Related papers: On the representation of the nested logit model
We present a conjecture about the asymptotic representation of certain series. The conjecture implies the Riemann hypothesis and it would also indicate the simplicity of the non-trivial zeros of the zeta-function.
We give an asymptotic formula for correlations \[ \sum_{n\le x}f_1(P_1(n))f_2(P_2(n))\cdot \dots \cdot f_m(P_m(n))\] where $f\dots,f_m$ are bounded "pretentious" multiplicative functions, under certain natural hypotheses. We then deduce…
We provide an axiomatic system modeling conditional preference orders which is based on conditional set theory. Conditional numerical representations are introduced, and a conditional version of the theorems of Debreu on the existence of…
This paper shows that large nonparametric classes of conditional multivariate densities can be approximated in the Kullback--Leibler distance by different specifications of finite mixtures of normal regressions in which normal means and…
Sarmanov copulas offer a simple and tractable way to build multivariate distributions by perturbing the independence copula. They admit closed-form expressions for densities and many functionals of interest, making them attractive for…
We offer some new applications of an extension of Abel's lemma, as well as its more general form established by Andrews and Freitas. A nice connection is established between this lemma and series involving the Riemann zeta function.
This paper explores mixture distributions induced by a product of the positive stable random variable and a power of another positive random variable. The paper also considers the convolution of the stable density with a gamma density.…
We introduce two extensions of the $\lambda$-calculus with a probabilistic choice operator, $\Lambda_\oplus^{cbv}$ and $\Lambda_\oplus^{cbn}$, modeling respectively call-by-value and call-by-name probabilistic computation. We prove that…
We introduce FIK, a natural intuitionistic modal logic specified by Kripke models satisfying the condition of forward confluence. We give a complete Hilbert-style axiomatization of this logic and propose a bi-nested calculus for it. The…
We extend the work of Galatos (2004) on nested sums, originally called generalised ordinal sums, of residuated lattices. We show that the nested sum of an odd quasi relation algebra (qRA) satisfying certain conditions and an arbitrary qRA…
This paper presents a new copula to model dependencies between insurance entities, by considering how insurance entities are affected by both macro and micro factors. The model used to build the copula assumes that the insurance losses of…
The entropic doubling $\sigma_{\operatorname{ent}}[X]$ of a random variable $X$ taking values in an abelian group $G$ is a variant of the notion of the doubling constant $\sigma[A]$ of a finite subset $A$ of $G$, but it enjoys somewhat…
The Riemann hypothesis is equivalent to the Li criterion governing a sequence of real constants, that are certain logarithmic derivatives of the Riemann xi function evaluated at unity. We investigate a related set of constants c_n, n =…
We prove two conjectures regarding the representation growth of groups of type $A_2$. The first, conjectured by Avni, Klopsch, Onn and Voll, regards the uniformity of representation zeta functions over local complete discrete valuation…
Skew-t copula models are attractive for the modeling of financial data because they allow for asymmetric and extreme tail dependence. We show that the copula implicit in the skew-t distribution of Azzalini and Capitanio (2003) allows for a…
We advance a general theory of coherent preference that surrenders restrictions embodied in orthodox doctrine. This theory enjoys the property that any preference system admits extension to a complete system of preferences, provided it…
A lemma stated by Ke Li in [arXiv:1208.1400] has been used in e.g. [arXiv:1510.04682,arXiv:1706.04590,arXiv:1612.01464,arXiv:1308.6503,arXiv:1602.08898] for various tasks in quantum hypothesis testing, data compression with quantum side…
We propose the use of statistical emulators for the purpose of valuing mortality-linked contracts in stochastic mortality models. Such models typically require (nested) evaluation of expected values of nonlinear functionals of…
Probabilistic models for the distribution of primes in the natural numbers are constructed in the article. The author found and proved the probabilistic estimates of the deviation $R(x)=|\pi(x)- Li(x)|$. The author has analyzed the…
Let $(X_n)_{n\in \mathbb{N}}$ be a sequence of i.i.d. random variables with distribution $\mathbb P(X_1=1)=\mathbb P(X_1=-1)=1/2$. Let $F(\sigma)=\sum_{n=1}^\infty X_nn^{-\sigma}$. We prove that the following holds almost surely…