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It is known that large deviations of sums of subexponential random variables are most likely realised by deviations of a single random variable. In this article we give a detailed picture of how subexponential random variables are…

Probability · Mathematics 2013-06-25 Inés Armendáriz , Michail Loulakis

We prove an exact relationship between the optimal denoising function and the data distribution in the case of additive Gaussian noise, showing that denoising implicitly models the structure of data allowing it to be exploited in the…

Neural and Evolutionary Computing · Computer Science 2017-09-11 Heikki Arponen , Matti Herranen , Harri Valpola

We develop a higher order generalization of the LQ decomposition and show that this decomposition plays an important role in likelihood-based estimation and testing for separable, or Kronecker structured, covariance models, such as the…

Statistics Theory · Mathematics 2018-06-20 David C. Gerard , Peter D. Hoff

We derive some estimates for the integral modulus of continuity of probability densities of infinitely divisible distributions. The paper is splitted into two parts. The first part deals with general infinitely divisible distributions. The…

Probability · Mathematics 2018-05-07 David Berger

A self-contained discussion of nonrelativistic quantum scattering is presented in the case of central potentials in one space dimension, which will facilitate the understanding of the more complex scattering theory in two and three…

Quantum Physics · Physics 2009-11-06 Vania E. Barlette , Marcelo M. Leite , Sadhan K. Adhikari

We introduce the notion of a restricted exchangeable partition of $\mathbb{N}$. We obtain integral representations, consider associated fragmentations, embeddings into continuum random trees and convergence to such limit trees. In…

Probability · Mathematics 2012-11-12 Bo Chen , Matthias Winkel

Co lombeau's construction of generalized functions (in its special variant) is extended to a theory of generalized sections of vector bundles. As particular cases, generalized tensor analysis and exterior algebra are studied. A point value…

Functional Analysis · Mathematics 2007-05-23 Michael Kunzinger , Roland Steinbauer

We show that all negative powers B_{a,b}^-{s} of the Beta distribution are infinitely divisible. The case b<1 follows by complete monotonicity, the case b > 1, s > 1 by hyperbolically complete monotonicity and the case b > 1, s < 1 by a…

Probability · Mathematics 2014-05-26 Pierre Bosch , Thomas Simon

We study the probability distribution $P$ of the sum of a large number of non-identically distributed random variables $n_m$. Condensation of fluctuations, the phenomenon whereby one of such variables provides a macroscopic contribution to…

Statistical Mechanics · Physics 2016-04-29 Federico Corberi

A generalization of the definition of a one-dimensional improper integral with an infinite limit is presented. The new definition extends the range of valid integrals to include integrals which were previously considered to not be…

Classical Analysis and ODEs · Mathematics 2012-01-17 Michael A. Blischke

In this paper, we introduce the concept of hyperbolic valued random variables, their expectation and moments. We develop the hyperbolic analogue of Binomial and Poisson distributions. We study some of the properties of expectation on the…

Probability · Mathematics 2017-03-28 Romesh Kumar , Kailash Sharma

In this paper, we study the summability properties of double sequences of real constants which map sequences of random variables to sequences of random variables that are defined on the same probability sample space. We show that a regular…

Probability · Mathematics 2017-08-31 Jinlu Li , Robert Mendris

For functions defined on C^n or (R_+)^n we construct a dequantization transform, which is closely related to the Maslov dequantization. The subdifferential at the origin of a dequantized polynomial coincides with its Newton polytope. For…

Mathematical Physics · Physics 2007-05-23 G. L. Litvinov , G. B. Shpiz

The aim of this note is to prove the inversion formula, which can be used to compute the Levi measure of an infinitely divisible distribution from its characteristic function. Obtained formula is similar to the well-known inversion formula…

Probability · Mathematics 2021-03-10 Evgeny Burnaev

In recent studies, the generalization properties for distributed learning and random features assumed the existence of the target concept over the hypothesis space. However, this strict condition is not applicable to the more common…

Machine Learning · Computer Science 2023-08-30 Jian Li , Yong Liu , Weiping Wang

A random dense countable set is characterized (in distribution) by independence and stationarity. Two examples are `Brownian local minima' and `unordered infinite sample'. They are identically distributed. A framework for such concepts,…

Probability · Mathematics 2007-05-23 Boris Tsirelson

We study generalized permutohedra and supermodular functions. Specifically we analyze decomposability and irreducibility for these objects and establish some asymptotic behavior. We also study a related problem on irreducibility for…

Combinatorics · Mathematics 2023-03-13 Milan Haiman , Yuan Yao

We introduce a collection of polynomials $F_N$, associated to each positive integer $N$, whose divisibility properties yield a reformulation of the Goldbach conjecture. While this reformulation certainly does not lead to a resolution of the…

Number Theory · Mathematics 2014-08-22 Peter B. Borwein , Stephen K. K. Choi , Greg Martin , Charles L. Samuels

Positivity, the assumption that every unique combination of confounding variables that occurs in a population has a non-zero probability of an action, can be further delineated as deterministic positivity and stochastic positivity. Here, we…

Methodology · Statistics 2022-07-12 Paul N Zivich , Stephen R Cole , Daniel Westreich

The maximum entropy method has been used to reconstruct images in a wide range of astronomical fields, but in its traditional form it is restricted to the reconstruction of strictly positive distributions. We present an extension of the…

Astrophysics · Physics 2009-10-31 MP Hobson , AN Lasenby
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