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In this paper, we introduce quantile coherency to measure general dependence structures emerging in the joint distribution in the frequency domain and argue that this type of dependence is natural for economic time series but remains…

Statistics Theory · Mathematics 2018-12-31 Jozef Baruník , Tobias Kley

For $S_k$, the space of cusp forms of weight $k$ for the full modular group, we first introduce periods on $S_k$ associated to symmetric square $L$-functions. We then prove that for a fixed natural number $n$, if $k$ is sufficiently large…

Number Theory · Mathematics 2025-07-24 Tianyu Ni , Hui Xue

For a given rational number $x$ and an integer $s\geq 1$, let us consider a generalized polylogarithmic function, often called the Lerch function, defined by $$\Phi_{s}(x,z)= \sum_{k=0}^{\infty}\frac{z^{k+1}}{(k+x+1)^s}\enspace.$$ We prove…

Number Theory · Mathematics 2023-01-06 Sinnou David , Noriko Hirata-Kohno , Makoto Kawashima

For the last two decades, high-dimensional data and methods have proliferated throughout the literature. Yet, the classical technique of linear regression has not lost its usefulness in applications. In fact, many high-dimensional…

Statistics Theory · Mathematics 2021-05-18 Arun Kumar Kuchibhotla , Lawrence D. Brown , Andreas Buja , Edward I. George , Linda Zhao

Assessing the predictive power of both data and models holds paramount significance in time-series machine learning applications. Yet, preparing time series data accurately and employing an appropriate measure for predictive power seems to…

Statistical Finance · Quantitative Finance 2023-11-22 Martin Winistörfer , Ivan Zhdankin

Let $r, \,m$ be positive integers. Let $x$ be a rational number with $0 \le x <1$. Consider $\Phi_s(x,z) =\displaystyle\sum_{k=0}^{\infty}\frac{z^{k+1}}{{(k+x+1)}^s}$ the $s$-th Lerch function with $s=1, 2, \cdots, r$. When $x=0$, this is a…

Number Theory · Mathematics 2023-01-06 Sinnou David , Noriko Hirata-Kohno , Makoto Kawashima

We prove congruence relations modulo cyclotomic polynomials for multisums of $q$-factorial ratios, therefore generalizing many well-known $p$-Lucas congruences. Such congruences connect various classical generating series to their…

Combinatorics · Mathematics 2017-01-24 Boris Adamczewski , Jason P. Bell , Éric Delaygue , Frédéric Jouhet

We establish new measures of linear independence of logarithms on commutative algebraic groups in the so-called \emph{rational case}. More precisely, let k be a number field and v_{0} be an arbitrary place of k. Let G be a commutative…

Number Theory · Mathematics 2009-02-19 Éric Gaudron

The Chowla--Milnor conjecture predicts the linear independence of certain Hurwitz zeta values. In this paper, we prove that for any fixed integer $k \geqslant 2$, the dimension of the $\mathbb{Q}$-linear span of…

Number Theory · Mathematics 2026-04-13 Li Lai , Jia Li

We propose a nonparametric test for serial independence that aggregates pairwise similarities of observations with lag-dependent weights. The resulting statistic is powerful to general forms of temporal dependence, including nonlinear and…

Methodology · Statistics 2025-09-09 Qihua Zhu , Mingshuo Liu , Yuefeng Han , Doudou Zhou

Given any two rational numbers $r_1$ and $r_2$, a necessary and sufficient condition is established for the three numbers $1$, $\cos (\pi r_1)$, and $\cos (\pi r_2)$ to be rationally independent. Extending a classical fact sometimes…

Number Theory · Mathematics 2015-04-28 Arno Berger

In this paper, the defining properties of a valid measure of the dependence between two random variables are reviewed and complemented with two original ones, shown to be more fundamental than other usual postulates. While other popular…

Methodology · Statistics 2019-12-03 Gery Geenens , Pierre Lafaye de Micheaux

We introduce and study algebraic dynamical systems generated by triangular systems of rational functions. We obtain several results about the degree growth and linear independence of iterates as well as about possible lengths of…

Number Theory · Mathematics 2011-09-06 Alina Ostafe , Igor Shparlinski

We prove an analogue of the Lindemann-Weierstrass theorem (that the exponentials of Q-linearly independent algebraic numbers are algebraically independent) for commutative algebraic groups G without unipotent quotients, over function…

Algebraic Geometry · Mathematics 2008-11-01 Daniel Bertrand , Anand Pillay

A quantifier-free description of the set of solutions of the generalized interval-quantifier system of linear equations is obtain.

Optimization and Control · Mathematics 2018-09-06 A. V. Lakeyev , I. A. Sharaya

We propose a novel method for testing serial independence of object-valued time series in metric spaces, which is more general than Euclidean or Hilbert spaces. The proposed method is fully nonparametric, free of tuning parameters, and can…

Methodology · Statistics 2023-07-31 Feiyu Jiang , Hanjia Gao , Xiaofeng Shao

We formulate and prove finite dimensional analogs for the classical Balian-Low theorem, and for a quantitative Balian-Low type theorem that, in the case of the real line, we obtained in a previous work. Moreover, we show that these results…

Classical Analysis and ODEs · Mathematics 2017-07-21 Shahaf Nitzan , Jan-Fredrik Olsen

In this paper we extend Fischler's quantitative generalization of Nesterenko's linear independence criterion, by weakening the hypotheses on the divisors of the coe cients of the linear forms and allowing (to some extent) the linear forms…

Number Theory · Mathematics 2014-03-18 Simon Dauguet

A fundamental conjecture formulated by Thakur in 2009, which has guided significant developments in function field arithmetic, asserts that multiple zeta values (MZV's) in positive characteristic of fixed weight are linearly independent…

Number Theory · Mathematics 2026-04-29 Bo-Hae Im , Hojin Kim , Tuan Ngo Dac

We consider the values at proper fractions of the arithmetic gamma function and the values at positive integers of the zeta function for F_q[theta] and provide complete algebraic independence results for them.

Number Theory · Mathematics 2009-09-02 Chieh-Yu Chang , Matthew A. Papanikolas , Dinesh S. Thakur , Jing Yu