Related papers: Moments of the complex multivariate normal distrib…
In this note, we introduce the concept of momentumly closed forms. A nondegenerate momentumly closed two-form defines a moment map that generalizes the classical notion associated with symplectic forms. We then develop an extended theory of…
In this paper, we analyse singular values of a large $p\times n$ data matrix $\mathbf{X}_n= (\mathbf{x}_{n1},\ldots,\mathbf{x}_{nn})$ where the column $\mathbf{x}_{nj}$'s are independent $p$-dimensional vectors, possibly with different…
We obtain strong moment invariance principles for normalized multiple iterated sums and integrals of the form $\mathbb{S}^{(\nu)}(t)=N^{-\nu/2}\sum_{0\leq k_1<...<k_\nu\leq Nt}\xi(k_1)\otimes\cdots\otimes\xi(k_\nu)$, $t\in[0,T]$ and…
The solution of QCD equations for generating functions of {\it parton} multiplicity distributions reveals new peculiar features of cumulant moments oscillating as functions of their rank. It happens that experimental data on {\it hadron}…
We obtain for the Kempner series (i.e. harmonic series where certain digits are excluded from all denominators, for example the digit 9 in base 10) new representations as geometrically convergent series. The coefficients for these…
In this paper, novel closed-form point estimators of the beta distribution are proposed and investigated. The first estimators are a modified version of Pearson's method of moments. The underlying idea is to involve the sufficient…
In this paper we present the asymptotic theory for spectral distributions of high dimensional covariation matrices of Brownian diffusions. More specifically, we consider $N$-dimensional Ito integrals with time varying matrix-valued…
Spectral properties of Gram matrices are central to high dimensional asymptotic analyses of statistical estimators in regression and covariance estimation. These properties, in turn, depend critically on the extreme singular values and…
This paper derives the asymptotic distribution of variance weighted Kolmogorov-Smirnov statistics for conditional moment inequality models for the case of a one dimensional covariate. The asymptotic distribution depends on the data…
We investigate event-by-event fluctuations for ensembles with non-fixed multiplicity. Moments of event observable distributions, like total energy distribution, total transverse momentum distribution, etc, are shown to be related to the…
Three-way data can be conveniently modelled by using matrix variate distributions. Although there has been a lot of work for the matrix variate normal distribution, there is little work in the area of matrix skew distributions. Three matrix…
Let $f\left(K\right)$ be the number of unramified extensions $L/K$ of a quadratic number field $K$ with $\mathrm{Gal}\left(L/K\right)=H$ and $\mathrm{Gal}\left(L/\mathbb{Q}\right)=G$ where $G$ is a central extension of $\mathbb{F}_{2}^{n}$…
The metalog distributions represent a convenient way to approach many practical applications. Their distinctive feature is simple closed-form expressions for quantile functions. This paper contributes to further development of the metalog…
We prove a moment majorization principle for matrix-valued functions with domain $\{-1,1\}^{m}$, $m\in\mathbb{N}$. The principle is an inequality between higher-order moments of a non-commutative multilinear polynomial with different random…
As well known, cumulant expansion is an alternative way to moment expansion to fully characterize probability distributions provided all the moments exist. If this is not the case, the so called escort mean values (or q-moments) have been…
We derive a series of moment equations describing the motion and flavor transformation of neutrinos in supernova. We find a particular series of moments of neutrino density matrix in supernova. The emission angle distribution of neutrinos…
We introduce an explicit construction for realizing of the space of invariant deformation quantizations on an arbitrary symmetric bounded domain.
We investigate the spectral distribution of large sample covariance matrices with independent columns and entries in the columns that stem from Markov chains. We characterize the limiting spectral densities by their moments.…
The absolute moments of probability distributions are much more complicated than conventional ones. By using a direct and simpler approach, we retreat P. L. Hsu's (1951, J. Chinese Math. Soc., Vol. 1, pp. 257-280) formulas in terms of the…
We consider distributions on $\mathbb{R}$ that can be written as the sum of a non-zero discrete distribution and an absolutely continuous distribution. We show that such a distribution is quasi-infinitely divisible if and only if its…