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Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…

Statistics Theory · Mathematics 2018-09-07 Christophe Andrieu , James Ridgway , Nick Whiteley

A new necessary separability criterion that relates the structures of the total density matrix and its reductions is given. The method used is based on the realignment method [K. Chen and L.A. Wu, Quant. Inf. Comput. 3, 193 (2003)]. The new…

Quantum Physics · Physics 2009-11-10 S. Albeverio , K. Chen , S. M. Fei

The evolution of global income distribution from 1988 to 2018 is analyzed using purchasing power parity exchange rates and well-established statistical distributions. This research proposes the use of two separate distributions to more…

General Economics · Economics 2025-12-16 J. D. A. Islas-García , M. del Castillo-Mussot , Marcelo B. Ribeiro

The Center for Science and Technology Studies at Leiden University advocates the use of specific normalizations for assessing research performance with reference to a world average. The Journal Citation Score (JCS) and Field Citation Score…

Digital Libraries · Computer Science 2010-03-11 Tobias Opthof , Loet Leydesdorff

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

A fundamental task in AI is providing performance guarantees for predictions made in unseen domains. In practice, there can be substantial uncertainty about the distribution of new data, and corresponding variability in the performance of…

Machine Learning · Computer Science 2025-04-01 Kasra Jalaldoust , Alexis Bellot , Elias Bareinboim

New estimates of the critical exponents have been obtained from the field-theoretical renormalization group using a new method for summing divergent series. The results almost coincide with the central values obtained by Le Guillou and…

Statistical Mechanics · Physics 2011-08-31 A. A. Pogorelov , I. M Suslov

We extend the Matom\"{a}ki-Radziwi\l\l{} theorem to a large collection of unbounded multiplicative functions that are uniformly bounded, but not necessarily bounded by 1, on the primes. Our result allows us to estimate averages of such a…

Number Theory · Mathematics 2021-11-15 Alexander P. Mangerel

Let $\chi$ be a primitive Dirichlet character whose conductor $q$ is a prime number. For the certain averages of values of $\log |L(s, \chi)|$ in $q$-aspect at a fixed $s=\sigma>1/2$, under Generalized Riemann Hypothesis (GRH), we explain…

Number Theory · Mathematics 2025-08-26 Manami Hosoi , Yumiko Umegaki

Thanks to its favorable properties, the multivariate normal distribution is still largely employed for modeling phenomena in various scientific fields. However, when the number of components $p$ is of the same asymptotic order as the sample…

Statistics Theory · Mathematics 2022-11-17 Caizhu Huang , Claudia Di Caterina , Nicola Sartori

We generalize the notion of monetary value measures developed with category theory in [Adachi, 2014] by extending their base category from the category \c{hi} to the category of probability spaces Prob introduced in [Adachi and Ryu, 2016].

Mathematical Finance · Quantitative Finance 2017-02-07 Takanori Adachi , Yoshihiro Ryu

We provide a uniform bound on the partial sums of multiplicative functions under very general hypotheses. As an application, we give a nearly optimal estimate for the count of $n \le x$ for which the Alladi-Erd\H{o}s function $A(n) =…

Number Theory · Mathematics 2025-08-13 Paul Pollack , Akash Singha Roy

We apply L.~Schwartz' theory of vector valued distributions in order to simplify, unify and generalize statements about convolvability of distributions, their regularization properties and topological properties of sets of distributions.…

Functional Analysis · Mathematics 2017-10-26 C. Bargetz , E. A. Nigsch , N. Ortner

We introduce a new paradigm for risk sharing that generalizes earlier models based on discrete agents and extends them to allow for sharing risk within a continuum of agents. Agents are represented by points of a measure space and have…

Risk Management · Quantitative Finance 2026-03-04 Vasily Melnikov

We generalize the recently proposed quantum model for the stock market by Zhang and Huang to make it consistent with the discrete nature of the stock price. In this formalism, the price of the stock and its trend satisfy the generalized…

General Finance · Quantitative Finance 2012-01-16 Pouria Pedram

Geometric quantiles are popular location functionals to build rank-based statistical procedures in multivariate settings. They are obtained through the minimization of a non-smooth convex objective function. As a result, the singularity of…

Statistics Theory · Mathematics 2026-02-11 Dimitri Konen , Gilles Stupfler

Introduced by M\"uller et al. in their seminal paper \cite{muller}, fractional stochastic dominance (SD) offers a nuanced approach to ordering distributions. In this paper, we propose a fundamentally new framework by replacing the fixed…

Mathematical Finance · Quantitative Finance 2025-02-13 Ehsan Azmoodeh , Ozan Hür

The Generalized Central Limit Theorem is a remarkable generalization of the Central Limit Theorem, showing that the sum of a large number of independent, identically-distributed (i.i.d) random variables with infinite variance may converge…

Statistical Mechanics · Physics 2020-02-19 Ariel Amir

In this paper, we study uniqueness problems for entire functions that partially share two values with their higher-order derivatives. The results obtained here both improve and generalize the related results of Li and Yi \cite{LYi}, L\"{u}…

Complex Variables · Mathematics 2025-12-10 Junfeng Xu , Sujoy Majumder , Lata Mahato

Following the recent work [13] fulfilled in the discrete case, we pro- vide in this paper new intertwining relations for semigroups of one-dimensional diffusions. Various applications of these results are investigated, among them the famous…

Probability · Mathematics 2014-07-18 Michel Bonnefont , Aldéric Joulin
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