Related papers: Some definite integrals arising from selfdecomposa…

Decomposition classes provide a way of partitioning the Lie algebras of an algebraic group into equivalence classes based on the Jordan decomposition. In this paper, we investigate the decomposition classes of the Lie algebras of connected…

The \emph{Separation Lemma} is a simple yet powerful tool, akin to the well-known \emph{Isolation Lemma}, that guarantees the uniqueness of certain set sums. Bandopadhyay et al.\ introduced this lemma to establish lower bounds for the \ALP…

The standard loss functions used in the literature on probabilistic prediction are the log loss function, the Brier loss function, and the spherical loss function; however, any computable proper loss function can be used for comparison of…

A new inequality between some functional of probability distribution functions is given. The inequality is based on strict convexity of a function used in functional definition. Equality sign in the inequality gives a characteristic…

We establish a new integral equation for the probability density of the exponential functional of a L\'evy process and provide a three-term (Wiener-Hopf type) factorisation of its law. We explain how these results complement the techniques…

An inequality for the variance of an additive function defined on random decomposable structures, called assemblies, is established. The result generalizes estimates obtained earlier in the cases of permutations and mappings of a finite set…

Heavy-tailed distributions naturally occur in many real life problems. Unfortunately, it is typically not possible to compute inference in closed-form in graphical models which involve such heavy-tailed distributions. In this work, we…

A new derivative, called deformable derivative, is introduced here which is equivalent to ordinary derivative in the sense that one implies other. The deformable derivative is defined using limit approach like that of ordinary one but with…

In this paper, we provide the degree distribution of irreducible factors of the composed polynomial $f(L(x))$ over $\mathbb F_q$, where $f(x)\in \mathbb F_q[x]$ is irreducible and $L(x)\in \mathbb F_q[x]$ is a linearized polynomial. We…

Unsupervised learning of latent variable models (LVMs) is widely used to represent data in machine learning. When such models reflect the ground truth factors and the mechanisms mapping them to observations, there is reason to expect that…

Using the theory of group action, we first introduce the concept of the automorphism group of an exponential family or a graphical model, thus formalizing the general notion of symmetry of a probabilistic model. This automorphism group…

Let $f=(f_1,\ldots,f_n)$ be a system of $n$ complex homogeneous polynomials in $n$ variables of degree $d$. We call $\lambda\in\mathbb{C}$ an eigenvalue of $f$ if there exists $v\in\mathbb{C}^n\backslash\{0\}$ with $f(v)=\lambda v$,…

We study the class $\boldsymbol{Q}$ of distribution functions $F$ that have the property of rational-infinite divisibility: there exist some infinitely divisible distribution functions $F_1$ and $F_2$ such that $F_1=F*F_2$. The class…

High dimensional data can have a surprising property: pairs of data points may be easily separated from each other, or even from arbitrary subsets, with high probability using just simple linear classifiers. However, this is more of a rule…

We introduce new classes of general monotone sequences and study their properties. For functions whose Fourier coefficients belong to these classes, we establish Hardy-Littlewood-type theorems.

We state some inequalities for m-divisible and infinite divisible characteristic functions. Basing on them we propose a statistical test for a distribution to be infinitely divisible. Keywords: infinite divisible distributions; statistical…

The explicit form for the characteristic function of a stable distribution on the line is derived analytically by solving the associated functional equation and applying theory of regular variation, without appeal to the general…

There is a one-to-one correspondence between L\'{e}vy copulas and proper copulas. The correspondence relies on a relationship between L\'{e}vy copulas sitting on $[0,+\infty]^d$ and max-id distributions. The max-id distributions are defined…

A $d$-dimensional random array on a nonempty set $I$ is a stochastic process $\boldsymbol{X}=\langle X_s:s\in \binom{I}{d}\rangle$ indexed by the set $\binom{I}{d}$ of all $d$-element subsets of $I$. We obtain structural decompositions of…

Functional equations satisfied by additive functions have a special interest not only in the theory of functional equations, but also in the theory of (commutative) algebra because the fundamental notions such as derivations and…