Related papers: On the representation of the nested logit model
The Plackett--Luce model has been extensively used for rank aggregation in social choice theory. A central statistical question in this model concerns estimating the utility vector that governs the model's likelihood. In this paper, we…
To a pair $(A,s)$ consisting of a smooth, cyclic $A_\infty$-algebra $A$ and a splitting $s$ of the Hodge filtration on its Hochschild homology Costello (2005) associates an invariant which conjecturally generalizes the total descendant…
We study a new measure of codependency in the second moment of a continuous-time multivariate asset price process, which we name the realized copula of volatility. The statistic is based on local volatility estimates constructed from…
In this article, we obtain the exact distribution of a linear combination of bilateral gamma (BG) random variables (r.v.s). Next, we discuss the distributional properties of the linear combination of BG r.v.s, including probability density…
In this paper, we consider bivariate composite models for modeling jointly different types of claims and their associated costs in a flexible manner. For expository purposes, the Gumbel copula is paired with the composite Weibull-Inverse…
In this note, we propose two series expansions of the logarithm of the Glaisher-Kinkelin constant. The relations are obtained using expressions of derivatives of the Riemann zeta function, and one of them involves hypergeometric functions.
We give an extension of L\^e's stochastic sewing lemma [Electron. J. Probab. 25: 1 - 55, 2020]. The stochastic sewing lemma proves convergence in $L_m$ of Riemann type sums $\sum _{[s,t] \in \pi } A_{s,t}$ for an adapted two-parameter…
We prove a conjecture of Frenkel-Gaitsgory-Kazhdan-Vilonen on some exponential sums related to the geometric Langlands correspondence. Our main ingredients are the resolution of Lusztig scheme of lattices introduced by Laumon and the…
The extended class of multiplicative row-column (RC) association models, introduced in this paper for two-way contingency tables, allows users to select both the type of logit (local, global, continuation, reverse continuation) suitable for…
Gessel conjectured that the two-sided Eulerian polynomial, recording the common distribution of the descent number of a permutation and that of its inverse, has non-negative integer coefficients when expanded in terms of the gamma basis.…
Is is shown here that the "simple test of quantumness for a single system" of arXiv:0704.1962 (for a recent experimental realization see arXiv:0804.1646) has exactly the same relation to the discussion of to the problem of describing the…
In the paper we show the equality between the Lempert function and the Green function with two poles with equal weights in the bidisc thus giving the positive answer to a conjecture of Coman in the simplest unknown case. Actually, a…
We present some product representations for random variables with the Linnik, Mittag-Leffler and Weibull distributions and establish the relationship between the mixing distributions in these representations. Based on these representations,…
Log-linear models are a well-established method for describing statistical dependencies among a set of n random variables. The observed frequencies of the n-tuples are explained by a joint probability such that its logarithm is a sum of…
We introduce a novel perspective by linking ordered probabilistic choice to copula theory, a mathematical framework for modeling dependencies in multivariate distributions. Each representation of ordered probabilistic choice behavior can be…
This paper revisits Menzerath's Law, also known as the Menzerath-Altmann Law, which models a relationship between the length of a linguistic construct and the average length of its constituents. Recent findings indicate that simple…
This paper gives some results for the logarithm of the Riemann zeta-function and its iterated integrals. We obtain a certain explicit approximation formula for these functions. The formula has some applications, which are related with the…
The Exel-Loring formula asserts that two topological invariants associated to a pair of almost commuting unitary matrices coincide. Such a pair can be viewed as a quasi-representation of $\mathbb{Z}^2$. We give a generalization of this…
In this work we prove an asymptotic result, that under some conditions on the involved distribution functions, is valid for any Oppenheim expansion, extending a classical result proven by W. Vervaat in 1972 for denominators of the Luroth…
We consider a discrete latent variable model for two-way data arrays, which allows one to simultaneously produce clusters along one of the data dimensions (e.g. exchangeable observational units or features) and contiguous groups, or…