Related papers: Renewal theory for asymmetric $U$-statistics
We show that an almost trivial inequality for the first and second mean of a random variable can be used to give non-trivial improvements on deep results. As applications we improve on results on lower bounds for the Riemann zeta-function…
Statistical inference for non-stationary data is hindered by the failure of classical central limit theorems (CLTs), not least because there is no fixed Gaussian limit to converge to. To resolve this, we introduce relative weak convergence,…
We state some inequalities for m-divisible and infinite divisible characteristic functions. Basing on them we propose a statistical test for a distribution to be infinitely divisible. Keywords: infinite divisible distributions; statistical…
In this article we recover the distribution function (and possible density) of an arbitrary random variable that is subject to an additive measurement error. This problem is also known as deconvolution and has a long tradition in…
We use the theory of symmetric functions to enumerate various classes of alternating permutations w of {1,2,...,n}. These classes include the following: (1) both w and w^{-1} are alternating, (2) w has certain special shapes, such as…
The BRST algebraic proofs of the the nonrenormalization theorems for the beta functions of N=2 and N=4 Super Yang-Mills theories are reviewed.
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…
We establish a new class of functional central limit theorems for partial sum of certain symmetric stationary infinitely divisible processes with regularly varying L\'{e}vy measures. The limit process is a new class of symmetric stable…
A distributional symmetry is invariance of a distribution under a group of transformations. Exchangeability and stationarity are examples. We explain that a result of ergodic theory provides a law of large numbers: If the group satisfies…
We review the method of differential renormalization, paying special attention to a new constrained version for symmetric theories.
We show a new functional limit theorem for weakly dependent regularly varying sequences of random vectors. As it turns out, the convergence takes place in the space of R^d valued c\`{a}dl\`{a}g functions endowed with the so-called weak M1…
We reexamine the Riemann Rearrangement Theorem for different types of convergence. We consider series convergence with respect to a filter. We describe the Sum Range (SR) of a series along the 2n-filter and for statistically convergent…
In statistical problems, a set of parameterized probability distributions is used to estimate the true probability distribution. If Fisher information matrix at the true distribution is singular, then it has been left unknown what we can…
Symmetry arguments are used to derive a set of exact identities between irreducible vertex functions for the replica symmetric field theory of the Ising spin glass in zero magnetic field. Their range of applicability spans from mean field…
U-statistics are widely used in fields such as economics, machine learning, and statistics. However, while they enjoy desirable statistical properties, they have an obvious drawback in that the computation becomes impractical as the data…
Let n points be taken at random on a circle of unit circumference and clockwise ordered. Uniform spacings are defined as the clockwise arc-lengths between the successive points from this sample. We are interested in the asymptotic behavior…
If the step distribution in a renewal process has finite mean and regularly varying tail with index -{\alpha}, 1<{\alpha}<2, the first two terms in the asymptotic expansion of the renewal function have been known for many years. Here we…
Central limit theorems (CLTs) have a long history in probability and statistics. They play a fundamental role in constructing valid statistical inference procedures. Over the last century, various techniques have been developed in…
In this paper we study decay of correlations and limit theorems for generalized baker's transformations. Our examples are piecewise non-uniformly hyperbolic maps on the unit square that posses two spatially separated lines of indifferent…
In [Temme N.M., Special functions. An introduction to the classical functions of mathematical physics, A Wiley-Interscience Publication, John Wiley & Sons, Inc., New York, 1996, Section 11.3.3.1] a uniform asymptotic expansion for the…