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An a priori semimeasure (also known as "algorithmic probability" or "the Solomonoff prior" in the context of inductive inference) is defined as the transformation, by a given universal monotone Turing machine, of the uniform measure on the…

Statistics Theory · Mathematics 2016-06-29 Tom F. Sterkenburg

We introduce a class of probability measure-valued diffusions, coined polynomial, of which the well-known Fleming--Viot process is a particular example. The defining property of finite dimensional polynomial processes considered by Cuchiero…

Probability · Mathematics 2018-07-10 Christa Cuchiero , Martin Larsson , Sara Svaluto-Ferro

Using asymptotics of Toeplitz+Hankel determinants, we establish formulae for the asymptotics of the moments of the moments of the characteristic polynomials of random orthogonal and symplectic matrices, as the matrix-size tends to infinity.…

Mathematical Physics · Physics 2023-01-24 Tom Claeys , Johannes Forkel , Jonathan P. Keating

Which combinatorial sequences correspond to moments of probability measures on the real line? We present a generating function, in the form of a continued fraction, for a fourteen-parameter family of such sequences and interpret these in…

Combinatorics · Mathematics 2020-10-08 Natasha Blitvić , Einar Steingrímsson

We consider the counting function of ideals in a given ideal class of a number field of degree $d$. This describes, at least conjecturally, the Fourier coefficients of an automorphic form on $\text{GL}(d)$, typically not a Hecke eigenform…

Number Theory · Mathematics 2024-01-09 Kam Cheong Au

We obtain exact formulas for the absolute raw and central moments of the variance-gamma distribution, as infinite series involving the modified Bessel function of the second kind and the modified Lommel function of the first kind. When the…

Probability · Mathematics 2024-09-10 Robert E. Gaunt

We use sets of assignments, a.k.a. teams, and measures on them to define probabilities of first-order formulas in given data. We then axiomatise first-order properties of such probabilities and prove a completeness theorem for our…

Logic · Mathematics 2016-09-09 Tapani Hyttinen , Gianluca Paolini , Jouko Väänänen

Denoting by $P_N(A,\theta)=\det(I-Ae^{-i\theta})$ the characteristic polynomial on the unit circle in the complex plane of an $N\times N$ random unitary matrix $A$, we calculate the $k$th moment, defined with respect to an average over…

Mathematical Physics · Physics 2019-07-24 E. C. Bailey , J. P. Keating

We give a new heuristic for all of the main terms in the integral moments of various families of primitive L-functions. The results agree with previous conjectures for the leading order terms. Our conjectures also have an almost identical…

Number Theory · Mathematics 2007-05-23 J. B. Conrey , D. W. Farmer , J. P. Keating , M. O. Rubinstein , N. C. Snaith

We develop moment estimators for the parameters of affine stochastic volatility models. We first address the challenge of calculating moments for the models by introducing a recursive equation for deriving closed-form expressions for…

Statistical Finance · Quantitative Finance 2024-08-20 Yan-Feng Wu , Xiangyu Yang , Jian-Qiang Hu

The definition of probabilities in eternally inflating universes requires a measure to regulate the infinite spacetime volume, and much of the current literature uses a global time cutoff for this purpose. Such measures have been found to…

High Energy Physics - Theory · Physics 2011-08-04 Alan H. Guth , Vitaly Vanchurin

We provide two applications of an elementary (yet seemingly unknown) probabilistic representation of matrix ordered exponentials, which generalizes the Feynman-Kac formula in finite dimensions and the change of measure formula between two…

Probability · Mathematics 2024-05-24 Pierre Yves Gaudreau Lamarre

In this paper we characterize the Fourier transformability of a strongly almost periodic measure in terms of an integrability condition for its Fourier Bohr series. We also provide a necessary and sufficient condition for a strongly almost…

Functional Analysis · Mathematics 2020-07-29 Nicolae Strungaru

We study the general moment problem for measures on the real line, with polynomials replaced by more general spaces of entire functions. As a particular case, we describe measures that are uniquely determined by a restriction of their…

Classical Analysis and ODEs · Mathematics 2014-06-03 Mishko Mitkovski , Alexei Poltoratski

Algebraic tools in statistics have recently been receiving special attention and a number of interactions between algebraic geometry and computational statistics have been rapidly developing. This paper presents another such connection,…

Probability · Mathematics 2008-05-19 Alexey Koloydenko

Several classes of tempered measures are characterised that are eigenmeasures of the Fourier transform, the latter viewed as a linear operator on (generally unbounded) Radon measures on $\RR^d$. In particular, we classify all periodic…

Spectral Theory · Mathematics 2024-04-22 Michael Baake , Timo Spindeler , Nicolae Strungaru

We find asymptotic equalities for exact upper bounds of approximations by Fourier sums in uniform metric on classes of $2\pi$-periodic functions, representable in the form of convolutions of functions $\varphi$, which belong to unit balls…

Classical Analysis and ODEs · Mathematics 2016-03-08 A. S. Serdyuk , T. A. Stepaniuk

We establish upper bounds for shifted moments of modular $L$-functions to a fixed modulus as well as quadratic twists of modular $L$-functions under the generalized Riemann hypothesis. Our results are then used to establish bounds for…

Number Theory · Mathematics 2024-12-18 Peng Gao , Liangyi Zhao

We study the moment maps of a smooth projective toric variety. In particular, we characterize when the moment map coming from the quotient construction is equal to a weighted Fubini-Study moment map. This leads to an investigation into…

Algebraic Geometry · Mathematics 2020-04-07 Patrick Clarke , David A. Cox

We examine Fourier frames and, more generally, frame measures for different probability measures. We prove that if a measure has an associated frame measure, then it must have a certain uniformity in the sense that the weight is distributed…

Functional Analysis · Mathematics 2021-07-20 Dorin Ervin Dutkay , Chun-Kit Lai