Related papers: On the regular conditional distribution of a multi…

Given a normalized Orlicz function $M$ we provide an easy formula for a distribution such that, if $X$ is a random variable distributed accordingly and $X_1,...,X_n$ are independent copies of $X$, then the expected value of the p-norm of…

A determinant in algebraic $K$-theory is associated to any two almost commuting Fredholm operators. On the other hand, one can calculate a homologically defined invariant known as joint torsion. We answer in the affirmative a conjecture of…

Let a sequence $(P_n)$ of polynomials in one complex variable satisfy a recurre ce relation with length growing slowlier than linearly. It is shown that $(P_n) $ is an orthonormal basis in $L^2_{\mu}$ for some measure $\mu$ on $\C$, if and…

Non-standard distributional approximations have received considerable attention in recent years. They often provide more accurate approximations in small samples, and theoretical improvements in some cases. This paper shows that the…

We construct a density estimator in the bivariate uniform deconvolution model. For this model we derive four inversion formulas to express the bivariate density that we want to estimate in terms of the bivariate density of the observations.…

In this article we recover the distribution function (and possible density) of an arbitrary random variable that is subject to an additive measurement error. This problem is also known as deconvolution and has a long tradition in…

In this paper we extend dyadic shifts and the dyadic representation theorem to an operator-valued setting: We first define operator-valued dyadic shifts and prove that they are bounded. We then extend the dyadic representation theorem,…

Consider $\boldsymbol X \sim \mathcal{N}(\boldsymbol 0, \boldsymbol \Sigma)$ and $\boldsymbol Y = (f_1(X_1), f_2(X_2),\dots, f_d(X_d))$. We call this a diagonal transformation of a multivariate normal. In this paper we compute exactly the…

We study the spectrum of the differential operator T generated by the differential expression of order n>2 with the m by m PT-symmetric periodic matrix coefficients. The case when m and n are the odd numbers was investigated in [8]. In this…

We consider the problem of consistently estimating the conditional distribution $P(Y \in A |X)$ of a functional data object $Y=(Y(t): t\in[0,1])$ given covariates $X$ in a general space, assuming that $Y$ and $X$ are related by a functional…

First, we consider generalized wave and scattering operators and derive modifications of commutation relations (between scattering operators and unperturbed operators) when the corresponding deviation factors behave as $\exp\{i t {\mathcal…

We introduce a fast and easy-to-implement simulation algorithm for a multivariate normal distribution truncated on the intersection of a set of hyperplanes, and further generalize it to efficiently simulate random variables from a…

This note deals with a problem of the probabilistic Ramsey theory in functional analysis. Given a linear operator $T$ on a Hilbert space with an orthogonal basis, we define the isomorphic structure $\Sigma(T)$ as the family of all subsets…

A finite dimensional operator that commutes with some symmetry group admits quotient operators, which are determined by the choice of associated representation. Taking the quotient isolates the part of the spectrum supporting the chosen…

We define an invariant of graphs embedded in a three-manifold and a partition function for 2-complexes embedded in a triangulated four-manifold by specifying the values of variables in the Turaev-Viro and Crane-Yetter state sum models. In…

We study a linear recursion with random Markov-dependent coefficients. In a "regular variation in, regular variation out" setup we show that its stationary solution has a multivariate regularly varying distribution. This extends results…

U-statistics constitute a large class of estimators, generalizing the empirical mean of a random variable $X$ to sums over every $k$-tuple of distinct observations of $X$. They may be used to estimate a regular functional $\theta(P_{X})$ of…

Let $D$ and $U$ be linear operators in a vector space (or more generally, elements of an associative algebra with a unit). We establish binomial-type identities for $D$ and $U$ assuming that either their commutator $[D,U]$ or the second…

As alternatives to the normal distributions, $t$ distributions are widely applied in robust analysis for data with outliers or heavy tails. The properties of the multivariate $t$ distribution are well documented in Kotz and Nadarajah's…

Every k entries in a permutation can have one of k! different relative orders, called patterns. How many times does each pattern occur in a large random permutation of size n? The distribution of this k!-dimensional vector of pattern…