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The multivariate extremal index function relates the asymptotic distribution of the vector of pointwise maxima of a multivariate stationary sequence to that of the independent sequence from the same stationary distribution. It also measures…

Applications · Statistics 2008-11-14 Christian Y. Robert

In this paper non-asymptotic moment estimates are derived for tail of distribution for discrete time polynomial martingale by means of martingale differences as a rule in the terms of unconditional and unconditional relative moments and…

Probability · Mathematics 2014-10-06 E. Ostrovsky , L. Sirota

We find asymptotic formulas for error probabilities of two-fold Pearson goodness-of-fit test as functions of two critical levels. These results may be reformulated in terms of tails of two-dimensional distributions of the Bessel process.…

Probability · Mathematics 2017-11-07 M. P. Savelov

In this paper we characterize viscosity solutions to nonlinear parabolic equations (including parabolic Monge-Amp\`ere equations) by asymptotic mean value formulas. Our asymptotic mean value formulas can be interpreted from a probabilistic…

Analysis of PDEs · Mathematics 2021-06-02 Pablo Blanc , Fernando Charro , Juan J. Manfredi , Julio D. Rossi

Bell inequalities for position measurements are derived using the bits of the binary expansion of position-measurement results. Violations of these inequalities are obtained from the output state of the Non-degenerate Optical Parametric…

Quantum Physics · Physics 2022-03-16 Jan-Åke Larsson

We derive an asymptotic expansion for the distribution of a compound sum of independent random variables, all having the same light-tailed subexponential distribution. The examples of a Poisson and geometric number of summands serve as an…

Probability · Mathematics 2007-05-23 Ph . Barbe , W. P. McCormick , C. Zhang

Convergence rate estimates in limit theorems for sums of independent random variables are considered.

History and Overview · Mathematics 2021-10-22 Irina Shevtsova

We analyze the Bell polynomials $B_{n}(x)$ asymptotically as $n\to\infty$. We obtain asymptotic approximations from the differential-difference equation which they satisfy, using a discrete version of the ray method. We give some examples…

Classical Analysis and ODEs · Mathematics 2007-09-04 Diego Dominici

Given a set of independent Poisson random variables with common mean, we study the distribution of their maximum and obtain an accurate asymptotic formula to locate the most probable value of the maximum. We verify our analytic results with…

Probability · Mathematics 2009-03-26 K. M. Briggs , L. Song , T. Prellberg

In the derivation of Bell's inequalities, probability distribution is supposed to be a function of only hidden variable. We point out that the true implication of the probability distribution of Bell's correlation function is the…

General Physics · Physics 2020-07-21 Hai-Long Zhao

Given a statistical model, we propose a novel estimation method that yields randomised estimators for the unknown distribution of an observed random variable. We establish non-asymptotic bounds for the performance of these estimators and…

Statistics Theory · Mathematics 2026-05-06 Yannick Baraud

A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…

Statistics Theory · Mathematics 2017-02-06 Alberto J. Coca

We derive a Bell inequality based on a generalized quasiprobability function which is parameterized by one non-positive real value. Two types of known Bell inequalities formulated in terms of the Wigner and Q functions are included as…

Quantum Physics · Physics 2009-08-06 Seung-Woo Lee , Hyunseok Jeong , Dieter Jaksch

We consider the problem of estimating a smooth functional of an unknown signal with discontinuity from Gaussian observations. The signal is a known function that depends on an unknown parameter. This problem is closely related to the famous…

Statistics Theory · Mathematics 2011-12-19 Farida Enikeeva

The general properties of two-dimensional generalized Bessel functions are discussed. Various asymptotic approximations are derived and applied to analyze the basic structure of the two-dimensional Bessel functions as well as their nodal…

Quantum Physics · Physics 2008-08-12 H. J. Korsch , A. Klumpp , D. Witthaut

We present an extension of local sensitivity analysis, also referred to as the perturbation approach for uncertainty quantification, to Bayesian inverse problems. More precisely, we show how moments of random variables with respect to the…

Numerical Analysis · Mathematics 2026-04-06 Jürgen Dölz , David Ebert

The Bell inequalities in three and four correlations are re-derived in general forms showing that three and four data sets, respectively, identically satisfy them regardless of whether they are random, deterministic, measured, predicted, or…

Quantum Physics · Physics 2020-06-24 Louis Sica

The Bell inequality constrains the outcomes of measurements on pairs of distant entangled particles. The Bell contradiction states that the Bell inequality is inconsistent with the calculated outcomes of these quantum experiments. This…

Quantum Physics · Physics 2026-03-03 Kees van Hee , Kees van Berkel , Jan de Graaf

We propose an estimation procedure for linear functionals based on Gaussian model selection techniques. We show that the procedure is adaptive, and we give a non asymptotic oracle inequality for the risk of the selected estimator with…

Statistics Theory · Mathematics 2008-10-27 Béatrice Laurent , Carenne Ludeña , Clémentine Prieur

We investigate the relation between Bell inequalities and nonlocal games by presenting a systematic method for their bilateral conversion. In particular, we show that while to any nonlocal game there naturally corresponds a unique Bell…

Quantum Physics · Physics 2008-07-17 J. Silman , S. Machnes , N. Aharon