Related papers: Boolean convolutions and regular variation
We assess the accuracy of Bayesian polynomial extrapolations from small parameter values, x, to large values of x. We consider a set of polynomials of fixed order, intended as a proxy for a fixed-order effective field theory (EFT)…
Multivariate regular variation plays a role assessing tail risk in diverse applications such as finance, telecommunications, insurance and environmental science. The classical theory, being based on an asymptotic model, sometimes leads to…
We study varieties generated by semi-primal lattice-expansions by means of category theory. We provide a new proof of the Keimel-Werner topological duality for such varieties and, using similar methods, establish its discrete version. We…
Recently, Bercovici has introduced multiplicative convolutions based on Muraki's monotone independence and shown that these convolution of probability measures correspond to the composition of some function of their Cauchy transforms. We…
This paper describes the quality of convergence to an infinitely divisible law relative to free multiplicative convolution. We show that convergence in distribution for products of identically distributed and infinitesimal free random…
In this note, the polar decomposition of binary fields of even extension degree is used to reduce the evaluation of the Walsh transform of binomial Boolean functions to that of Gauss sums. In the case of extensions of degree four times an…
One of the main research areas in Bayesian Nonparametrics is the proposal and study of priors which generalize the Dirichlet process. Here we exploit theoretical properties of Poisson random measures in order to provide a comprehensive…
An infinite family of Boolean polynomials which correspond to the discrete average maps, defined in [2], is constructed and their algebraic and combinatorial properties are investigated. They turn out to be balanced, and some recurrence…
The Bateman--Horn Conjecture predicts how often an irreducible polynomial $f(x) \in \mathbb{Z}[x]$ assumes prime values. We demonstrate that with sufficient averaging in the coefficients of $f$ (viz. exponential in the size of the inputs),…
Recently, Keller and Pilpel conjectured that the influence of a monotone Boolean function does not decrease if we apply to it an invertible linear transformation. Our aim in this short note is to prove this conjecture.
Risk measures like Marginal Expected Shortfall and Marginal Mean Excess quantify conditional risk and in particular, aid in the understanding of systemic risk. In many such scenarios, models exhibiting heavy tails in the margins and…
There are many ways of measuring and modeling tail-dependence in random vectors: from the general framework of multivariate regular variation and the flexible class of max-stable vectors down to simple and concise summary measures like the…
We survey general properties of multiplicative arithmetic functions of several variables and related convolutions, including the Dirichlet convolution and the unitary convolution. We introduce and investigate a new convolution, called gcd…
Regular variation is a continuous-parameter theory; we work in a general setting, containing the existing Karamata, Bojanic-Karamata/de Haan and Beurling theories as special cases. We give sequential versions of the main theorems, that is,…
We consider random vectors $X$ that satisfy the equation in law $X=AX+B$, where $A$ is a given random diagonal matrix and $B$ a given random vector, both independent of $X$. It is well known by the works of Kesten and Goldie that the…
In this thesis, the tail properties of multivariate Archimedean copulas are investigated using known representation theorems involving L1-norm symmetric distributions and the Williamson d-transform. Several new results on the asymptotic…
We study non-trivial translation-invariant probability measures on the space of entire functions of one complex variable. The existence (and even an abundance) of such measures was proven by Benjamin Weiss. Answering Weiss question, we find…
We consider the free additive convolution $\mu_\alpha\boxplus\mu_\beta$ of two probability measures $\mu_\alpha$ and $\mu_\beta$, supported on respectively $n_\alpha$ and $n_\beta$ disjoint bounded intervals on the real line, and derive a…
The results of this paper contribute to the study of invariant measures of Borel dynamical systems that can be modeled using generalized Bratteli diagrams. In this context, we study tail invariant measures on the path spaces of generalized…
We provide an unifying polynomial expression giving moments in terms of cumulants, and viceversa, holding in the classical, boolean and free setting. This is done by using a symbolic treatment of Abel polynomials. As a by-product, we show…