Related papers: Sequences of expected record values
The choice of the parameter value for regularized inverse problems is critical to the results and remains a topic of interest. This article explores a criterion for selecting a good parameter value by maximizing the probability of the data,…
We study the distributions of the random Dirichlet series with parameters $(s, \beta)$ defined by $$ S=\sum_{n=1}^{\infty}\frac{I_n}{n^s}, $$ where $(I_n)$ is a sequence of independent Bernoulli random variables, $I_n$ taking value $1$ with…
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…
A large class of problems in sciences and engineering can be formulated as the general problem of constructing random intervals with pre-specified coverage probabilities for the mean. Wee propose a general approach for statistical inference…
This paper explores the effects of simulated moments on the performance of inference methods based on moment inequalities. Commonly used confidence sets for parameters are level sets of criterion functions whose boundary points may depend…
Stieltjes integral theorem is more commonly known by the phrase 'integration by parts' and enables rearrangement of an otherwise intractable integral to a more amenable form; often permitting completion of an integral in closed form.…
In the context of this paper, a record is an entry in a sequence of random variables (RV's) that is larger or smaller than all previous entries. After a brief review of the classic theory of records, which is largely restricted to sequences…
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…
We introduce a new sequence of unsigned degenerate Stirling numbers of the first kind. Following the work of Adell-Lekuona, who represented unsigned Stirling numbers of the first kind as multiples of the expectations of specific random…
This paper considers a sequence of random variables generated according to a common distribution. The distribution might undergo periods of transient changes at an unknown set of time instants, referred to as change-points. The objective is…
The spectra of random feature matrices provide essential information on the conditioning of the linear system used in random feature regression problems and are thus connected to the consistency and generalization of random feature models.…
The numerical approximation of an inverse problem subject to the convection--diffusion equation when diffusion dominates is studied. We derive Carleman estimates that are on a form suitable for use in numerical analysis and with explicit…
Given an Orlicz function $M$, we show which random variables $\xi_i$, $i=1,...,n$ generate the associated Orlicz norm, i.e., which random variables yield $\mathbb{E} \max\limits_{1\leq i \leq n}|x_i\xi_i| \sim \norm{(x_i)_{i=1}^n}_M$. As a…
In our previous publications (IJTAF 2019, Math. Finance 2020), we introduced a general class of SINH-regular processes and demonstrated that efficient numerical methods for the evaluation of the Wiener-Hopf factors and various probability…
The theory of sequences, supported by many SMT solvers, can model program data types including bounded arrays and lists. Sequences are parameterized by the element data type and provide operations such as accessing elements, concatenation,…
Although the governing equations of many systems, when derived from first principles, may be viewed as known, it is often too expensive to numerically simulate all the interactions they describe. Therefore researchers often seek simpler…
The moments of random variables are fundamental statistical measures for characterizing the shape of a probability distribution, encompassing metrics such as mean, variance, skewness, and kurtosis. Additionally, the product moments,…
The problem of convergence in law of normed sums of exchangeable random variables is examined. First, the problem is studied w.r.t. arrays of exchangeable random variables, and the special role played by mixtures of products of stable laws…
The purpose of the present paper is to establish moment estimates of Rosenthal type for a rather general class of random variables satisfying certain bounds on the cumulants. We consider sequences of random variables which satisfy a central…
The moment problem is an important problem in Functional Analysis and in Probability measure. It goes back to Stieltjes, around 1890. There is still an important ongoing interest in the recent literature. But, up today, the main theoretical…