Related papers: Distribution functions of Poisson random integrals…
We study the moments and the distribution of the discrete Choquet integral when regarded as a real function of a random sample drawn from a continuous distribution. Since the discrete Choquet integral includes weighted arithmetic means,…
We study the distribution of the cokernels of random row-sparse integral matrices $A_n$ according to the determinantal measure from a structured matrix $B_n$ with a parameter $k_n \ge 3$. Under a mild assumption on the growth rate of $k_n$,…
We show that a slight modification of a theorem of Ruzmaikina and Aizenman on competing particle systems on the real line leads to a characterization of Poisson-Dirichlet distributions $PD(a,0)$. Precisely, let $s$ be a proper random…
We present the first NNPDF full set of Parton Distribution Functions from a comprehensive DIS analysis. This approach, combining a Monte Carlo sampling of the probability measure in the space of PDFs with the use of neural networks as…
The problem of accurate nonparametric estimation of distributional functionals (integral functionals of one or more probability distributions) has received recent interest due to their wide applicability in signal processing, information…
Given a set of independent Poisson random variables with common mean, we study the distribution of their maximum and obtain an accurate asymptotic formula to locate the most probable value of the maximum. We verify our analytic results with…
We estimate the kernel function of a symmetric alpha stable ($S\alpha S$) moving average random function which is observed on a regular grid of points. The proposed estimator relies on the empirical normalized (smoothed) periodogram. It is…
We explore some probabilistic applications arising in connections with $K$-theoretic symmetric functions. For instance, we determine certain corner distributions of random lozenge tilings and plane partitions. We also introduce some…
Let a sequence of iid. random variables $\xi_1,...,\xi_n$ be given on a space $(X,\cal X)$ with distribution $\mu$ together with a nice class $\cal F$ of functions $f(x_1,...,x_k)$ of $k$ variables on the product space $(X^k,{\cal X}^k)$.…
We discuss nonparametric estimation of the distribution function $G(x)$ of the autoregressive coefficient $a \in (-1,1)$ from a panel of $N$ random-coefficient AR(1) data, each of length $n$, by the empirical distribution function of lag 1…
We present a unified framework to study threshold functions for the existence of solutions to linear systems of equations in random sets which includes arithmetic progressions, sum-free sets, $B_{h}[g]$-sets and Hilbert cubes. In…
We present estimators for entropy and other functions of a discrete probability distribution when the data is a finite sample drawn from that probability distribution. In particular, for the case when the probability distribution is a joint…
The randomized $k$-number partitioning problem is the task to distribute $N$ i.i.d. random variables into $k$ groups in such a way that the sums of the variables in each group are as similar as possible. The restricted $k$-partitioning…
Inspired by previous studies in statistical physics [see, in particular, Kozitsky at al., A phase transition in a Curie-Weiss system with binary interactions, Condens. Matter Phys. 23, 23502 (2020)] we introduce a discrete Gauss-Poisson…
An important functional of Poisson random measure is the negative binomial process (NBP). We use NBP to introduce a generalized Poisson-Kingman distribution and its corresponding random discrete probability measure. This random discrete…
The Poisson distribution arises naturally when dealing with data involving counts, and it has found many applications in inverse problems and imaging. In this work, we develop an approximate Bayesian inference technique based on expectation…
We derive the exact probability density function of the product of $N$ independent variance-gamma random variables with zero location parameter. We then apply this formula to derive formulas for the cumulative distribution function and…
The generalized Poisson distribution is well known to be a compound Poisson distribution with Borel summands. As a generalization we present closed formulas for compound Bartlett and Delaporte distributions with Borel summands and a…
In this work we consider the problem of numerical integration, i.e., approximating integrals with respect to a target probability measure using only pointwise evaluations of the integrand. We focus on the setting in which the target…
Consider a second-order elliptic operator $L$ in the half-plane $\mathbb R \times (0, \infty)$ with coefficients depending only on the second coordinate. The Poisson kernel for $L$ is used in the representation of positive $L$-harmonic…