Related papers: A full scale Sklar's theorem in the imprecise sett…
The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…
The concept of diffusion in collisionless space plasmas like those near the magnetopause and in the geomagnetic tail is reexamined from a fundamental statistical point of view making use of the division of particle orbits into waiting…
By a [$K$-]approximate subring of a ring we mean an additively symmetric subset $X$ such that $X \cdot X \cup (X + X)$ is covered by finitely many [resp.\ $K$] additive translates of $X$. We prove a structure theorem for finite approximate…
This paper is about models for a vector of probabilities whose elements must have a multiplicative structure and sum to 1 at the same time; in certain applications, as basket analysis, these models may be seen as a constrained version of…
We develop an effective theory of pulse propagation in a nonlinear {\it and} disordered medium. The theory is formulated in terms of a nonlinear diffusion equation. Despite its apparent simplicity this equation describes novel phenomena…
The differential $\lambda$-calculus studies how the quantitative aspects of programs correspond to differentiation and to Taylor expansion inside models of linear logic. Recent work has generalized the axioms of Taylor expansion so they…
A new methodology is proposed for generating realizations of a random vector with values in a finite-dimensional Euclidean space that are statistically consistent with a data set of observations of this vector. The probability distribution…
The present note is an essential addition to the author's arxiv paper arXiv:2001.01070, concerning general multiplicative systems of random variables. Using some lemmas and the methodology of \cite{Kar4}, we obtain a general extreme…
The necessary information for specifying a complex system may not be completely accessible to us, i.e., to mathematical treatments. This is not to be confounded with the incompleteness of our knowledge about whatever systems or nature,…
We analyze the empirical spectral distribution of random periodic band matrices with correlated entries. The correlation structure we study was first introduced in 2015 by Hochst\"attler, Kirsch and Warzel, who named their setup "almost…
Understanding multivariate dependencies in both the bulk and the tails of a distribution is an important problem for many applications, such as ensuring algorithms are robust to observations that are infrequent but have devastating effects.…
Almost seventy years old Marshall-Olkin copulas, then wider Marshall copulas, and finally even wider shock model (SM) copulas constitute a substantial part of nowadays copula theory due to numerous applications. Recently, Christian Genest…
We present a joint copula-based model for insurance claims and sizes. It uses bivariate copulae to accommodate for the dependence between these quantities. We derive the general distribution of the policy loss without the restrictive…
This paper aims to examine the characteristics of the posterior distribution of covariance/precision matrices in a "large $p$, large $n$" scenario, where $p$ represents the number of variables and $n$ is the sample size. Our analysis…
We consider finite point subsets (distributions) in compact metric spaces. In the case of general rectifiable metric spaces, non-trivial bounds for sums of distances between points of distributions and for discrepancies of distributions in…
We extend our theory of amorphous packings of hard spheres to binary mixtures and more generally to multicomponent systems. The theory is based on the assumption that amorphous packings produced by typical experimental or numerical…
We present a new model for the propagation of polarized light in a random birefringent medium. This model is based on a decomposition of the higher order statistics of the reduced Stokes parameters along the irreducible representations of…
We develop the theory of probabilistic variants of the one-category and diagonal topological complexity, which bound the classical LS-category and topological complexity from below. Unlike any other classical or probabilistic invariants,…
The purpose of this work is the study of solution techniques for problems involving fractional powers of symmetric coercive elliptic operators in a bounded domain with Dirichlet boundary conditions. These operators can be realized as the…
Studies of disordered heterogeneous media and galaxy cosmology share a common goal: analyzing the distribution of particles at `microscales' to predict physical properties at `macroscales', whether for a liquid, composite material, or…