Related papers: On Vaughan's approximation: The first moment
The Wigner time delay is a measure of the time spent by a particle inside the scattering region of an open system. For chaotic systems, the statistics of the individual delay times (whose average is the Wigner time delay) are thought to be…
We derive heuristically formula for the $k$--moments $M_k(x)$ of the gaps between consecutive primes$<x $ represented directly by $x$$\pi(x)$ --- the number of primes up to: $M_k(x)= \Gamma(k+1)x^k/\pi^{k-1}(x)+\mathcal{O}(x)$, We…
This paper considers the class of L\'evy processes that can be written as a Brownian motion time changed by an independent L\'evy subordinator. Examples in this class include the variance gamma model, the normal inverse Gaussian model, and…
This article investigates sharp comparison of moments for various classes of random variables appearing in a geometric context. In the first part of our work we find the optimal constants in the Khintchine inequality for random vectors…
Statistical inference for time series such as curve estimation for time-varying models or testing for existence of change-point have garnered significant attention. However, these works are generally restricted to the assumption of…
By combining and improving recent techniques and results, we provide explicit estimates for the error terms $|\pi(x)-\text{li}(x)|$, $|\theta(x)-x|$ and $|\psi(x)-x|$ appearing in the prime number theorem. For example, we show for all…
The Levenshtein distance is an important tool for the comparison of symbolic sequences, with many appearances in genome research, linguistics and other areas. For efficient applications, an approximation by a distance of smaller…
In this paper, we derive a priori error estimates for variational inequalities of the first kind in an abstract framework. This is done by combining the first Strang Lemma and the Falk Theorem. The main application consists in the…
We introduce a new, elementary method for studying random differences in arithmetic progressions and convergence phenomena along random sequences of integers. We apply our method to obtain significant improvements on previously known…
In this paper, a modification of the conventional approximations to the quasi-maximum likelihood method is introduced for the parameter estimation of diffusion processes from discrete observations. This is based on a convergent…
We derive quantitative bounds in the Wasserstein distance for the approximation of stochastic integrals with respect to Hawkes processes by a normally distributed random variable. In the case of deterministic and non-negative integrands,…
The (conditional or unconditional) distribution of the continuous scan statistic in a one-dimensional Poisson process may be approximated by that of a discrete analogue via time discretization (to be referred to as the discrete…
Let $S_n$ be partial sums of an i.i.d. sequence $\{X_i\}$. We assume that $\mathbb{E} X_1 <0$ and $\mathbb{P}[X_1>0]>0$. In this paper we study the first passage time $$ \tau_u = \inf\{n:\; S_n > u\}. $$ The classical Cram\'er's estimate of…
We consider the problem of approximating two, possibly unrelated probability distributions from a single complex-valued function $\psi$ and its Fourier transform. We show that this problem always has a solution within a specified degree of…
In the paper we consider higher-order partial differential equations from the class of linear dispersive equations. We investigate solutions to these equations subject to random initial conditions given by harmonizable…
We address the estimation problem of the separation of two arbitrarily close incoherent point sources from the quantum Bayesian point of view, i.e., when a prior probability distribution function (PDF) on the separation is available. For…
Using a recent verification of the Riemann hypothesis up to height $3\cdot 10^{12}$, we provide strong estimates on $\pi(x)$ and other prime counting functions for finite ranges of $x$. In particular, we get that…
Previously, an explicit solution for the time evolution of the Wigner function was presented in terms of auxiliary phase space coordinates which obey simple equations that are analogous with, but not identical to, the classical equations of…
We show that (in contrast to a rather common opinion) QM is not a complete theory. This is a statistical approximation of classical statistical mechanics on the {\it infinite dimensional phase space.} Such an approximation is based on the…
In this paper, we establish new bounds for classical prime-counting functions. All of our bounds are explicit and assume the Riemann Hypothesis. First, we prove that $|\psi(x) - x|$ and $|\vartheta(x) - x|$ are bounded from above by…