Related papers: A simple alternative to the Crystal Ball function
Whilst current observational evidence favors a close-to-Gaussian spectrum of primordial perturbations, there exist many models of the early Universe that predict this distribution to have exponentially enhanced or suppressed tails. In this…
We present a fast Gauss transform in one dimension using nearly optimal sum-of-exponentials approximations of the Gaussian kernel. For up to about ten-digit accuracy, the approximations are obtained via best rational approximations of the…
Recently, the concept of tail dependence has been discussed in financial applications related to market or credit risk. The multivariate extreme value theory is a proper tool to measure and model dependence, for example, of large loss…
We propose an analytical approach to the computation of tail probabilities of compound distributions whose individual components have heavy tails. Our approach is based on the contour integration method, and gives rise to a representation…
The Generalized Slater-Jastrow trial functional is a modification of the Slater-Jastrow functional where, effectively, the argument of the Jastrow factor can be momentum dependent. The associated Euler equations, which provide an…
We discuss a recently proposed analytical formula for the eigenvalues of the Gaussian well and compare it with the analytical expression provided by the variational method with the simplest trial function. The latter yields considerably…
We provide a generalisation of Pinelis' Rademacher-Gaussian tail comparison to complex coefficients. We also establish uniform bounds on the probability that the magnitude of weighted sums of independent random vectors uniform on Euclidean…
We introduce one- and two-dimensional `exponential shapelets': orthonormal basis functions that efficiently model isolated features in data. They are built from eigenfunctions of the quantum mechanical hydrogen atom, and inherit mathematics…
We consider a model for multivariate data with heavy-tailed marginal distributions and a Gaussian dependence structure. The different marginals in the model are allowed to have non-identical tail behavior in contrast to most popular…
We propose a parametrization of anomalous Higgs-boson couplings that is both systematic and practical. It is based on the electroweak chiral Lagrangian, including a light Higgs boson, as the effective field theory (EFT) at the electroweak…
We derive a simple expression for the tail-asymptotics of an explosive birth process at a fixed observation time conditioned on non-explosion. Using the well-established exponential embedding, we apply this result to compute the tail…
Using terminologies of information geometry, we derive upper and lower bounds of the tail probability of the sample mean. Employing these bounds, we obtain upper and lower bounds of the minimum error probability of the 2nd kind of error…
Sums of independent, bounded random variables concentrate around their expectation approximately as well a Gaussian of the same variance. Well known results of this form include the Bernstein, Hoeffding, and Chernoff inequalities and many…
We consider two independent random variables with the given tail asymptotic (e.g. power or exponential). We find tail asymptotic for their sum and product. This is done by some cumbersome but purely technical computations and requires the…
We consider a simple model of the dynamics of a single electron in a crystal lattice. Although this is a standard problem in condensed matter physics, alternative ways of evaluating a partition function for such a system lead to equalities,…
Fitting experiment data onto a curve is a common signal processing technique to extract data features and establish the relationship between variables. Often, we expect the curve to comply with some analytical function and then turn data…
We present a new method for approximating real-valued functions on ${\mathbb R}^+$ by linear combinations of exponential functions with complex coefficients. The approach is based on a multi-point Pad\'e approximation of the Laplace…
Non-trivial inflaton self-interactions can yield calculable signatures of primordial non-Gaussianity that are measurable in cosmic surveys. Surprisingly, we find that the phase transition to slow-roll eternal inflation is often incalculable…
We propose a variational tail bound for norms of random vectors under moment assumptions on their one-dimensional marginals. A simplified version of the bound that parametrizes the ``aggregating distribution'' using a certain pushforward of…
We propose a simple way of testing whether a given set of observations can come from a given theoretical cumulative distribution. In the test more weight is attached to the tails of the distribution than in the usual Kolmogorov or Smirnov…