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This paper investigates the second order asymptotic expansion for tail probabilities of discounted aggregate claims in continuous-time renewal risk models with constant interest force. Concretely, two types of continuous-time renewal risk…
We study finite-sample inference for the trade-off function of two unknown probability distributions, the function that traces the optimal type I/type II error frontier in binary testing. Given samples from distributions $P$ and $Q$, we…
This paper formally derives the asymptotic distribution of a goodness-of-fit test based on the Kernel Stein Discrepancy introduced in (Oscar Key et al., "Composite Goodness-of-fit Tests with Kernels", Journal of Machine Learning Research…
Computable and sharp error bounds are derived for asymptotic expansions for linear differential equations having a simple turning point. The expansions involve Airy functions and slowly varying coefficient functions. The sharpness of the…
This is Part II of our work about random tensor inequalities and tail bounds for bivariate random tensor means. After reviewing basic facts about random tensors, we first consider tail bounds with more general connection functions. Then, a…
Quantum correlations resulting in violations of Bell inequalities have generated a lot of interest in quantum information science and fundamental physics. In this paper, we address some questions that become relevant in Bell-type tests…
In this paper, we use the empirical likelihood method to construct the confidence regions for the difference between the parameters of a two-phases nonlinear model with random design. We show that the empirical likelihood ratio has an…
In this note we present a new special function that behaves like the error function and we provide an approximated accurate closed form for its CDF in terms of both Chebyshev polynomials of the first kind and the error function. Also, we…
We recalculate the two-loop beta functions in the two-dimensional Sine-Gordon model in a two-parameter expansion around the asymptotically free point. Our results agree with those of Amit et al., J. Phys. A13 (1980) 585.
We consider the steady-state fingering instability of an elastic membrane separating two fluids of different density under external pressure in a rotating Hele-Shaw cell. Both inextensible and highly extensible membranes are considered, and…
The two parameter Poisson-Dirichlet distribution $PD(\alpha,\theta)$ is the distribution of an infinite dimensional random discrete probability. It is a generalization of Kingman's Poisson-Dirichlet distribution. The two parameter Dirichlet…
We review properties of Bessel potentials, that is, inverse Fourier transforms of (regularizations of) $\frac{1}{(m^2+p^2)^{\frac{\mu}{2}}}$ on a pseudoEuclidean space with signature $(q,d-q)$. We are mostly interested in the Lorentzian…
We establish good numerical estimates for a certain class of integrals involving sixfold products of Bessel functions. We use relatively elementary methods. The estimates will be used in the study of a sharp Fourier restriction inequality…
Rational solutions of the inhomogeneous Painleve-II equation and of a related coupled Painleve-II system have recently arisen in studies of fluid vortices and of the sine-Gordon equation. For the sine-Gordon application in particular it is…
We look at decompositions of perpetuities and apply that to the study of the distributions of hitting times of Bessel processes of two types of square root boundaries. These distributions are linked giving a new proof of some Mellin…
Statistical data is often analyzed as a contingency table, sometimes with empty cells called zeros. Such sparse tables can be due to scarse observations classified in numerous categories, as for example in genetic association studies. Thus,…
Statistical data is often analyzed as a contingency table, sometimes with empty cells called zeros. Such sparse tables can be due to scarse observations classified in numerous categories, as for example in genetic association studies. Thus,…
Temperature data, like many other measurements in quantitative fields, are usually modeled using a normal distribution. However, some distributions can offer a better fit while avoiding underestimation of tail event probabilities. To this…
After reviewing a large body of literature on the modeling of bivariate discrete distributions with finite support, \cite{Gee20} made a compelling case for the use of $I$-projections in the sense of \cite{Csi75} as a sound way to attempt to…
We study a two-dimensional family of probability measures on infinite Gelfand-Tsetlin schemes induced by a distinguished family of extreme characters of the infinite-dimensional unitary group. These measures are unitary group analogs of the…