Related papers: On determinacy/indeterminacy of Moment Problems

We consider Noether symmetries of the equations defined by the sections of characteristic line bundles of nondegenerate 1-forms and of the associated perturbed systems. It appears that this framework can be used for time-dependent systems…

This paper expands the notion of robust moment problems to incorporate distributional ambiguity using Wasserstein distance as the ambiguity measure. The classical Chebyshev-Cantelli (zeroth partial moment) inequalities, Scarf and Lo (first…

In this paper, we address the problem of uncertainty propagation through nonlinear stochastic dynamical systems. More precisely, given a discrete-time continuous-state probabilistic nonlinear dynamical system, we aim at finding the sequence…

In this manuscript, we investigate a fractional stochastic neutral differential equation with time delay, which includes both deterministic and stochastic components. Our primary objective is to rigorously prove the existence of a unique…

We extend a general result showing that the asymptotic behavior of high moments, factorial or standard, of random variables, determines the asymptotically normality, from the one dimensional to the multidimensional setting. This approach…

This paper continues investigations on the integral transforms of the Minkowski question mark function. In this work we finally establish the long-sought formula for the moments, which does not explicitly involve regular continued…

We investigate conditions in order to decide whether a given sequence of real numbers represents expected record values arising from an independent, identically distributed, sequence of random variables. The main result provides a necessary…

Robust estimators, like the median of a point set, are important for data analysis in the presence of outliers. We study robust estimators for locationally uncertain points with discrete distributions. That is, each point in a data set has…

A class of Stieltjes functions of finite type is introduced. These satisfy Widder's conditions on the successive derivatives up to some finite order, and are not necessarily smooth. We show that such functions have a unique integral…

We give some explicit calculations for stable distributions and convergence to them, mainly based on less explicit results in Feller (1971). The main purpose is to provide ourselves with easy reference to explicit formulas and examples.…

We study the first and second orders of the asymptotic expansion, as the dimension goes to infinity, of the moments of the Hilbert-Schmidt norm of a uniformly distributed matrix in the p-Schatten unit ball. We consider the case of matrices…

Interval temporal logics provide a general framework for temporal reasoning about interval structures over linearly ordered domains, where intervals are taken as the primitive ontological entities. In this paper, we identify all fragments…

In this paper we obtain an algorithm towards solving the two-dimensional moment problem. This algorithm gives the necessary and sufficient conditions for the solvability of the moment problem. It is shown that all solutions of the moment…

We study the computational complexity of an important property of simple, regular and weighted games, which is decisiveness. We show that this concept can naturally be represented in the context of hypergraph theory, and that decisiveness…

We consider the problem of determining the initial heat distribution in the heat equation from a point measurement. We show that this inverse problem is naturally related to the one of recovering the coefficients of Dirichlet series from…

We prove strong existense of solutions of It\^o's stochastic time dependent equations with irregular diffusion and drift terms of Morrey class type.

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

Motivated by previous work on moment varieties for Gaussian distributions and their mixtures, we study moment varieties for two other statistically important two-parameter distributions: the inverse Gaussian and gamma distributions. In…

Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the…

We propose to analyse the discretization of the Stokes problem with nonconforming finite elements in light of the T-coercivity (cf. [1] for Helmholtz-like problems, see [2], [3] and [4] for the neutron diffusion equation). We propose…