Related papers: Average values of functionals and concentration wi…
Let $f: B^n \rightarrow {\mathbb R}$ be a $d+1$ times continuously differentiable function on the unit ball $B^n$, with $\max_{z\in B^n} \| f(z) \|=1$. A well-known fact is that if $f$ vanishes on a set $Z\subset B^n$ with a non-empty…
We present generalizations of the Crystal-Ball function to describe mass peaks in which the per-event mass resolution is unknown and marginalized over. The presented probability density functions are tested using a series of toy-MC samples…
We consider an estimation problem of expected functionals of a general random element that values in a metric space. If the functional forms an explicit function of some unknown parameters, we can estimate it by plugging-in a suitable…
In this article, we propose some two-sample tests based on ball divergence and investigate their high dimensional behavior. First, we study their behavior for High Dimension, Low Sample Size (HDLSS) data, and under appropriate regularity…
There has not been an established mathematical measure of evidence. Some Bayesians have argued that probability can be an objectively correct measure of ``rational degrees of belief,'' which we do not distinguish from evidence. However,…
We obtain a formula for the density of the free convolution of an arbitrary probability measure on the unit circle of $\mathbb{C}$ with the free multiplicative analogues of the normal distribution on the unit circle. This description relies…
We investigate ergodic-theoretical quantities and large deviation properties of one-dimensional intermittent maps, that have not only an indifferent fixed point but also a singular structure such that the uniform measure is invariant under…
The paper aims at finding widely and smoothly defined nonparametric location and scatter functionals. As a convenient vehicle, maximum likelihood estimation of the location vector m and scatter matrix S of an elliptically symmetric t…
A theoretical framework is developed to describe the transformation that distributes probability density functions uniformly over space. In one dimension, the cumulative distribution can be used, but does not generalize to higher…
This paper establishes the functional average as an important estimand for causal inference. The significance of the estimand lies in its robustness against traditional issues of confounding. We prove that this robustness holds even when…
In this work, a generalised version of the central limit theorem is proposed for nonlinear functionals of the empirical measure of i.i.d. random variables, provided that the functional satisfies some regularity assumptions for the…
This note reports on some attempts to examine if and under which conditions the naturally scaled probability measures associated to an orthonormal basis of a classical Paley-Wiener space converge to a uniform distribution (on a compact set…
For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…
This paper is concerned with the study of the consistency of a variational method for probability measure quantization, deterministically realized by means of a minimizing principle, balancing power repulsion and attraction potentials. The…
We consider the macroscopic system of free lattice fermions in one dimensions assuming that the one-body Hamiltonian of the system is the one dimensional discrete Schr\"odinger operator with independent identically distributed random…
The paper considers probability distribution, density, conditional distribution and density and conditional moments as well as their kernel estimators in spaces of generalized functions. This approach does not require restrictions on…
Generalized dimensions of multifractal measures are usually seen as static objects, related to the scaling properties of suitable partition functions, or moments of measures of cells. When these measures are invariant for the flow of a…
For any given partial order in a $d$-dimensional euclidean space, under mild regularity assumptions, we show that the intersection of closed (generalized) intervals containing more than 1/2 of the probability mass, is a non-empty compact…
This paper investigates a function of macroscopic variables known as the singular potential, building on previous work by Ball and Majumdar. The singular potential is a function of the admissible statistical averages of probability…
We obtain dimension-free concentration inequalities for $\ell^p$-norms, $p\geq2$, of infinitely divisible random vectors with independent coordinates and finite exponential moments. Besides such norms, the methods and results extend to some…