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Standard high-dimensional factor models assume that the comovements in a large set of variables could be modeled using a small number of latent factors that affect all variables. In many relevant applications in economics and finance,…

Econometrics · Economics 2022-02-08 Antoine Djogbenou , Razvan Sufana

The concept of a uniform set is introduced for an ergodic, measure-preserving transformation on a non-atomic, infinite Lebesgue space. The uniform sets exist as much as they generate the underlying $\sigma$-algebra. This leads to the result…

Dynamical Systems · Mathematics 2011-08-22 Hisatoshi Yuasa

Ratios of universal enumerable semimeasures corresponding to hypotheses are investigated as a solution for statistical composite hypotheses testing if an unbounded amount of computation time can be assumed. Influence testing for discrete…

Statistics Theory · Mathematics 2009-12-15 Bruno Bauwens

Some general aspects of nonlinear transport phenomena are discussed on the basis of two kinds of formulations obtained by extending Kubo's perturbational scheme of the density matrix and Zubarev's non-equilibrium statistical operator…

Statistical Mechanics · Physics 2011-11-10 Masuo Suzuki

G{\"o}del's second incompleteness theorem forbids to prove, in a given theory U, the consistency of many theories-in particular, of the theory U itself-as well as it forbids to prove the normalization property for these theories, since this…

Logic in Computer Science · Computer Science 2023-11-01 Gilles Dowek , Alexandre Miquel

A notion of measure solution is formulated for a coagulation-diffusion equation, which is the natural counterpart of Smoluchowski's coagulation equation in a spatially inhomogeneous setting. Some general properties of such solutions are…

Analysis of PDEs · Mathematics 2014-08-25 James Norris

We introduce a measure of the compatibility between quantum states--the likelihood that two density matrices describe the same object. Our measure is motivated by two elementary requirements, which lead to a natural definition. We list some…

Quantum Physics · Physics 2009-11-07 David Poulin , Robin Blume-Kohout

Recently Blondel, Nesterov and Protasov proved that the finiteness conjecture holds for the generalized and the lower spectral radii of the sets of non-negative matrices with independent row/column uncertainty. We show that this result can…

Rings and Algebras · Mathematics 2015-11-18 Victor Kozyakin

When are asymptotic approximations using the delta-method uniformly valid? We provide sufficient conditions as well as closely related necessary conditions for uniform negligibility of the remainder of such approximations. These conditions…

Statistics Theory · Mathematics 2015-07-22 Maximilian Kasy

Consider a binary statistical hypothesis testing problem, where $n$ independent and identically distributed random variables $Z^n$ are either distributed according to the null hypothesis $P$ or the alternative hypothesis $Q$, and only $P$…

Information Theory · Computer Science 2024-04-15 K. V. Harsha , Jithin Ravi , Tobias Koch

Although information content is invariant up to an additive constant, the range of possible additive constants applicable to programming languages is so large that in practice it plays a major role in the actual evaluation of K(s), the…

Information Theory · Computer Science 2010-06-03 Jean-Paul Delahaye , Hector Zenil

The object of study is the problem of testing for uniformity of the multinomial distribution. We consider tests based on symmetric statistics, defined as the sum of some function of cell-frequencies. Mainly, attention is focused on the…

Statistics Theory · Mathematics 2022-09-12 Sherzod M. Mirakhmedov

This note is purely expository. A subset N of the plane is affine ambient homogeneous if for each x,y in N there exists an affine transformation taking x to y and N to itself. The result of D. Repovs, E. V. Scepin and the author on such…

Geometric Topology · Mathematics 2021-12-20 A. Skopenkov

We prove a superposition principle for nonlinear Fokker-Planck-Kolmogorov equations on Euclidean spaces and their corresponding linearized first-order continuity equation over the space of Borel (sub-)probability measures. As a consequence,…

Probability · Mathematics 2022-04-21 Marco Rehmeier

We consider N quantum systems initially prepared in pure states and address the problem of unambiguously comparing them. One may ask whether or not all $N$ systems are in the same state. Alternatively, one may ask whether or not the states…

Quantum Physics · Physics 2014-11-18 Anthony Chefles , Erika Andersson , Igor Jex

Hypothesis testing results often rely on simple, yet important assumptions about the behaviour of the distribution of p-values under the null and the alternative. We examine tests for one dimensional parameters of interest that converge to…

Statistics Theory · Mathematics 2021-08-06 Yanbo Tang , Radu Craiu , Lei Sun

We examine the extent to which sublinear-sample property testing and estimation apply to settings where samples are independently but not identically distributed. Specifically, we consider the following distributional property testing…

Data Structures and Algorithms · Computer Science 2025-11-05 Shivam Garg , Chirag Pabbaraju , Kirankumar Shiragur , Gregory Valiant

We study stability criteria for discrete-time switched systems and provide a meta-theorem that characterizes all Lyapunov theorems of a certain canonical type. For this purpose, we investigate the structure of sets of LMIs that provide a…

Optimization and Control · Mathematics 2018-01-24 Raphael M. Jungers , Amirali Ahmadi , Pablo Parrilo , Mardavij Roozbehani

In addition to the second-order Einstein equations on four-dimensional homogeneous isotropic background universe filled with the single perfect fluid, we also derived the second-order perturbations of the continuity equation and the Euler…

General Relativity and Quantum Cosmology · Physics 2009-01-27 Kouji Nakamura

Several approaches to testing the hypothesis that two histograms are drawn from the same distribution are investigated. We note that single-sample continuous distribution tests may be adapted to this two-sample grouped data situation. The…

Data Analysis, Statistics and Probability · Physics 2008-04-03 Frank C. Porter
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