Related papers: Maximum of Exponential Random Variables, Hurwitz's…
We consider a monopolist seller facing a single buyer with additive valuations over n heterogeneous, independent items. It is known that in this important setting optimal mechanisms may require randomization [HR12], use menus of infinite…
Gibbs-type random probability measures and the exchangeable random partitions they induce represent an important framework both from a theoretical and applied point of view. In the present paper, motivated by species sampling problems, we…
Given an Orlicz function $M$, we show which random variables $\xi_i$, $i=1,...,n$ generate the associated Orlicz norm, i.e., which random variables yield $\mathbb{E} \max\limits_{1\leq i \leq n}|x_i\xi_i| \sim \norm{(x_i)_{i=1}^n}_M$. As a…
In a recent author's work the cyclic behavior of maxima in a hierarchical summation scheme was discovered. In the present note we show how the same phenomenon appears in the scheme of conventional summation: the distribution of maximum of…
We show that a compound Poisson distribution holds for scaled exceedances of observables $\phi$ uniquely maximized at a periodic point $\zeta$ in a variety of two-dimensional hyperbolic dynamical systems with singularities $(M,T,\mu)$,…
Let $M_n$ be the maximum of $n$ zero-mean gaussian variables $X_1,..,X_n$ with covariance matrix of minimum eigenvalue $\lambda$ and maximum eigenvalue $\Lambda$. Then, for $n \ge 70$, $$\Pr\{M_n \ge \lambda \left (2 \log n - 2.5 - \log(2…
In this paper, we reconsider the large-$a$ asymptotic expansion of the Hurwitz zeta function $\zeta(s,a)$. New representations for the remainder term of the asymptotic expansion are found and used to obtain sharp and realistic error bounds.…
For the multiple zeta function zeta2(s1,s2) of two variables,we obtain its integral representation(involving product of Hurwitz zeta functions) over the interval [1,infinity),with respect to second variable of Hurwitz zeta function and also…
We study the use of the Euler-Maclaurin formula to numerically evaluate the Hurwitz zeta function $\zeta(s,a)$ for $s, a \in \mathbb{C}$, along with an arbitrary number of derivatives with respect to $s$, to arbitrary precision with…
The partition function pertaining to finite--temperature decoding of a (typical) randomly chosen code is known to have three types of behavior, corresponding to three phases in the plane of rate vs. temperature: the {\it ferromagnetic…
Optimal design of distributed decision policies can be a difficult task, illustrated by the famous Witsenhausen counterexample. In this paper we characterize the optimal control designs for the vector-valued setting assuming that it results…
This paper considers a variation of the full-information secretary problem where the random variables to be observed are independent but not necessary identically distributed. The main result is a sharp lower bound for the optimal win…
It is well-known that the expected scaled maximum of non-negative random variables with unit mean defines a stable tail dependence function associated with some extreme-value copula. In the special case when these random variables are…
We study in this paper a generalized coupon collector problem, which consists in analyzing the time needed to collect a given number of distinct coupons that are drawn from a set of coupons with an arbitrary probability distribution. We…
This research paper focuses on exploring two Complex-valued function's fractional derivative, specifically the Hurwitz Zeta function and Jacobi theta function. The study is based on the Complex Generalization of Grunwald-Letnikov Fractional…
We consider optimal stopping problems, in which a sequence of independent random variables is drawn from a known continuous density. The objective of such problems is to find a procedure which maximizes the expected reward; this is often…
In this paper we study the Exponentiated Hypoexponential Distribution with different parameters. The distribution added a parameter to the n parameters of the Hypoexponenial distribution. We first derive a closed expression of the…
The paper is devoted to the study of the unconditional extremal problem for a fractional linear integral functional defined on a set of probability distributions. In contrast to results proved earlier, the integrands of the integral…
Maximal inequalities refer to bounds on expected values of the supremum of averages of random variables over a collection. They play a crucial role in the study of non-parametric and high-dimensional estimators, and especially in the study…
We consider the robust exponential utility maximization problem in discrete time: An investor maximizes the worst case expected exponential utility with respect to a family of nondominated probabilistic models of her endowment by…