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Classically general covariance is found from the idea that a vector is a physical quantity which exists independently of choice of coordinate system and is unchanged by a change of coordinate system. It is often assumed that there exists…
Risk assessment for rare events is essential for understanding systemic stability in complex systems. As rare events are typically highly correlated, it is important to study heavy-tailed multivariate distributions of the relevant…
We consider the problem of estimating the mean of a random vector based on $N$ independent, identically distributed observations. We prove the existence of an estimator that has a near-optimal error in all directions in which the variance…
A general piecewise (including pointwise) probability distribution with space-saving notation and its hierarchical particular cases are considered. The explicit closed-form normalization, expectation, and variance formulas along with the…
We define an integral, the distributional integral of functions of one real variable, that is more general than the Lebesgue and the Denjoy-Perron-Henstock-Kurzweil integrals, and which allows the integration of functions with…
This paper reviews generalized Pareto copulas (GPC), which turn out to be a key to multivariate extreme value theory. Any GPC can be represented in an easy analytic way using a particular type of norm on $\mathbb{R}^d$, called $D$-norm. The…
Using nonstandard analysis, we generalise a classical result on equidistributions to integrable functions, and give an application of the Weil conjectures for algebraic curves, to equidistribution in characteristic zero.
We consider asymptotic distributions of maximum deviations of sample covariance matrices, a fundamental problem in high-dimensional inference of covariances. Under mild dependence conditions on the entries of the data matrices, we establish…
We consider the problem of estimating the common mean of independently sampled data, where samples are drawn in a possibly non-identical manner from symmetric, unimodal distributions with a common mean. This generalizes the setting of…
In this paper, we define an invariant, which we believe should be the substitute for total K-theory in the case when there is one distinguished ideal. Moreover, some diagrams relating the new groups to the ordinary K-groups with…
We introduce a new random matrix model called distance covariance matrix in this paper, whose normalized trace is equivalent to the distance covariance. We first derive a deterministic limit for the eigenvalue distribution of the distance…
This study presents a new procedure for necessary tests of multivariate normality based on the uniform distribution on the Stiefel manifold. We demonstrate that the test statistic, which is formed by the product of the scaled residual…
Covariance estimation and selection for multivariate datasets in a high-dimensional regime is a fundamental problem in modern statistics. Gaussian graphical models are a popular class of models used for this purpose. Current Bayesian…
The distribution functions of the matricvariate beta type I and II distributions are studied under real normed division algebras. The unified approach for real, complex, quaternions and octonions, also considers general properties and…
In this paper, the study of bivariate generalised beta type I and II distributions is extended to the complex matrix variate case, for which the corresponding density functions are found. In addition, for complex bimatrix variate beta type…
The coefficient of variation (CV) is commonly used to measure relative dispersion. However, since it is based on the sample mean and standard deviation, outliers can adversely affect the CV. Additionally, for skewed distributions the mean…
We studied two probabilistic models of the distribution of primes in the natural number [1].The paper considers the third probabilistic model of the distribution of primes in the natural number. The author proved that the results obtained…
The implementation of Bayesian predictive procedures under standard normal models is considered. Two distributions are of particular interest, the K-prime and K-square distributions. They also give exact inferences for simple and multiple…
Fix a modulus $q$. One would expect the number of primes in each invertible residue class mod $q$ to be multinomially distributed, i.e. for each $p \,\mathrm{mod}\, q$ to behave like an independent random variable uniform on…
In this paper we investigate the distribution of the number of primes which ramify in number fields of degree d <= 5. In analogy with the classical Erdos-Kac theorem, we prove for S_d-extensions that the number of such primes is normally…