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Connection coefficient formulas for special functions describe change of basis matrices under a parameter change, for bases formed by the special functions. Such formulas are related to branching questions in representation theory. The…
We develop a general procedure, based on the renormalized eta-cochain, which allows to find local representatives of the bivariant Chern character of finitely summable quasihomomorphisms. In particular, using zeta-function renormalization…
The paper explores various special functions which generalize the two-parametric Mittag-Leffler type function of two variables. Integral representations for these functions in different domains of variation of arguments for certain values…
We prove a Cauchy identity for free quasi-symmetric functions and apply it to the study of various bases. A free Weyl formula and a generalization of the splitting formula are also discussed.
We discuss the order parameter correlation function in the vicinity of continuous phase transitions using a two-parameter scaling form G(k) = k_c^{-2} g(k\xi,k/k_c), where k is the wave-vector, \xi is the correlation length, and the…
The properties of the square bias transformation are studied, in particular, the precise moment-type estimate for the $L_1$-metric between the transformed and the original distributions is proved, a relation between their characteristic…
We establish common fixed point theorems for two pairs of weakly compatible self-mappings using an auxiliary function of two variables. Unlike classical results, our theorems do not assume continuity of the mappings and require completeness…
The bivariate Gaussian distribution has been a key model for many developments in statistics. However, many real-world phenomena generate data that follow asymmetric distributions, and consequently bivariate normal model is inappropriate in…
In this paper we explore the behavior of the quasi-particle interference pattern (QPI) of scanning tunneling microscopy as a function of temperature, $T$. After insuring a minimal consistency with photoemission, we find that the QPI pattern…
The richly developed theory of complex manifolds plays important roles in our understanding of holomorphic functions in several complex variables. It is natural to consider manifolds that will play similar roles in the theory of holomorphic…
In this paper we develop statistical inference tools for high dimensional functional time series. We introduce a new concept of physical dependent processes in the space of square integrable functions, which adopts the idea of basis…
In this paper, we introduce an equivariant version of the characteristic quasi-polynomials as the permutation characters on the complement of mod $q$ hyperplane arrangements. We prove that the permutation character is a quasi-polynomial in…
A quadrature mirror filter (QMF) function can be considered as the transition function for a Markov process on the unit interval. The QMF functions that generate scaling functions for multiresolution analyses are then distinguished by…
Contrast functions play a fundamental role in information geometry, providing a means for generating the geometric structures of a statistical manifold: a pseudo-Riemannian metric and a pair of torsion-free conjugate affine connections.…
In this paper we introduce the Two Parameter Gamma Function, Beta Function and Pochhammer Symbol. We named them, as p - k Gamma Function, p - k Beta Function and p - k Pochhammer Symbol and denoted as $_{p}\Gamma_{k}(x), $ $_{p}B_{k}(x,y) $…
Singular spectrum analysis is developed as a nonparametric spectral decomposition of a time series. It can be easily extended to the decomposition of multidimensional lattice-like data through the filtering interpretation. In this…
We study a new generalized version of the point pair function defined with a constant $\alpha>0$. We prove that this function is a quasi-metric for all values of $\alpha>0$, and compare it to several hyperbolic-type metrics, such as the…
We consider nonsynchronous sampling of parameterized stochastic regression models, which contain stochastic differential equations. Constructing a quasi-likelihood function, we prove that the quasi-maximum likelihood estimator and the Bayes…
We propose dual regression as an alternative to the quantile regression process for the global estimation of conditional distribution functions under minimal assumptions. Dual regression provides all the interpretational power of the…
This paper is about vector autoregressive-moving average (VARMA) models with time-dependent coefficients to represent non-stationary time series. Contrarily to other papers in the univariate case, the coefficients depend on time but not on…