Related papers: A Note on a Sum of Lognormals
We introduce a new functional representation of probability density functions (PDFs) of non-negative random variables via a product of a monomial factor and linear combinations of decaying exponentials with complex exponents. This…
This work examines the problem of using finite Gaussian mixtures (GM) probability density functions in recursive Bayesian peer-to-peer decentralized data fusion (DDF). It is shown that algorithms for both exact and approximate GM DDF lead…
In a recent paper, Aistleitner, Gantert, Kabluchko, Prochno and Ramanan studied large deviation principles (LDPs) for lacunary trigonometric sums $\sum_{n=1}^N \cos(2 \pi n_k x)$, where the sequence $(n_k)_{k \geq 1}$ satisfies the Hadamard…
In this paper we consider a modified fractional Maxwell model based on the application of Hadamard-type fractional derivatives. The model is physically motivated by the fact that we can take into account at the same time memory effects and…
This paper proposes a unified framework for the effective rate analysis over arbitrary correlated and not necessarily identical multiple inputs single output (MISO) fading channels, which uses moment generating function (MGF) based approach…
We show how the combined use of the generating function method and of the theory of multivariable Hermite polynomials is naturally suited to evaluate integrals of gaussian functions and of multiple products of Hermite polynomials.
In this paper we propose a method for the construction of locally conservative flux fields from Generalized Multiscale Finite Element Method (GMsFEM) pressure solutions. The flux values are obtained from an element-based postprocessing…
In numerical simulations of complex fluid dynamical problems, unphysical negative density or pressure may appear, causing blow-up of the computation. With the aim of obtaining positivity-preserving solutions with multi-scale resolution for…
We present a unified integral framework based on the Fourier-Laplace transform evaluated along a vertical line in the complex plane. By identifying the moment-generating function (MGF) of a random variable with the weights of these…
This paper aims to enhance the use of the Frank-Wolfe (FW) algorithm for training deep neural networks. Similar to any gradient-based optimization algorithm, FW suffers from high computational and memory costs when computing gradients for…
This paper presents a framework designed to tackle a range of planning problems arise in manipulation, which typically involve complex geometric-physical reasoning related to contact and dynamic constraints. We introduce the Contact Factor…
The statistical characterization of the sum of random variables (RVs) are useful for investigating the performance of wireless communication systems. We derive exact closed-form expressions for the probability density function (PDF) and…
In this paper, we first present an algorithm for computing the Hermite normal form of pseudo-matrices over Pr\"ufer domains. This algorithm allows us to provide constructive proofs of the main theoretical results on finitely presented…
The Gaussian function (GF) is widely used to explain the behavior or statistical distribution of many natural phenomena as well as industrial processes in different disciplines of engineering and applied science. For example, the GF can be…
A new method for approximating fractional derivatives of the Gaussian function and Dawson's integral are presented. Unlike previous approaches, which are dominantly based on some discretization of Riemann-Liouville integral using polynomial…
Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…
We introduce innovative inference procedures for analyzing time series data. Our methodology enables density approximation and composite hypothesis testing based on Whittle's estimator, a widely applied M-estimator in the frequency domain.…
The discrete unified gas kinetic scheme (DUGKS) has emerged as a promising Boltzmann solver capable of effectively capturing flow physics across all Knudsen numbers. However, simulating rarefied flows at high Knudsen numbers remains…
The statistical properties of the multivariate Gamma-Gamma ($\Gamma \Gamma$) distribution with arbitrary correlation have remained unknown. In this paper, we provide analytical expressions for the joint probability density function (PDF),…
Let $X$ be lognormal$(\mu,\sigma^2)$ with density $f(x)$, let $\theta>0$ and define ${L}(\theta)=E e^{-\theta X}$. We study properties of the exponentially tilted density (Esscher transform) $f_\theta(x) =e^{-\theta x}f(x)/{L}(\theta)$, in…