Related papers: Moments Calculation For the Doubly Truncated Multi…
Invariant ensemble, which are characterised by the joint distribution of eigenvalues $P(\lambda_1,\ldots,\lambda_N)$, play a central role in random matrix theory. We consider the truncated linear statistics $L_K = \sum_{n=1}^K f(\lambda_n)$…
Discontinuity in density functions is of economic importance and interest. For instance, in studies on regression discontinuity designs, discontinuity in the density of a running variable suggests violation of the no-manipulation…
Exact upper bounds on the Winsorised-tilted mean of a random variable in terms of its first two moments are given. Such results are needed in work on nonuniform Berry--Esseen-type bounds for general nonlinear statistics. As another…
The asymptotic mutual information (MI) analysis for multiple-input multiple-output (MIMO) systems over double-scattering channels has achieved engaging results, but the convergence rates of the mean, variance, and the distribution of the MI…
The truncated multidimensional moment problem is studied in terms of the Stieltjes transform as the interpolation problem. A step-by-step algorithm is constructed for the multidimensional moment problem and the set of solutions is found in…
We employ stabilization methods and second order Poincar\'e inequalities to establish rates of multivariate normal convergence for a large class of vectors $(H_s^{(1)},...,H_s^{(m)})$, $s \geq 1$, of statistics of marked Poisson processes…
We use a system of first-order partial differential equations that characterize the moment generating function of the $d$-variate standard normal distribution to construct a class of affine invariant tests for normality in any dimension. We…
A poly-log time method to compute the truncated theta function, its derivatives, and integrals is presented. The method is elementary, rigorous, explicit, and suited for computer implementation. We repeatedly apply the Poisson summation…
High-dimensional covariance estimation is notoriously sensitive to outliers. While statistically optimal estimators exist for general heavy-tailed distributions, they often rely on computationally expensive techniques like semidefinite…
For words of length $n$, generated by independent geometric random variables, we consider the mean and variance of the number of inversions and of a parameter of Knuth from permutation in situ. In this way, $q$--analogues for these…
A random phenomenon may have two sources of random variation: an unstable identity and a set of external variation-generating factors. When only a single source is active, two mutually exclusive extreme scenarios may ensue that result in…
We review our previous studies of truncated Mellin moments of parton distributions. We show in detail the derivation of the evolution equation for double truncated moments. The obtained splitting function has the same rescaled form as in a…
When constructing parametric models to predict the cost of future claims, several important details have to be taken into account: (i) models should be designed to accommodate deductibles, policy limits, and coinsurance factors, (ii)…
The initial mass function for the stars is often modeled by a lognormal distribution. This paper is devoted to demonstrating the advantage of introducing a left and right truncated lognormal probability density function, which is…
We consider the problem of simulating a Gaussian vector X, conditional on the fact that each component of X belongs to a finite interval [a_i,b_i], or a semi-finite interval [a_i,+infty). In the one-dimensional case, we design a table-based…
We present new estimators of the mean of a real valued random variable, based on PAC-Bayesian iterative truncation. We analyze the non-asymptotic minimax properties of the deviations of estimators for distributions having either a bounded…
We study the truncated multidimensional moment problem with a general type of truncations. The operator approach to the moment problem is presented. A way to construct atomic solutions of the moment problem is indicated.
In this paper we propose a wide class of truncated stochastic approximation procedures with moving random bounds. While we believe that the proposed class of procedures will find its way to a wider range of applications, the main motivation…
We propose a general expression for the probability distribution of real-valued tunneling times of a localized particle, as measured by the Salecker-Wigner-Peres quantum clock. This general expression is used to obtain the distribution of…
A number of models for generating statistical data in various fields of insurance, including life insurance, pensions, and general insurance have been considered. It is shown that the insurance statistics data, as a rule, are truncated and…