Related papers: A modern approach to the moment problem on $\mathb…
This work is devoted to the mathematical analysis of Stieltjes Bochner spaces and their applications to the resolution of a parabolic equation with Stieltjes time derivative. This novel formulation allows us to study parabolic equations…
Following the student t-statistic, normalization has been a widely used method in statistic and other disciplines including economics, ecology and machine learning. We focus on statistics taking the form of a ratio over (some power of) the…
Large-Momentum Effective Theory (LaMET) is a physics-guided systematic expansion to calculate light-cone parton distributions, including collinear (PDFs) and transverse-momentum-dependent ones, at any fixed momentum fraction $x$ within a…
We find necessary and sufficient conditions for the existence of a probability measure on $\mathbb{N}_0$, the nonnegative integers, whose first $n$ moments are a given $n$-tuple of nonnegative real numbers. The results, based on finding an…
In this note, we consider the performance of the classic method of moments for parameter estimation of symmetric variance-gamma (generalized Laplace) distributions. We do this through both theoretical analysis (multivariate delta method)…
We introduce a new kind of likelihood function based on the sequence of moments of the data distribution. Both binned and unbinned data samples are discussed, and the multivariate case is also derived. Building on this approach we lay out…
Since its introduction by P.L. Lions in his lectures and seminars at the College de France, see [9], and also the very helpful notes of Cardialaguet [4] on Lions' lectures, the Master Equation has attracted a lot of interest, and various…
This study presents new closed-form estimators for the Dirichlet and the Multivariate Gamma distribution families, whose maximum likelihood estimator cannot be explicitly derived. The methodology builds upon the score-adjusted estimators…
We explain the measure problem (cf. origin of the Born probability rule) in no-collapse quantum mechanics. Everett defined maverick branches of the state vector as those on which the usual Born probability rule fails to hold -- these…
The realizability problem is a well-known problem in the analysis of complex systems, which can be modeled as an infinite-dimensional moment problem. More precisely, as a truncated $K-$moment problem where $K$ is the space of all possible…
In the footsteps of the book \textit{Measure Theory and Integration By and For the Learner} of our series in Probability Theory and Statistics, we intended to devote a special volume of the very probabilistic aspects of the first cited…
This paper proposes a semidefinite programming based method for estimating moments of a stochastic hybrid system (SHS). For polynomial SHSs -- which consist of polynomial continuous vector fields, reset maps, and transition intensities --…
This paper considers the problem of testing many moment inequalities, where the number of moment inequalities ($p$) is possibly larger than the sample size ($n$). Chernozhukov et al. (2019) proposed asymptotic tests for this problem using…
Related to radial functions on free groups, we focus on certain polynomial hypergroups and work out spectral analysis with the help of the Stieltjes transform of their analytic functionals.
Sufficient condition for the symmetric moment problem to be determinate is given using standards methods of $q$-Fourier analysis. This condition it cannot be a particular case of Carleman's criterion.
Concentration inequalities, a major tool in probability theory, quantify how much a random variable deviates from a certain quantity. This paper proposes a systematic convex optimization approach to studying and generating concentration…
This review aims to provide a comprehensive update on the progress made on the Sequential Testing problem (STP) in the last 20 years after the review, [1] was published. Many studies have provided new theoretical results, extensions of the…
Stieltjes moment sequences $\{a_n\}_{n=0}^\infty$ whose $\varkappa\,$th roots $\{\sqrtk{a_n}\}_{n=0}^\infty$ are Stieltjes moment sequences are studied ($\varkappa$ is a fixed integer greater than or equal to 2). A formula connecting the…
Approximation theory is a substantial field of mathematical analysis that emerged in the 19th century and has been developed by mathematicians across the globe ever since. Its importance has increased over time, as it provides solutions to…
We consider a generalized method of moments framework in which a part of the data vector is missing for some units in a completely unrestricted, potentially endogenous way. In this setup, the parameters of interest are usually only…