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The main aim of this work is to compare two Borel measures thorough their moment matrices using a new notion of smallest and largest generalized eigenvalues. With this approach we provide information in problems as the localization of the…

Functional Analysis · Mathematics 2022-03-30 C. Escribano , R. Gonzalo , E. Torrano

In this appendix to our paper with the same title posted on arxiv we give a quick proof of an inequality that can be substituted to Hastings's result, quoted as Lemma 1.9 in our previous paper. Our inequality is less sharp but also appears…

Operator Algebras · Mathematics 2012-11-07 Gilles Pisier

We consider a generalized method of moments framework in which a part of the data vector is missing for some units in a completely unrestricted, potentially endogenous way. In this setup, the parameters of interest are usually only…

Econometrics · Economics 2026-01-07 Grigory Franguridi , Hyungsik Roger Moon

The aim of the dissertation is threefold: the first two parts are devoted to explore the Fourth Moment Theorem and universality properties for homogeneous sums, while the last part approaches the classical theory of orthogonal polynomials…

Probability · Mathematics 2017-05-10 Rosaria Simone

The Generalized Method of Moments (GMM) is a partition of unity based technique for solving electromagnetic and acoustic boundary integral equations. Past work on the GMM for electromagnetics was confined to geometries modeled by piecewise…

Computational Physics · Physics 2015-06-18 Daniel Dault , Naveen V. Nair , Jie Li , Balasubramaniam Shanker

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

A general approach to a broad class of asymptotic problems related to long-time influence of small perturbations, of both deterministic and stochastic type, is presented in the paper. The main characteristic of this influence is a limiting…

Probability · Mathematics 2020-10-06 Mark Freidlin

Composite minimization involves a collection of functions which are aggregated in a nonsmooth manner. It covers, as a particular case, smooth approximation of minimax games, minimization of max-type functions, and simple composite…

Optimization and Control · Mathematics 2025-03-04 Yassine Nabou , Ion Necoara

We study the problem of invariance of indices of thematic factorizations. Such factorizations were introduced in [PY1] for studying superoptimal approximation by bounded analytic matrix functions. As shown in [PY1], the indices may depend…

Functional Analysis · Mathematics 2007-05-23 R. B. Alexeev , V. V. Peller

We discuss regularization by noise of the spectrum of large random non-Normal matrices. Under suitable conditions, we show that the regularization of a sequence of matrices that converges in *-moments to a regular element $a$, by the…

Probability · Mathematics 2011-10-12 Alice Guionnet , Philip Matchett Wood , Ofer Zeitouni

We quantify the elementary Borel-Cantelli Lemma by higher moments of the overlap count statistic in terms of the weighted summability of the probabilities. Applications include mean deviation frequencies in the Strong Law and the Law of the…

Probability · Mathematics 2022-07-29 Luisa F. Estrada , Michael A. Högele

The use of the von Neumann entropy in formulating the laws of thermodynamics has recently been challenged. It is associated with the average work whereas the work guaranteed to be extracted in any single run of an experiment is the more…

Quantum Physics · Physics 2015-07-13 Dario Egloff , Oscar C. O. Dahlsten , Renato Renner , Vlatko Vedral

Quantum theory exhibits various nonclassical features, such as measurement incompatibility, contextuality, steering, and Bell nonlocality, which distinguish it from classical physics. These phenomena are often studied separately, but they…

Quantum Physics · Physics 2026-05-25 Tim Achenbach , Andreas Bluhm , Leevi Leppäjärvi , Ion Nechita , Martin Plávala

In this note we derive a sharp concentration inequality for the supremum of a smooth random field over a finite dimensional set. It is shown that this supremum can be bounded with high probability by the value of the field at some…

Statistics Theory · Mathematics 2013-07-08 Denis Belomestny , Vladimir Spokoiny

We develop the formalism of the macroscopic monopolization -- that is the monopole moment per unit volume -- in periodic solids, and discuss its relationship to the diagonal magnetoelectric effect. For the series of lithium transition metal…

Strongly Correlated Electrons · Physics 2021-03-09 Nicola A. Spaldin , Michael Fechner , Eric Bousquet , Alexander Balatsky , Lars Nordström

We prove a quantitative version of a Silverstein's Theorem on a condition for convergence in probability of the norm of random matrix. More precisely, we show that for a random matrix whose entries are i.i.d. random variables, $w_{i,j}$,…

Probability · Mathematics 2017-08-29 Alexander Litvak , Susanna Spektor

The negative multinomial distribution appears in many areas of applications such as polarimetric image processing and the analysis of longitudinal count data. In previous studies, Mosimann (1963) derived general formulas for the falling…

Probability · Mathematics 2023-07-27 Frédéric Ouimet

Let $\bm{x}_1,\cdots,\bm{x}_n$ be a random sample of size $n$ from a $p$-dimensional population distribution, where $p=p(n)\rightarrow\infty$. Consider a symmetric matrix $W=X^\top X$ with parameters $n$ and $p$, where…

Probability · Mathematics 2023-06-16 Jianwei Hu , Seydou Keita , Kang Fu

We obtain for the Kempner series (i.e. harmonic series where certain digits are excluded from all denominators, for example the digit 9 in base 10) new representations as geometrically convergent series. The coefficients for these…

Number Theory · Mathematics 2025-12-16 Jean-François Burnol

We consider the fractional stochastic heat type equation \begin{align*} \frac{\partial}{\partial t} u_t(x)=-(-\Delta)^{\alpha/2}u_t(x)+\xi\sigma(u_t(x))\dot{F}(t,x),\ \ \ x\in D, \ \ t>0, \end{align*} with nonnegative bounded initial…

Probability · Mathematics 2020-05-13 Ngartelbaye Guerngar , Erkan Nane
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