Related papers: Factorable continuity of random fields, with quant…

Multivariate extreme value statistical analysis is concerned with observations on several variables which are thought to possess some degree of tail-dependence. In areas such as the modeling of financial and insurance risks, or as the…

The use of available disturbance predictions within a nominal model predictive control formulation is studied. The main challenge that arises is the loss of recursive feasibility and stability guarantees when a persistent disturbance is…

Reliability analysis is a sub-field of uncertainty quantification that assesses the probability of a system performing as intended under various uncertainties. Traditionally, this analysis relies on deterministic models, where experiments…

In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…

In Puplinskaite and Surgailis (2014) we introduced the notion of scaling transition for stationary random fields $X$ on $\mathbb{Z}^2$ in terms of partial sums limits, or scaling limits, of $X$ over rectangles whose sides grow at possibly…

This article explores the extension of well-known F1 score used for assessing the performance of binary classifiers. We propose the new metric using probabilistic interpretation of precision, recall, specificity, and negative predictive…

We derive an extended empirical likelihood for parameters defined by estimating equations which generalizes the original empirical likelihood for such parameters to the full parameter space. Under mild conditions, the extended empirical…

Numerous results on self-reciprocal polynomials over finite fields have been studied. In this paper we generalize some of these to a-self reciprocal polynomials defined in [4]. We consider some properties of the divisibility of a-reciprocal…

The form factors of integrable models in finite volume are studied. We construct the explicite representations for the form factors in terms of determinants.

In this note, we give an explicit expression for the quantile of a mixture of two random variables. We carefully examine all possible cases of discrete and continuous variables with possibly unbounded support. The result is useful for…

This paper presents a sharp approximation of the density of long runs of a random walk conditioned on its end value or by an average of a functions of its summands as their number tends to infinity. The conditioning event is of moderate or…

The field of property testing of probability distributions, or distribution testing, aims to provide fast and (most likely) correct answers to questions pertaining to specific aspects of very large datasets. In this work, we consider a…

In practice many problems related to space/time fractional equations depend on fractional parameters. But these fractional parameters are not known a priori in modelling problems. Hence continuity of the solutions with respect to these…

Random matrix products arise in many science and engineering problems. An efficient evaluation of its growth rate is of great interest to researchers in diverse fields. In the current paper, we reformulate this problem with a generating…

In this paper we study the regularity properties of fractional maximal operators acting on $BV$-functions. We establish new bounds for the derivative of the fractional maximal function, both in the continuous and in the discrete settings.

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using It\^o's formula and on a new…

Factorial moments and cumulants are usually defined with respect to the unconditioned Poisson process. Conditioning a sample by selecting events of a given overall multiplicity $N$ necessarily introduces correlations. By means of Edgeworth…

Systematic differences in experimental materials, methods, measurements, and data handling between labs, over time, and among personnel can sabotage experimental reproducibility. Uncovering such differences can be difficult and time…

General conditions on smooth real valued random fields are given that ensure the finiteness of the moments of the measure of their level sets. As a by product a new generalized Kac-Rice formula (KRF) for the expectation of the measure of…

Prediction of events is the challenge in many different disciplines, from meteorology to finance; the more this task is difficult, the more a system is {\it complex}. Nevertheless, even according to this restricted definition, a general…