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We revisit the problem of parameter estimation for discrete probability distributions with values in $\mathbb{Z}^d$. To this end, we adapt a technique called Stein's Method of Moments to discrete distributions which often gives closed-form…

Statistics Theory · Mathematics 2025-10-22 Adrian Fischer

We study the moments and the distribution of the discrete Choquet integral when regarded as a real function of a random sample drawn from a continuous distribution. Since the discrete Choquet integral includes weighted arithmetic means,…

Probability · Mathematics 2015-05-13 Ivan Kojadinovic , Jean-Luc Marichal

We prove a solvability theorem for the Stieltjes moment problem on $R^d$ which is based on the multivariate Stieltjes condition $\sum_{n=1}^\infty L(x_j^n)^{-1/(2n)}=+\infty$, $j=1,\dots,d.$ This result is applied to derive a new…

Functional Analysis · Mathematics 2020-11-10 Konrad Schmüdgen

This work is devoted to the mathematical analysis of Stieltjes Bochner spaces and their applications to the resolution of a parabolic equation with Stieltjes time derivative. This novel formulation allows us to study parabolic equations…

Analysis of PDEs · Mathematics 2020-05-15 Francisco J. Fernández , F. Adrián F. Tojo

Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…

Dynamical Systems · Mathematics 2025-02-04 David Sabin-Miller , Daniel M. Abrams

In this work we study Stieltjes differential systems of which the derivators are allowed to change sign. This leads to the definition of the notion of \emph{function of controlled variation}, a characterization of precompact sets of…

Classical Analysis and ODEs · Mathematics 2025-01-14 Marlène Frigon , F. Adrián F. Tojo

The Stieltjes (or sometimes called the Cauchy) transform is a fundamental object associated with probability measures, corresponding to the generating function of the moments. In certain applications such as free probability it is essential…

Numerical Analysis · Mathematics 2024-10-22 James Chen , Sheehan Olver

A second order finite-difference equation has two linearly independent solutions. It is shown here that, like in the continuous case, at most one of the two can be a polynomial solution. The uniqueness in the classical continuous…

Mathematical Physics · Physics 2015-09-18 Alexander Moroz

The proportion of false null hypotheses is a very important quantity in statistical modelling and inference based on the two-component mixture model and its extensions, and in control and estimation of the false discovery rate and false…

Probability · Mathematics 2020-03-09 Xiongzhi Chen

We give a continued-fraction characterization of Stieltjes moment sequences for which there exists a representing measure with support in $[\xi, \infty)$. The proof is elementary.

Classical Analysis and ODEs · Mathematics 2024-04-19 Alan D. Sokal , James Walrad

The goal of this paper is to prove theorems that elucidate the Cohen-Lenstra-Martinet conjectures for the distributions of class groups of number fields, and further the understanding of their implications. We start by giving a simpler…

Number Theory · Mathematics 2020-02-18 Weitong Wang , Melanie Matchett Wood

We derive a new integral formula for the Stieltjes constants. The new formula permits easy computations as well as an exact approximate asymptotic formula. Both the sign oscillations and the leading order of growth are provided. The formula…

Number Theory · Mathematics 2014-12-30 Lazhar Fekih-Ahmed

The practical usefulness of Levin-type nonlinear sequence transformations as numerical tools for the summation of divergent series or for the convergence acceleration of slowly converging series, is nowadays beyond dispute. Weniger's…

Numerical Analysis · Mathematics 2024-07-08 Riccardo Borghi

A small set of combinatorial sequences have coefficients that can be represented as moments of a nonnegative measure on $[0, \infty)$. Such sequences are known as Stieltjes moment sequences. This article focuses on some classical sequences…

Combinatorics · Mathematics 2020-10-20 Alin Bostan , Andrew Elvey Price , Anthony John Guttmann , Jean-Marie Maillard

We describe all solutions of the matrix Stieltjes moment problem in the general case (no conditions besides solvability are assumed). We use Krein's formula for the generalized $\Pi$-resolvents of positive Hermitian operators in the form of…

Functional Analysis · Mathematics 2010-02-25 Sergey M. Zagorodnyuk

This paper gives via Stieltjes transform a complete description of the solution set of a matricial truncated Stieltjes-type power moment problem in the non-degenerate and degenerate cases. The approach is based on the Schur type algorithm…

Complex Variables · Mathematics 2017-07-20 Bernd Fritzsche , Bernd Kirstein , Torsten Schröder , Conrad Mädler

Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…

Numerical Analysis · Mathematics 2021-06-30 Yukun Li , Shuonan Wu , Yulong Xing

We consider a class of piecewise-deterministic Markov processes where the state evolves according to a linear dynamical system. This continuous time evolution is interspersed by discrete events that occur at random times and change (reset)…

Systems and Control · Computer Science 2017-11-15 Mohammad Soltani , Abhyudai Singh

In this paper, we study some existence and uniqueness results for systems of differential equations in which each of equations of the system involves a different Stieltjes derivative. Specifically, we show that this problems can only have…

Classical Analysis and ODEs · Mathematics 2025-01-14 Ignacio Márquez Albés , F. Adrián F. Tojo

A closed form of the multi-peakon solutions of the Camassa-Holm equation is found using a theorem of Stieltjes on continued fractions. An explicit formula is obtained for the scattering shifts.

solv-int · Physics 2009-10-31 R. Beals , D. H. Sattinger , J. Szmigielski