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We prove an integral representation formula for the distributional normal derivative of solutions of $$ \left\{ \begin{aligned} - \Delta u + V u &= \mu && \text{in $\Omega$,}\\ u &= 0 && \text{on $\partial\Omega$,} \end{aligned} \right. $$…
The normal or Gaussian distribution plays a prominent role in almost all fields of science. However, it is well known that the Gauss (or Euler--Poisson) integral over a finite boundary, as it is necessary for instance for the error function…
The subject of this paper is the problem of nonparametric estimation of a continuous distribution function from observations with measurement errors. We study minimax complexity of this problem when unknown distribution has a density…
Although there doesn't exist the Lebesgue measure in the ball $M$ of $C[0,1]$ with $p-$norm, the average values (expectation) $EY$ and variance $DY$ of some functionals $Y$ on $M$ can still be defined through the procedure of limitation…
Consider random matrices $A$, of dimension $m\times (m+n)$, drawn from an ensemble with probability density $f(\rmtr AA^\dagger)$, with $f(x)$ a given appropriate function. Break $A = (B,X)$ into an $m\times m$ block $B$ and the…
We consider a type of nonnormal approximation of infinitely divisible distributions that incorporates compound Poisson, Gamma, and normal distributions. The approximation relies on achieving higher orders of cumulant matching, to obtain…
Determining functionals are tools to describe the finite dimensional long-term dynamics of infinite dimensional dynamical systems. There also exist several applications to infinite dimensional {\em random} dynamical systems. In these…
We consider the problem of estimating smooth integrated functionals of a monotone nonincreasing density $f$ on $[0,\infty)$ using the nonparametric maximum likelihood based plug-in estimator. We find the exact asymptotic distribution of…
Let $Z$ be a standard normal random variable (r.v.). It is shown that the distribution of the r.v. $\ln|Z|$ is infinitely divisible; equivalently, the standard normal distribution considered as the distribution on the multiplicative group…
Based on the total integrability we first define an integral of a real valued function f as an interval function associated to its antiderivative F. By introducing the concept of the residue of a function into the real analysis, the…
Universality properties of the distribution of the generalized eigenvalues of a pencil of random Hankel matrices, arising in the solution of the exponential interpolation problem of a complex discrete stationary process, are proved under…
The law of large numbers for the empirical density for the pairs of uniformly distributed integers with a given greatest common divisor is a classic result in number theory. In this paper, we study the large deviations of the empirical…
The rate of normal approximation for the integral norm of kernel density estimators is investigated in the case of densities with power-type singularities. The quantities from the formulations of published results by the author are…
A novel, non-trivial, probabilistic upper bound on the entropy of an unknown one-dimensional distribution, given the support of the distribution and a sample from that distribution, is presented. No knowledge beyond the support of the…
In this paper we study the randomized non-autonomous complete linear differential equation. The diffusion coefficient and the source term in the differential equation are assumed to be stochastic processes and the initial condition is…
In a recent article a generalization of the binomial distribution associated with a sequence of positive numbers was examined. The analysis of the nonnegativeness of the formal expressions was a key-point to allow to give them a statistical…
We derive a generic expression for the generating function (GF) of the particle-number probability distribution (PNPD) for a simple reaction diffusion model that belongs to the directed percolation universality class. Starting with a single…
This is an elementary introduction to infinite-dimensional probability. In the lectures, we compute the exact mean values of some functionals on C[0,1] and L[0,1] by considering these functionals as infinite-dimensional random variables.…
Application of the exact statistical inference frequently leads to a non-standard probability distributions of the considered estimators or test statistics. The exact distributions of many estimators and test statistics can be specified by…
A fundamental problem of statistical data analysis, distribution density estimation by experimental data, is considered. A new method with optimal asymptotic behavior, the root density estimator, is developed. The method proposed may be…