Related papers: A Value Distribution Result and Some Normality Cri…
Given an entire function $f$ of finite order $\rho$, let $L(z,f)=\sum_{j=0}^{m}b_{j}(z)f^{(k_{j})}(z+c_{j})$ be a linear delay-differential polynomial of $f$ with small coefficients in the sense of $O(r^{\lambda+\varepsilon})+S(r,f)$,…
Probability distributions supported on the simplex enjoy a wide range of applications across statistics and machine learning. Recently, a novel family of such distributions has been discovered: the continuous categorical. This family enjoys…
In this paper, a new approach to computing the generalisation performance is presented that assumes the distribution of risks, $\rho(r)$, for a learning scenario is known. From this, the expected error of a learning machine using empirical…
We investigate several geometric models of network which simultaneously have some nice global properties, that the small diameter property, the small-community phenomenon, which is defined to capture the common experience that (almost)…
Let $\left( w_{\alpha ,v}\right) _{m}(z)=z+\sum\limits_{n=1}^{m}a_{n}z^{n+1} $ be the sequence of partial sums of normalized Dini functions $w_{\alpha ,v}(z)=z+\sum\limits_{n=1}^{\infty }a_{n}z^{n+1}$ where $a_{n}=\frac{\left( -1\right)…
In this article, we study the distribution of values of Dirichlet $L$-functions, the distribution of values of the random models for Dirichlet $L$-functions, and the discrepancy between these two kinds of distributions. For each question,…
Let $X$ be a random variable with distribution function $F,$ and $X_{1},X_{2},...,X_{n}$ are independent copies of $X.$ Consider the order statistics $X_{i:n},$ $i=1,2,...,n$ and denote $F_{i:n}(x)=P\{X_{i:n}\leq x\}.$ Using majorization…
We study some "density function" related to the value-distribution of $L$-functions. The first example of such a density function was given by Bohr and Jessen in 1930s for the Riemann zeta-function. In this paper, we construct the density…
Li introduced the normalized volume of a valuation due to its relation to K-semistability. He conjectured that over a klt singularity there exists a valuation with smallest normalized volume. We prove this conjecture and provide an example…
Given a normalized Orlicz function $M$ we provide an easy formula for a distribution such that, if $X$ is a random variable distributed accordingly and $X_1,...,X_n$ are independent copies of $X$, then the expected value of the p-norm of…
Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…
The paper deals with the distributed minimum sharing problem: a set of decision-makers compute the minimum of some local quantities of interest in a distributed and decentralized way by exchanging information through a communication…
This document introduces a generalization of calculus that treats both continuous and discrete variables on an equal footing. This generalization of calculus was developed independently of the "Calculus on Time Scales" literature but may be…
In this paper, we present three remarkable properties of the normal distribution: first that if two independent variables's sum is normally distributed, then each random variable follows a normal distribution (which is referred to as the…
This is the first installment in a series of papers devoted to examining certain aspects of the asymptotic value distribution and distribution of zeros manifested by members of a broad class of linear combinations of L-functions in the…
Classical measures of inequality use the mean as the benchmark of economic dispersion. They are not sensitive to inequality at the left tail of the distribution, where it would matter most. This paper presents a new inequality measurement…
The problem of characterizing a multivariate distribution of a random vector using examination of univariate combinations of vector components is an essential issue of multivariate analysis. The likelihood principle plays a prominent role…
Consider a family of distributions $\{\pi_{\beta}\}$ where $X\sim\pi_{\beta}$ means that $\mathbb{P}(X=x)=\exp(-\beta H(x))/Z(\beta)$. Here $Z(\beta)$ is the proper normalizing constant, equal to $\sum_x\exp(-\beta H(x))$. Then…
This article considers change point testing and estimation for a sequence of high-dimensional data. In the case of testing for a mean shift for high-dimensional independent data, we propose a new test which is based on $U$-statistic in Chen…
In this paper, a normality criterion concerning a sequence of meromorphic functions and their differential polynomials is obtained. Precisely, we have proved: Let $\left\{f_j\right\}$ be a sequence of meromorphic functions in the open unit…