Related papers: Weakly maxitive set functions and their possibilit…

In this paper we obtain an approximation for the multivariate Laplace's integral with a large parameter and estimate error term for two cases, when the maximum of the exponent is in the interior of the domain and on the boundary. We are…

The present paper provides a representation result for monetary risk measures (i.e., monotone translation invariant functionals) satisfying a weak maxitivity property. This result can be understood as a functional analytic generalization of…

We present results for Choquet integrals with minimal assumptions on the monotone set function through which they are defined. They include the equivalence of sublinearity and strong subadditivity independent of regularity assumptions on…

The paper provides new upper and lower bounds for the multivariate Laplace approximation under weak local assumptions. Their range of validity is also given. An application to an integral arising in the extension of the Dixon's identity is…

A broad set of sufficient conditions that guarantees the existence of the maximum entropy (maxent) distribution consistent with specified bounds on certain generalized moments is derived. Most results in the literature are either focused on…

In this paper, we study the maximum likelihood estimation of the parameters of the multivariate and matrix variate symmetric Laplace distributions through group actions. The multivariate and matrix variate symmetric Laplace distributions…

This paper considers an extension of the multivariate symmetric Laplace distribution to matrix variate case. The symmetric Laplace distribution is a scale mixture of normal distribution. The maximum likelihood estimators (MLE) of the…

This paper presents an approach for developing the explanation capabilities of rule-based expert systems managing imprecise and uncertain knowledge. The treatment of uncertainty takes place in the framework of possibility theory where the…

We establish lower semi-continuity and strict convexity of the energy functionals for a large class of vector equilibrium problems in logarithmic potential theory. This in particular implies the existence and uniqueness of a minimizer for…

We investigate the high-probability estimation of discrete distributions from an \iid sample under $\chi^2$-divergence loss. Although the minimax risk in expectation is well understood, its high-probability counterpart remains largely…

A random vector ${\bf X}$ is weakly stable iff for all $a,b \in \mathbb{R}$ there exists a random variable $\Theta$ such that $a{\bf X} + b {\bf X}' \stackrel{d}{=} {\bf X} \Theta$, where $X'$ is an independent copy of $X$ and $\Theta$ is…

We show a new functional limit theorem for weakly dependent regularly varying sequences of random vectors. As it turns out, the convergence takes place in the space of R^d valued c\`{a}dl\`{a}g functions endowed with the so-called weak M1…

For a strictly stationary sequence of random variables we derive functional convergence of the joint partial sum and partial maxima process under joint regular variation with index $\alpha \in (0,2)$ and weak dependence conditions. The…

In this paper we obtain some possibilistic variants of the probabilistic laws of large numbers, different from those obtained by other authors, but very natural extensions of the corresponding ones in probability theory. Our results are…

In the seminal contribution [4] the joint weak convergence of maxima and minima of weakly dependent stationary sequences is derived under some mild asymptotic conditions. In this paper we address additionally the case of incomplete samples…

We investigate an additive perturbation of a complex Wishart random matrix and prove that a large deviation principle holds for the spectral measures. The rate function is associated to a vector equilibrium problem coming from logarithmic…

An amended MaxEnt formulation for systems displaced from the conventional MaxEnt equilibrium is proposed. This formulation involves the minimization of the Kullback-Leibler divergence to a reference $Q$ (or maximization of Shannon…

We show that the sequential closure of a family of probability measures on the canonical space of c{\`a}dl{\`a}g paths satisfying Stricker's uniform tightness condition is a weak${}^*$ compact set of semimartingale measures in the pairing…

We extend Hardy's uncertainty principle for a square integrable function and its Fourier transform to the multidimensional case using a symplectic diagonalization. We use this extension to show that Hardy's uncertainty principle is…

The literature presents the characteristic function of the Wishart distribution on m times m matrices as an inverse power of the determinant of the Fourier variable, the exponent being the positive, real shape parameter. I demonstrate that…