Related papers: Interval probability density functions constructed…
New unconditional estimates of the divisor and totient functions are contributed to the literature. These results are consistent with the Riemann hypothesis and seem to solve the Nicolas inequality for all sufficiently large integers.
We introduce and explore an empirical index of increase that works in both deterministic and random environments, thus allowing to assess monotonicity of functions that are prone to random measurement-errors. We prove consistency of the…
Functional data that are nonnegative and have a constrained integral can be considered as samples of one-dimensional density functions. Such data are ubiquitous. Due to the inherent constraints, densities do not live in a vector space and,…
The Laplace approximation is an old, but frequently used method to approximate integrals for Bayesian calculations. In this paper we develop an extension of the Laplace approximation, by applying it iteratively to the residual, i.e., the…
A density function for an algebraic invariant is a measurable function on $\mathbb{R}$ which measures the invariant on an $\mathbb{R}$-scale. This function carries a lot more information related to the invariant without seeking extra data.…
The paper considers probability distribution, density, conditional distribution and density and conditional moments as well as their kernel estimators in spaces of generalized functions. This approach does not require restrictions on…
In 1973, E.J. McShane proposed an alternative definition of the Lebesgue integral based on Riemann sums, where gauges are used decide what tagged partitions are allowed. Such an approach does not require any preliminary knowledge of Measure…
In this paper, we introduce some new notions of aging based on geometric, harmonic means of failure rate and aging intensity function. We define a generalized version of aging functions called specific interval-average geometric hazard…
Following the renewed interest in the topic [1], we revisit the problem of assigning probabilities to classes of Feynman paths passing through specified space-time regions. We show that by assigning of probabilities to interfering…
We give an exposition of the Newton-Leibniz calculus. We begin by defining the integral as a limit of Riemann sums, verify the integrals of the standard catalog of functions by direct manipulation, prove the substitution lemmas as theorems…
This paper concerns the estimation of sums of functions of observable and unobservable variables. Lower bounds for the asymptotic variance and a convolution theorem are derived in general finite- and infinite-dimensional models. An explicit…
In this paper, we review the construction and large $N$ study of the continuous two-dimensional Yang--Mills theory with gauge group $\mathrm{U}(N)$ through probability, combinatorics and representation theory. In the first part, we define…
We establish bounds for the covariance of a large class of functions of infinite variance stable random variables, including unbounded functions such as the power function and the logarithm. These bounds involve measures of dependence…
A formal sum $\sum_n f(S_n)$ may be seen as the integral $\int f dN$ with respect to random point process $N(A)=|\{n:S_n\in A\}|$. We study its convergence beyond the well known context of Lebesgue integrable functions, admitting…
The density hypothesis on random times becomes now a standard in modeling of risks. One of the basic reasons to introduce the density hypothesis is the desire to have a computable credit risk model. However, recent work shows that merely an…
In this paper we give new estimates for integrals involving some arithmetic functions defined over prime numbers. The main focus here is on the prime counting function $\pi(x)$ and the Chebyshev $\vartheta$-function. Some of these estimates…
Let $\alpha$ be a Steinhaus or a Rademacher random multiplicative function. For a wide class of multiplicative functions $f$ we show that the sum $\sum_{n \le x}\alpha(n) f(n)$, normalised to have mean square $1$, has a non-Gaussian…
We explain how effective automatic probability density function estimates can be constructed using contemporary Bayesian inference engines such as those based on no-U-turn sampling and expectation propagation. Extensive simulation studies…
We study the problem of invariance of indices of thematic factorizations. Such factorizations were introduced in [PY1] for studying superoptimal approximation by bounded analytic matrix functions. As shown in [PY1], the indices may depend…
In this article, the concept of $\mu-$ monotonic property of interval-valued function in higher dimension is introduced. Expansion of interval-valued function in higher dimension is developed using this property. Generalized Hukuhara…