Antonio Di Noia , Marzia Marcheselli , Caterina Pisani , Luca Pratelli

In this paper we provide a probabilistic representation of Lagrange's identity which we use to obtain Papathanasiou-type variance expansions of arbitrary order. Our expansions lead to generalized sequences of weights which depend on an…

Probability · Mathematics 2019-06-21 Marie Ernst , Gesine Reinert , Yvik Swan

Pesin's identity provides a profound connection between entropy $h_{KS}$ (statistical mechanics) and the Lyapunov exponent $\lambda$ (chaos theory). It is well known that many systems exhibit sub-exponential separation of nearby…

Statistical Mechanics · Physics 2009-02-05 Nickolay Korabel , Eli Barkai

We calculate exactly the Laplace transform of the Fr\'{e}chet distribution in the form $\gamma x^{-(1+\gamma)} \exp(-x^{-\gamma})$, $\gamma > 0$, $0 \leq x < \infty$, for arbitrary rational values of the shape parameter $\gamma$, i.e. for…

Probability · Mathematics 2015-06-19 K. A. Penson , K. Górska

We consider differences between $\log \Gamma(x)$ and truncations of certain classical asymptotic expansions in inverse powers of $x-\lambda$ whose coefficients are expressed in terms of Bernoulli polynomials $B_n(\lambda)$, and we obtain…

Classical Analysis and ODEs · Mathematics 2015-08-14 Harold G. Diamond , Armin Straub

In this note, we study the asymptotic behavior, as $t$ tends to infinity, of the solution $u$ to the evolutionary damped $p$-Laplace equation \begin{equation*} u_{tt}+a\, u_t =\Delta_p u \end{equation*} with Dirichlet boundary values. Let…

Analysis of PDEs · Mathematics 2021-09-15 Farid Bozorgnia , Peter Lewintan

We give the proof of a tight lower bound on the probability that a binomial random variable exceeds its expected value. The inequality plays an important role in a variety of contexts, including the analysis of relative deviation bounds in…

Machine Learning · Computer Science 2013-11-12 Spencer Greenberg , Mehryar Mohri

We consider a diffusion process $X$ in a random L\'{e}vy potential $\mathbb{V}$ which is a solution of the informal stochastic differential equation \begin{eqnarray*}\cases{dX_t=d\beta_t-{1/2}\mathbb{V}'(X_t) dt,\cr X_0=0,}\end{eqnarray*}…

Probability · Mathematics 2008-01-03 Arvind Singh

We establish some new non-asymptotical lower bounds for deviation of regular unbiased estimation of unknown parameter from its true value in different norms, alike the classical Rao-Kramer's inequality. We show that if the new norm is…

Statistics Theory · Mathematics 2014-07-17 E. Ostrovsky , L. Sirota

For a real number $0<\lambda<2$, we introduce a transformation $T_\lambda$ naturally associated to expansion in $\lambda$-continued fraction, for which we also give a geometrical interpretation. The symbolic coding of the orbits of…

Probability · Mathematics 2011-04-04 Elise Janvresse , Benoît Rittaud , Thierry De La Rue

The prime number theorem provided the chief impulse for complex Tauberian theory, in which the boundary behavior of a transform in the complex plane plays a crucial role. We consider Laplace transforms of bounded functions. Our Tauberian…

Classical Analysis and ODEs · Mathematics 2007-05-23 Jaap Korevaar

We study the elusive transition from exponential to post-exponential (algebraic) decay of the probability density of a quantum particle emitted by an exponentially decaying source, in one dimension. The main finding is that the probability…

Quantum Physics · Physics 2015-05-13 E. Torrontegui , J. G. Muga , J. Martorell , D. W. L. Sprung

Let $T:X\to X$ be a linear power bounded operator on Banach space. Let $X_0$ is a subspace of vectors tending to zero under iterating of $T$. We prove that if $X_0$ is not equal to $X$ then there exists $\lambda$ in Sp(T) such that, for…

Functional Analysis · Mathematics 2010-05-02 K. V. Storozhuk

Many statistical models have likelihoods which are intractable: it is impossible or too expensive to compute the likelihood exactly. In such settings, a common approach is to replace the likelihood with an approximation, and proceed with…

Statistics Theory · Mathematics 2016-11-23 Helen Ogden

It has been known since the work of Avakumov\'ic, H\"ormander and Levitan that, on any compact smooth Riemannian manifold, if $-\Delta_g \psi_\lambda = \lambda \psi_\lambda$, then $\|\psi_\lambda\|_{L^\infty} \leq C \lambda^{\frac{d-1}{4}}…

Spectral Theory · Mathematics 2025-02-19 Maxime Ingremeau , Martin Vogel

In this project, I examine the lowest Dirichlet eigenvalue of the Laplacian within the ellipse as a function of eccentricity. Two existing analytic expansions of the eigenvalue are extended: Close to the circle (eccentricity near zero) nine…

Numerical Analysis · Mathematics 2018-03-13 Robert Stephen Jones

A length dependence of the effective mobility in the form of a power law, B ~ L^(1-1/alpha) is observed in dispersive transport in amorphous substances, with 0 < \alpha < 1. We deduce this behavior as a simple consequence of the statistical…

Statistical Mechanics · Physics 2007-05-23 K. W. Kehr , K. P. N. Murthy , H. Ambaye

We consider vanishing properties of exponential sums of the Liouville function $\lambda$ of the form $$ \lim_{H\to\infty}\limsup_{X\to\infty}\frac{1}{\log X}\sum_{m\leq X}\frac{1}{m}\sup_{\alpha\in C}\bigg|\frac{1}{H}\sum_{h\leq…

Dynamical Systems · Mathematics 2024-08-19 Adam Kanigowski , Mariusz Lemańczyk , Florian Karl Richter , Joni Teräväinen