Related papers: On the representation of the nested logit model

This paper provides nonparametric identification results for random coefficient distributions in perturbed utility models. We cover discrete and continuous choice models. We establish identification using variation in mean quantities, and…

We introduce, for the first time, a new class of Birnbaum-Saunders nonlinear regression models potentially useful in lifetime data analysis. The class generalizes the regression model described by Rieck and Nedelman [1991, A log-linear…

In this paper, we give a short elementary proof of the well known Euler's recurrence formula for the Riemann zeta function at positive even integers and integral representations of the Riemann zeta function at positive integers and at…

In this note, first the Recurrent Variational Approach (RVA) is introduced by using as example a non-trivial spin-model, the spin-1/2 antiferromagnetic two-leg-ladder. Then, a first application of this scheme to the electronic structure of…

To characterize the Kullback-Leibler divergence and Fisher information in general parametrized hidden Markov models, in this paper, we first show that the log likelihood and its derivatives can be represented as an additive functional of a…

We study a relaxation of the problem of coupling probability distributions -- a list of samples is generated from one distribution and an accept is declared if any one of these samples is identical to the sample generated from the other…

The theory of symmetric multivariate Lagrange interpolation is a beautiful but rather unknown tool that has many applications. Here we derive from it an Exchange Lemma that allows to explain in a simple and natural way the full description…

We prove the multiple cover formula conjecture for abelian surfaces for a large class of insertions, including all stationary invariants. The proof uses the reduced degeneration formula expressing the invariants in terms of the correlated…

We study coefficients $b_n$ that are expressible as sums over the Li/Keiper constants $\lambda_j$. We present a number of relations for and representations of $b_n$. These include the expression of $b_n$ as a sum over nontrivial zeros of…

Use of copula for the purpose of modeling dependence has been receiving considerable attention in recent times. On the other hand, search for multivariate copulas with desirable dependence properties also is an important area of research.…

We connect two developments aiming at extending Voevodsky's theory of motives over a field in such a way to encompass non-$\mathbf{A}^1$-invariant phenomina. One is theory of reciprocity sheaves introduced by Kahn-Saito-Yamazaki. Another is…

Given a pair of dynamical systems we consider a pair of commuting von Neumann factors of type 11_1. The construction is a generalization of classical von Neumann-Murrey and grouppoid construction. It gives a natural examples of factors with…

In this paper, we introduce weighted fractional generalized cumulative past entropy of a nonnegative absolutely continuous random variable with bounded support. Various properties of the proposed weighted fractional measure are studied.…

In this paper, we analyze a L{\'e}vy model based on two popular concepts - subordination and L{\'e}vy copulas. More precisely, we consider a two-dimensional L{\'e}vy process such that each component is a time-changed (subordinated) Brownian…

Let $\pi$ be an irreducible unitary representation of a finitely generated nonabelian free group $\Gamma$; suppose $\pi$ is weakly contained in the regular representation. In 2001 the first and third authors conjectured that such a…

This work has two main purposes. On the one side we investigate in this work a question of H. Esnault on congruence formula in a construction of H. Esnault and C. Xu for the number of rational points on the closed fiber of a singular model…

We introduce and analyze a linear kinetic model that describes the evolution of the probability density of the number of firms in a society, in which the microscopic rate of change obeys to the so-called law of proportional effect proposed…

We study properties of coefficients of a linear form, originating from a multiple integral. As a corollary, we prove Vasilyev's conjecture, connected with the problem of irrationality of the Riemann zeta function at odd integers.

We introduce a log-gas model that is a generalization of a random matrix ensemble with an additional interaction, whose strength depends on a parameter $\gamma$. The equilibrium density is computed by numerically solving the Riemann-Hilbert…

For one-dimensional simple random walk in a general i.i.d. scenery and its limiting process we construct a coupling with explicit rate of approximation extending a recent result for Gaussian sceneries due to Khoshnevisan and Lewis.…