Related papers: Factorable continuity of random fields, with quant…
The purpose of [1] was as follows. ?We consider special sets of continuants which occur in applications. For these sets we solve the problem of finding maximal and minimal continuants. There are several methods for finding extremum such as…
In this paper, the classical problem of the probabilistic characterization of a random variable is re-examined. A random variable is usually described by the probability density function (PDF) or by its Fourier transform, namely the…
We give necessary and sufficient conditions for the existence of a phantom distribution function for a stationary random field on a regular lattice. We also introduce a less demanding notion of a directional phantom distribution, with…
We extend path analysis by giving sufficient conditions for computing the partial covariance of two random variables from their covariance. This is specifically done by correcting the covariance with the product of some partial variance…
The definition of conditional probability in case of continuous distributions was an important step in the development of mathematical theory of probabilities. How can we define this notion in algorithmic probability theory? In this survey…
In this paper non-asymptotic exact exponential estimates are derived for the tail of maximum distribution of random field in the terms of majoring measures or, equally, generic chaining.
We study processes with unstable particles in intermediate time-like states. It is shown that the amplitudes squared of such processes factor exactly in the framework of the model of unstable particles with continuous masses. Decay widths…
In this article, universal concentration estimates are established for the local times of random walks on weighted graphs in terms of the resistance metric. As a particular application of these, a modulus of continuity for local times is…
We find conditions which guarantee moment (in)determinacy of powers and products of nonnegative random variables. We establish new and general results which are based either on the rate of growth of the moments of a random variable or on…
Persistence modules are representations of products of totally ordered sets in the category of vector spaces. They appear naturally in the representation theory of algebras, but in recent years they have also found applications in other…
This paper develops estimation and inference methods for conditional quantile factor models. We first introduce a simple sieve estimation, and establish asymptotic properties of the estimators under large $N$. We then provide a bootstrap…
Gibbs-type random probability measures and the exchangeable random partitions they induce represent an important framework both from a theoretical and applied point of view. In the present paper, motivated by species sampling problems, we…
Observed clusters should be modelled by considering the distribution function to be a random variable that quantifies the degree of excitation of the system's normal modes. A system of canonical coordinates for the space of DFs is…
We consider random rectangles in $\mathbb{R}^2$ that are distributed according to a Poisson random measure, i.e., independently and uniformly scattered in the plane. The distributions of the length and the width of the rectangles are…
Composite likelihoods are a class of alternatives to the full likelihood which are widely used in many situations in which the likelihood itself is intractable. A composite likelihood may be computed without the need to specify the full…
The modal factor model represents a new factor model for dimension reduction in high dimensional panel data. Unlike the approximate factor model that targets for the mean factors, it captures factors that influence the conditional mode of…
The extremal tail probabilities of moving sums in a marked Poisson random field is examined here. These sums are computed by adding up the weighted occurrences of events lying within a scanning set of fixed shape and size. Change of measure…
We consider Reinforced Random Walks where transition probabilities are a function of the proportion of times the walk has traversed an edge. We give conditions for recurrence or transience. A phase transition is observed, similar to…
The paper addresses the calculation of correlation functions of permanental polynomials of matrices with random entries. By exploiting a convenient contour integral representation of the matrix permanent some explicit results are provided…
We give a probabilistic introduction to determinantal and permanental point processes. Determinantal processes arise in physics (fermions, eigenvalues of random matrices) and in combinatorics (nonintersecting paths, random spanning trees).…