Related papers: Higher moments for random multiplicative measures
We derive two-sided estimates for random multilinear forms (random chaoses) generated by independent symmetric random variables with logarithmically concave tails. Estimates are exact up to multiplicative constants depending only on the…
The paper studies an improved estimate for the rate of convergence for nonlinear homogeneous discrete-time Markov chains. These processes are nonlinear in terms of the distribution law. Hence, the transition kernels are dependent on the…
A branching L\'evy process can be seen as the continuous-time version of a branching random walk. It describes a particle system on the real line in which particles move and reproduce independently in a Poissonian manner. Just as for L\'evy…
We introduce the quadratic harness condition and show that integrable quadratic harnesses have orthogonal martingale polynomials with a three step recurrence that satisfies a q-commutation relation. This implies that quadratic harnesses are…
The paper develops multiplicative compensation for complex-valued semimartingales and studies some of its consequences. It is shown that the stochastic exponential of any complex-valued semimartingale with independent increments becomes a…
We introduce a notion of vague convergence for random marked metric measure spaces. Our main result shows that convergence of the moments of order $k \ge 1$ of a random marked metric measure space is sufficient to obtain its vague…
Leggett-Garg inequalities (LGI) are constrains on certain combinations of temporal correlations obtained by measuring one and the same system at two different instants of time. The usual derivations of LGI assume \emph {macroscopic realism…
We find a maximum principle for general non-Markovian semi-martingales. We do so by describing the adjoint processes with non-anticipating stochastic derivatives in a martingale random field setting. In the case of the L\'evy processes this…
Hoeffding has shown that tail bounds on the distribution for sampling from a finite population with replacement also apply to the corresponding cases of sampling without replacement. (A special case of this result is that binomial tail…
Measurements of quantum systems can be used to generate classical data that is truly unpredictable for every observer. However, this true randomness needs to be discriminated from randomness due to ignorance or lack of control of the…
New relations between QCD Borel sum rules for magnetic moments of Sigma^0 and Lambda hyperons are constructed. It is shown that starting from the sum rule for the Sigma^0 hyperon magnetic moment it is straightforward to obtain the…
As a crucial problem in statistics is to decide whether additional variables are needed in a regression model. We propose a new multivariate test to investigate the conditional mean independence of Y given X conditioning on some known…
In this paper, the maximum L$q$-likelihood estimator (ML$q$E), a new parameter estimator based on nonextensive entropy [Kibernetika 3 (1967) 30--35] is introduced. The properties of the ML$q$E are studied via asymptotic analysis and…
Let X and Y be time-homogeneous Markov processes with common state space E, and assume that the transition kernels of X and Y admit densities with respect to suitable reference measures. We show that if there is a time t>0 such that, for…
We give an algorithm that generates a uniformly random contingency table with specified marginals, i.e. a matrix with non-negative integer values and specified row and column sums. Such algorithms are useful in statistics and combinatorics.…
We establish nonuniform Berry-Esseen bounds for martingales under the conditional Bernstein condition. These bounds imply Cram\'er type large deviations for moderate $x$'s, and are of exponential decay rate as de la Pe\~na's inequality when…
An infinite system of point particles placed in $\mathds{R}^d$ is studied. The particles are of two types; they perform random walks in the course of which those of distinct types repel each other. The interaction of this kind induces an…
A simple, discrete, parametric model is proposed to describe conditional (correlated) deposition of particles on a surface and formation of a connecting (percolating) cluster. The surface changes spontaneously its properties (phase…
We study central limit theorems for the projected sample mean of independent and identically distributed observations on subsets $\mathcal Q \subset \mathbb R^2$ of the Euclidean plane. It is well-known that two conditions suffice to obtain…
In this paper we prove a Large Deviation Principle for the sequence of symmetrised empirical measures $\frac{1}{n} \sum_{i=1}^{n} \delta_{(X^n_i,X^n_{\sigma_n(i)})}$ where $\sigma_n$ is a random permutation and $((X_i^n)_{1 \leq i \leq…