Related papers: Truncated Moment Problem for Dirac Mixture Densiti…
We consider the set M_n of all n-truncated power moment sequences of probability measures on [0,1]. We endow this set with the uniform probability. Picking randomly a point in M_n, we show that the upper canonical measure associated with…
The entropy-based moment method is a well-known discretization for the velocity variable in kinetic equations which has many desirable theoretical properties but is difficult to implement with high-order numerical methods. The regularized…
We construct an increasing sequence of natural numbers $(m_n)_{n=1}^{+\infty}$ with the property that $(m_n \th [1])_{n\geq 1}$ is dense in $\T$ for any $\th \in \R\setminus \Q$, and a continuous measure on the circle $\mu$ such that…
We propose a mixedness quantifier based on entropy fluctuations. It provides information about the degree of mixedness either for finite dimensional and infinite dimensional Hilbert spaces. It may be used to determine the reduction of the…
Conjunction assessment requires knowledge of the uncertainty in the predicted orbit. Errors in the atmospheric density are a major source of error in the prediction of low Earth orbits. Therefore, accurate estimation of the density and…
In this paper we study the problem of model reduction by moment matching for stochastic systems. We characterize the mathematical object which generalizes the notion of moment to stochastic differential equations and we find a class of…
We use Stein characterisations to derive new moment-type estimators for the parameters of several truncated multivariate distributions in the i.i.d. case; we also derive the asymptotic properties of these estimators. Our examples include…
A 2D range-only tracking scenario is non-trivial due to two main reasons. First, when the states to be estimated are in Cartesian coordinates, the uncertainty region is multi-modal. The second reason is that the probability density function…
We study the truncation error of the COS method and give simple, verifiable conditions that guarantee convergence. In one dimension, COS is admissible when the density belongs to both L1 and L2 and has a finite weighted L2 moment of order…
This paper mainly addresses the optimization of $p$-th moment of $\mathbb{R}^n$-valued random variable. Through an ingenious approximation mechanism, one transforms the maximization problem into a sequence of minimization problems, which…
Expressions are given for the truncated fractional moments $E X_+^p$ of a general stable law. These involve families of special functions that arose out of the study of multivariate stable densities and probabilities. As a particular case,…
Consider the scattering of a time-harmonic elastic plane wave by a periodic rigid surface. The elastic wave propagation is governed by the two-dimensional Navier equation. Based on a Dirichlet-to-Neumann (DtN) map, a transparent boundary…
Multimodal structures in the sampling density (e.g. two competing phases) can be a serious problem for traditional Markov Chain Monte Carlo (MCMC), because correct sampling of the different structures can only be guaranteed for infinite…
We obtain a new multiplicative decomposition of the resolvent matrix of the truncated Hausdorff matrix moment (THMM) problem in the case of an odd and even number of moments via new Dyukarev-Stieltjes matrix (DSM) parameters. Explicit…
How to calculate the entanglement entropy between two subsystems for a mixed state has remained an important problem. In this paper, we provide a straightforward method, namely the subtraction approach, to solve this problem for generic…
In this paper, we consider a discrete-time stochastic control problem with uncertain initial and target states. We first discuss the connection between optimal transport and stochastic control problems of this form. Next, we formulate a…
We study maximum-entropy inference for finite-dimensional quantum states under linear moment constraints. Given expectation values of finitely many observables, the feasible set of states is convex but typically non-unique. The…
We study the rigidity of the volume entropy for weighted word metrics on hyperbolic groups, building on a recent convexity result due to Cantrell-Tanaka. Using ideas from small cancellation theory, we give conditions under which a…
We examine the state of statistical equilibrium attained by a uniformly forced condensable substance subjected to advection in a periodic domain. In particular, we examine the probability density function (\pdf{}) of the condensable…
We propose the K-series estimation approach for the recovery of unknown univariate and multivariate distributions given knowledge of a finite number of their moments. Our method is directly applicable to the probabilistic analysis of…