Related papers: Monotone additive statistics on heavy-tailed convo…
The wrapping transformation $W$ is a homomorphism from the semigroup of probability measures on the real line, with the convolution operation, to the semigroup of probability measures on the circle, with the multiplicative convolution…
We compute the limiting distributions of the lengths of the longest monotone subsequences of random (signed) involutions with or without conditions on the number of fixed points (and negated points) as the sizes of the involutions tend to…
Intercurrent events, common in clinical trials and observational studies, affect the existence or interpretation of final outcomes. Principal stratification addresses this challenge by defining local average treatment effect estimands…
Random walks in a finite Abelian group $G$ are studied. They use Markov chains with doubly stochastic transition matrices, in a Birkhoff subpolytope ${\cal B}(G)$ associated with the group $G$. It is shown that all future probability…
We consider the problems of variable selection and estimation in nonparametric additive regression models for high-dimensional data. In recent years, several methods have been proposed to model nonlinear relationships when the number of…
This paper is on developing stochastic analysis simultaneously under a general family of probability measures that are not dominated by a single probability measure. The interest in this question originates from the probabilistic…
We establish necessary and sufficient conditions for convergence (in the sense of finite dimensional distributions) of multiplicative measures on the set of partitions. We show that this convergence is equivalent to asymptotic independence…
We present a consistent method to calculate the probability distribution of soliton parameters in systems with additive noise. Even though a weak noise is considered, we are interested in probabilities of large fluctuations (generally…
We present simple general conditions on the acceptance sets under which their induced monetary risk and deviation measures are comonotonic additive. We show that acceptance sets induce comonotonic additive risk measures if and only if the…
We generalize the strategy presented in Refs. [1, 2], and propose general conditions for a measure of total correlations to be an entanglement monotone using its pure (and mixed) convex-roof extension. In so doing, we derive crucial…
Combining dependent p-values poses a long-standing challenge in statistical inference, particularly when aggregating findings from multiple methods to enhance signal detection. Recently, p-value combination tests based on regularly…
For a partially ordered set $(S, \mathord\preceq)$, the order (monotone) dimension is the minimum cardinality of total orders (respectively, real-valued order monotone functions) on $S$ that characterize the order $\preceq$. In this paper…
We give sufficient conditions for the non-triviality of the Poisson boundary of random walks on $H(\mathbb{Z})$ and its subgroups. The group $H(\mathbb{Z})$ is the group of piecewise projective homeomorphisms over the integers defined by…
This article is devoted to the study of tail index estimation based on i.i.d. multivariate observations, drawn from a standard heavy-tailed distribution, i.e. of which 1-d Pareto-like marginals share the same tail index. A multivariate…
Real space condensation is known to occur in stochastic models of mass transport in the regime in which the globally conserved mass density is greater than a critical value. It has been shown within models with factorised stationary states…
We study randomly stopped sums via their asymptotic scales. First, finiteness of moments is considered. To generalise this study, asymptotic scales applicable to the class of all heavy-tailed random variables are used. The stopping is…
Random samples are lossy summaries which allow queries posed over the data to be approximated by applying an appropriate estimator to the sample. The effectiveness of sampling, however, hinges on estimator selection. The choice of…
Given any quasi-countable, in particular any countable inverse semigroup $S$, we introduce a way to equip $S$ with a proper and right subinvariant extended metric. This generalizes the notion of proper, right invariant metrics for discrete…
Sufficient conditions are developed, under which the compound Poisson distribution has maximal entropy within a natural class of probability measures on the nonnegative integers. Recently, one of the authors [O. Johnson, {\em Stoch. Proc.…
We characterise the numerical semigroups with a monotone Ap\'ery set (MANS-semigroups for abbreviate). Moreover, we describe the families of MANS-semigroups when we set the multiplicity and the ratio.