Related papers: Average values of functionals and concentration wi…
An interesting line of research is the investigation of the laws of random variables known as Dirichlet means. However, there is not much information on interrelationships between different Dirichlet means. Here, we introduce two…
Motion of particles in many systems exhibits a mixture between periods of random diffusive like events and ballistic like motion. In many cases, such systems exhibit strong anomalous diffusion, where low order moments $< |x(t)|^q >$ with…
We will give an elementary nonstandard proof that the family of generalized blancmange functions are nowhere differentiable. The proof follows from the intuitive characterization of differentiability at a point as almost $\delta$ affine…
Limit theorems for the time average of some observation functions in an infinite measure dynamical system are studied. It is known that intermittent phenomena, such as the Rayleigh-Benard convection and Belousov-Zhabotinsky reaction, are…
Determining functionals are tools to describe the finite dimensional long-term dynamics of infinite dimensional dynamical systems. There also exist several applications to infinite dimensional {\em random} dynamical systems. In these…
It is often of interest to condition on a singular event given by a random variable, e.g. $\{Y=y\}$ for a continuous random variable $Y$. Conditional measures with respect to this event are usually derived as a special case of the…
The estimation of information measures of continuous distributions based on samples is a fundamental problem in statistics and machine learning. In this paper, we analyze estimates of differential entropy in $K$-dimensional Euclidean space,…
We derive the exact probability density function of the product of $N$ independent variance-gamma random variables with zero location parameter. We then apply this formula to derive formulas for the cumulative distribution function and…
In this paper we give a generalization of the discrete complex-valued random variable defined and investigated in \cite{ssa} and \cite{m8}. We prove the statements concerning the expressions for the excepted value and the variance of this…
Motivated by applications to the study of depth functions for tree-indexed random variables generated by point processes, we describe functional limit theorems for the intensity measure of point processes. Specifically, we establish uniform…
High-dimensional data sets are commonly collected in many contemporary applications arising in various fields of scientific research. We present two views of finite samples in high dimensions: a probabilistic one and a nonprobabilistic one.…
The tails of the distribution of a mean zero, variance $\sigma^2$ random variable $Y$ satisfy concentration of measure inequalities of the form $\mathbb{P}(Y \ge t) \le \exp(-B(t))$ for $$ B(t)=\frac{t^2}{2( \sigma^2 + ct)} \quad \mbox{for…
An important line of research is the investigation of the laws of random variables known as Dirichlet means as discussed in Cifarelli and Regazzini(1990). However there is not much information on inter-relationships between different…
The concentration of empirical measures is studied for dependent data, whose joint distribution satisfies Poincar\'{e}-type or logarithmic Sobolev inequalities. The general concentration results are then applied to spectral empirical…
Starting from concentration of measure hypotheses on $m$ random vectors $Z_1,\ldots, Z_m$, this article provides an expression of the concentration of functionals $\phi(Z_1,\ldots, Z_m)$ where the variations of $\phi$ on each variable…
Let $\mu$ be a Borel probability measure on a compact path-connected metric space $(X, \rho)$ for which there exist constants $c,\beta>1$ such that $\mu(B) \geq c r^{\beta}$ for every open ball $B\subset X$ of radius $r>0$. For a class of…
Given a universe of discourse X-a domain of possible outcomes-an experiment may consist of selecting one of its elements, subject to the operation of chance, or of observing the elements, subject to imprecision. A priori uncertainty about…
This paper gives upper and lower bounds on the gap in Jensen's inequality, i.e., the difference between the expected value of a function of a random variable and the value of the function at the expected value of the random variable. The…
This study intends to introduce kernel mean embedding of probability measures over infinite-dimensional separable Hilbert spaces induced by functional response statistical models. The embedded function represents the concentration of…
Law-invariant functionals are central to risk management and assign identical values to random prospects sharing the same distribution under an atomless reference probability measure. This measure is typically assumed fixed. Here, we adopt…