Related papers: Bernstein-gamma functions and exponential function…
We develop nonparametric Bayesian modelling approaches for Poisson processes, using weighted combinations of structured beta densities to represent the point process intensity function. For a regular spatial domain, such as the unit square,…
We introduce $ L $-functions attached to negative definite plumbed manifolds as the Mellin transforms of homological blocks. We prove that they are entire functions and their values at $ s=0 $ are equal to the Witten--Reshetikhin--Turaev…
We study the distribution of the negative Wiener-Hopf factor for a class of two-sided jumps L\'evy processes whose positive jumps have a rational Laplace transform. The positive Wiener-Hopf factor for this class of processes was studied by…
We introduce a Bernstein-type inequality which serves to uniformly control quadratic forms of gaussian variables. The latter can for example be used to derive sharp model selection criteria for linear estimation in linear regression and…
We present a class of positive discrete random variables extending the Conway--Maxwell-Poisson distribution. This class emerges in a natural way from an application in queueing theory and contains distributions exhibiting quite different…
In the paper, the authors establish an inequality involving exponential functions and sums, introduce a ratio of many gamma functions, discuss properties, including monotonicity, logarithmic convexity, (logarithmically) complete…
We define the notion of Bernstein measures and Bernstein approximations over general convex polytopes. This generalizes well-known Bernstein polynomials which are used to prove the Weierstrass approximation theorem on one dimensional…
Uniform asymptotic expansions are derived for reverse generalised Bessel polynomials of large degree $n$, real parameter $a$, and complex argument $z$, which are simpler than previously known results. The defining differential equation is…
An important line of research is the investigation of the laws of random variables known as Dirichlet means as discussed in Cifarelli and Regazzini(1990). However there is not much information on inter-relationships between different…
We investigate a generalized stochastic model with the property known as mean reversion, that is, the tendency to relax towards a historical reference level. Besides this property, the dynamics is driven by multiplicative and additive…
We characterize various forms of positive dependence, such as association, positive supermodular association and dependence, and positive orthant dependence, for jump-Feller processes. Such jump processes can be studied through their…
We introduce a notion of geometric tempering using exponentially-dampened Mittag-Leffler tempering functions and closely investigate the univariate case. Characteristic exponents and cumulants are calculated, as well as spectral densities.…
The present paper is an addendum to the paper ``L\'evy models amenable to efficient calculations", where we introduced a general class of Stieltjes-L\'evy processes (SL-processes) and signed SL processes defined in terms of certain…
We study the incomplete Mellin transformation of the fractional part and the related log-sine function when composed by an affine complex map. We evaluate the corresponding integral in two different ways which yields equalities with series…
This work is devoted to the Lipschitz contraction and the long time behavior of certain Markov processes. These processes diffuse and jump. They can represent some natural phenomena like size of cell or data transmission over the Internet.…
The critical behavior of the $(n+1)$-states Potts model in $d$-dimensions is studied with functional renormalization group techniques. We devise a general method to derive $\beta$-functions for continuos values of $d$ and $n$ and we write…
A multidimensional generalization of the Bernstein class of functions and the properties of functions of the introduced class are examined. In particular, a new proof of the integral representation of Bernstein functions of many variables…
By the probabilistic coupling approach which combines a new refined basic coupling with the synchronous coupling for L\'evy processes, we obtain explicit exponential contraction rates in terms of the standard $L^1$-Wasserstein distance for…
We derive in this short article the non-asymptotical non-uniform sharp error estimation for the Bernstein's type approximation of continuous function based on the modern probabilistic apparatus.
Given an integer m>=1, let || || be a norm in R^{m+1} and let S denote the set of points with nonnegative coordinates in the unit sphere with respect to this norm. Consider for each 1<= j<= m a function f_j(z) that is analytic in an open…