Related papers: Stein Type Characterization for $G$-normal Distrib…

The $G$-expectation framework is a generalization of the classical probabilistic system motivated by Knightian uncertainty, where the $G$-normal plays a central role. However, from a statistical perspective, $G$-normal distributions look…

Let $G$ be a finite simple group of Lie type and let $T$ be a maximal torus of $G$. It is well known that if the defining field of $G$ is large enough, then the normaliser of $T$ in $G$ is equal to the algebraic normaliser $N(G,T)$. We…

In this paper, we propose a method based on GMM (the generalized method of moments) to estimate the parameters of stable distributions with $0<\alpha<2$. We don't assume symmetry for stable distributions.

We show that the density $\mu$ of the Smith normal form (SNF) of a random integer matrix exists and equals a product of densities $\mu_{p^s}$ of SNF over $\mathbb{Z}/p^s\mathbb{Z}$ with $p$ a prime and $s$ some positive integer. Our…

In this paper we consider the density of maximal order elements in $\mathrm{GL}_n(q)$. Fixing any of the rank $n$ of the group, the characteristic $p$ or the degree $r$ of the extension of the underlying field $\mathbb{F}_q$ of size…

Let $\mathbf{G}$ be a connected reductive complex algebraic group with split real form $(G,\sigma)$. Consider a strict wonderful $\mathbf{G}$-variety $\bf{X}$ equipped with its $\sigma$-equivariant real structure, and let $X$ be the…

Let $n \in \mathbb N$, let $\zeta_{n,1},...,\zeta_{n,n}$ be a sequence of independent random variables with $\mathbb E \zeta_{n,i}=0$ and $\mathbb E |\zeta_{n,i}|<\infty$ for each $i$, and let $\mu$ be an $\alpha$-stable distribution having…

Let $G=SL_n(\mathbb C)$ and $T$ be a maximal torus in $G$. We show that the quotient $T \backslash \backslash G/{P_{\alpha_1}\cap P_{\alpha_2}}$ is projectively normal with respect to the descent of a suitable line bundle, where…

We introduce a new goodness-of-fit test for count data on $\mathbb{N}$ for the Zeta distribution with unknown parameter. The test is built on a Stein-type characterization that uses, as Stein operator, the infinitesimal generator of a…

In this article we propose a general framework for normal approximation using Stein's method. We introduce the new concept of Stein couplings and we show that it lies at the heart of popular approaches such as the local approach,…

We introduce the H-type deviation $\delta({\mathbb G})$ of a step two Carnot group ${\mathbb G}$, which measures the deviation of the group from the class of Heisenberg-type groups. We show that $\delta({\mathbb G})=0$ if and only if…

In this paper use the Stein method to characterize the $M$-Wright distribution $M_{\frac{1}{3}}$ and its symmetrization. The Stein operator is associated with the general Airy equation and the corresponding Stein equation is nothing but a…

We prove that normal projective surfaces of dense globally $F$-split type (resp. globally $F$-regular type) are of Calabi-Yau type (resp. Fano type).

The paper proposes and implements a methodology to fit a seven-parameter Generalized Tempered Stable (GTS) distribution to financial data. The nonexistence of the mathematical expression of the GTS probability density function makes the…

The normal covering number $\gamma(G)$ of a finite, non-cyclic group $G$ is the least number of proper subgroups such that each element of $G$ lies in some conjugate of one of these subgroups. We prove that there is a positive constant $c$…

Let $\varphi\colon\Gamma\to G$ be a homomorphism of groups. In this paper we introduce the notion of a subnormal map (the inclusion of a subnormal subgroup into a group being a basic prototype). We then consider factorizations…

By the continuous mapping theorem, if a sequence of $d$-dimensional random vectors $(\mathbf{W}_n)_{n\geq1}$ converges in distribution to a multivariate normal random variable $\Sigma^{1/2}\mathbf{Z}$, then the sequence of random variables…

For parameter estimation of continuous and discrete distributions, we propose a generalization of the method of moments (MM), where Stein identities are utilized for improved estimation performance. The construction of these Stein-type…

In this paper we present a general framework for Stein's method for multivariate continuous distributions. The approach gives a collection of Stein characterisations, among which we highlight score-Stein operators and kernel Stein…

I define a naturalness criterion formalizing the intuitive notion of naturalness discussed in the literature. After that, using $\phi^4$ as an example, I demonstrate that a theory may be natural in the $MS$-scheme and, at the same time,…