Related papers: V-monotone independence
The purpose of this paper is twofold. First, we provide a novel characterization of independence of random vectors based on the checkerboard approximation to a multivariate copula. Using this result, we then propose a new family of tests of…
The de Moivre-Laplace theorem is a special case of the central limit theorem for Bernoulli random variables, and can be proved by direct computation. We deduce the central limit theorem for any random variable with finite variance from the…
We discuss the existence and non-existence of non-negative, non-decreasing solutions of certain perturbed Hammerstein integral equations with derivative dependence. We present some applications to nonlinear, second order boundary value…
Rank correlations have found many innovative applications in the last decade. In particular, suitable rank correlations have been used for consistent tests of independence between pairs of random variables. Using ranks is especially…
For a set of dependent random variables, without stationary or the strong mixing assumptions, we derive the asymptotic independence between their sums and maxima. Then we apply this result to high-dimensional testing problems, where we…
The main objective of this paper is to extend Morse-Forman theory to vector-valued functions. This is mostly motivated by the need to develop new tools and methods to compute multiparameter persistence. To generalize the theory, in addition…
Explicit expressions for one point moments corresponding to stochastic Verhulst model driven by Markovian coloured dichotomous noise are presented. It is shown that the moments are the given functions of a decreasing exponent. The…
We establish the central limit theorem for linear processes with dependent innovations including martingales and mixingale type of assumptions as defined in McLeish [Ann. Probab. 5 (1977) 616--621] and motivated by Gordin [Soviet Math.…
We consider testing marginal independence versus conditional independence in a trivariate Gaussian setting. The two models are non-nested and their intersection is a union of two marginal independences. We consider two sequences of such…
In this paper new tests for the independence of two high-dimensional vectors are investigated. We consider the case where the dimension of the vectors increases with the sample size and propose multivariate analysis of variance-type…
Motivated by conditional independence testing, an essential step in constraint-based causal discovery algorithms, we study the nonparametric Von Mises estimator for the entropy of multivariate distributions built on a kernel density…
We provide a theory to establish the existence of nonzero solutions of perturbed Hammerstein integral equations with deviated arguments, being our main ingredient the theory of fixed point index. Our approach is fairly general and covers a…
When the classical Hamburger moment problem has solutions, it has either exactly one solution or infinitely many solutions. Correspondingly, the moment problem is said to be either determinate or indeterminate. In terms of Jacobi operators,…
The construction of a nonautonomous mixed mKdV/sine-Gordon model is proposed by employing an infinite dimensional affine Lie algebraic structure within the zero curvature representation. A systematic construction of soliton solutions is…
Monadic decomposability is a notion of variable independence, which asks whether a given formula in a first-order theory is expressible as a Boolean combination of monadic predicates in the theory. Recently, Veanes et al. showed the…
This work explores the behaviour of a noncommutative harmonic oscillator in a time-dependent background, as previously investigated in [1]. Specifically, we examine the system when expressed in terms of commutative variables, utilizing a…
This paper introduces an innovative method for constructing copula models capable of describing arbitrary non-monotone dependence structures. The proposed method enables the creation of such copulas in parametric form, thus allowing the…
We calculate the p-the moment of the sum of n independent random variables with respect to symmetric norm in R^n. The order of growth for upper bound p/ln p obtained in ths estimate is optimal. The result extends to generalized Lorentz…
Which combinatorial sequences correspond to moments of probability measures on the real line? We present a generating function, in the form of a continued fraction, for a fourteen-parameter family of such sequences and interpret these in…
We study Edgeworth expansions in limit theorems for self-normalized sums. Non-uniform bounds for expansions in the central limit theorem are established while only imposing minimal moment conditions. Within this result, we address the case…