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We apply Walsh's method for proving norm convergence of multiple ergodic averages to arbitrary amenable groups. We obtain convergence in the uniform Ces\`aro sense for their polynomial actions and for ``triangular'' averages associated to…

Dynamical Systems · Mathematics 2016-11-28 Pavel Zorin-Kranich

A maximum likelihood method is used to deal with the combined estimation of multi-measurements of a branching ratio, where each result can be presented as an upper limit. The joint likelihood function is constructed using observed spectra…

Data Analysis, Statistics and Probability · Physics 2015-08-04 Xiao-Xia Liu , Xiao-Rui Lyu , Yong-Sheng Zhu

The covariance of two random variables measures the average joint deviations from their respective means. We generalise this well-known measure by replacing the means with other statistical functionals such as quantiles, expectiles, or…

Methodology · Statistics 2023-09-22 Tobias Fissler , Marc-Oliver Pohle

We establish bounds for the covariance of a large class of functions of infinite variance stable random variables, including unbounded functions such as the power function and the logarithm. These bounds involve measures of dependence…

Statistics Theory · Mathematics 2011-11-10 Vladas Pipiras , Murad S. Taqqu , Patrice Abry

A mathematical model that governs turbulent flows through permeable media is considered in this work. The model under consideration is based on a double-averaging concept which in turn is described by the time-averaging technique…

Analysis of PDEs · Mathematics 2024-03-26 Hermenegildo Borges de Oliveira

Let $(X,\mathcal{B},\mu, T)$ be a measure preserving system. We prove the pointwise convergence of averages along cubes of $2^{k}-1$ bounded and measurable functions for all $k$.

Dynamical Systems · Mathematics 2008-07-09 Idris Assani

Change of measure inequalities translate divergences between probability measures into explicit bounds on event probabilities, and play an important role in deriving probabilistic guarantees in learning theory, information theory, and…

Information Theory · Computer Science 2026-05-28 Yanxiao Liu , Yijun Fan , Deniz Gündüz

Behavioural economics provides labels for patterns in human economic behaviour. Probability weighting is one such label. It expresses a mismatch between probabilities used in a formal model of a decision (i.e. model parameters) and…

Theoretical Economics · Economics 2020-05-04 Ole Peters , Alexander Adamou , Mark Kirstein , Yonatan Berman

We extend to the vector-valued situation some earlier work of Ciesielski and Roynette on the Besov regularity of the paths of the classical Brownian motion. We also consider a Brownian motion as a Besov space valued random variable. It…

Probability · Mathematics 2008-01-21 Tuomas Hytonen , Mark Veraar

Under the generalized Riemann hypothesis, we use Beurling-Selberg extremal functions to bound the mean and mean square of the argument of Dirichlet $L$-functions to a large prime modulus $q$. As applications, we give alternative proofs of…

Number Theory · Mathematics 2026-04-02 Tianyu Zhao

Divergence functions are interesting discrepancy measures. Even though they are not true distances, we can use them to measure how separated two points are. Curiously enough, when they are applied to random variables, they lead to a notion…

Statistics Theory · Mathematics 2018-09-21 Henryk Gzyl

Several examples of generalized number systems are constructed to compare various conditions occurring in the literature for the prime number theorem in the context of Beurling generalized primes.

Number Theory · Mathematics 2016-10-25 Gregory Debruyne , Jan-Christoph Schlage-Puchta , Jasson Vindas

In this paper we study approximations for the boundary crossing probabilities of moving sums of i.i.d. normal r.v. We approximate a discrete time problem with a continuous time problem allowing us to apply established theory for stationary…

Statistics Theory · Mathematics 2020-01-06 Jack Noonan , Anatoly Zhigljavsky

We give an estimate for sums appearing in the Nyman-Beurling criterion for the Riemann Hypothesis containing the M\"obius function. The estimate is remarkably sharp in comparison to estimates of other sums containing the M\"obius function.…

Classical Analysis and ODEs · Mathematics 2017-05-30 Helmut Maier , Michael Th. Rassias

Dirichlet Process mixture models (DPMM) in combination with Gaussian kernels have been an important modeling tool for numerous data domains arising from biological, physical, and social sciences. However, this versatility in applications…

Statistics Theory · Mathematics 2023-01-30 Aritra Guha , Nhat Ho , XuanLong Nguyen

In this note a general a Cauchy-type mean value theorem for the ratio of functional determinants is offered. It generalizes Cauchy's and Taylor's mean value theorems as well as other classical mean value theorems.

Classical Analysis and ODEs · Mathematics 2017-06-29 Zsolt Páles

We provide a new version of the Wiener-Ikehara theorem where one deduces bounds $$ 0< \liminf_{x\to\infty} \frac{S(x)}{e^{x}}\leq \limsup_{x\to\infty} \frac{S(x)}{e^{x}} <\infty $$ for (in particular) a non-decreasing function $S$ from a…

Number Theory · Mathematics 2026-02-10 Yarne Tranoy , Jasson Vindas

Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In this paper we consider two such likelihood ratios. The first one is an…

Statistics Theory · Mathematics 2010-04-05 Serguei Dachian

The conditional expectation and conditional variance of Brownian motion is considered given the argmax, B(t|argmax), as well as those with additional information: B(t|close, argmax), B(t|max, argmax), B(t|close, max, argmax) where the close…

Probability · Mathematics 2021-06-03 Kurt S. Riedel

We relax the continuity assumption in Bloom's uniform convergence theorem for Beurling slowly varying functions \phi. We assume that \phi has the Darboux property, and obtain results for \phi measurable or having the Baire property.

Classical Analysis and ODEs · Mathematics 2013-01-25 N. H. Bingham , A. J. Ostaszewski