Related papers: Joint distribution of primes in multiple short int…
In this work, we investigate the existence and properties of Gaussian-like densities for weak solutions of multidimensional stochastic differential equations driven by a mixture of completely correlated fractional Brownian motions. We…
In this paper we propose a class of weighted rank correlation coefficients extending the Spearman's rho. The proposed class constructed by giving suitable weights to the distance between two sets of ranks to place more emphasis on items…
Let X_1,...., X_n be a collection of iid discrete random variables, and Y_1,..., Y_m a set of noisy observations of such variables. Assume each observation Y_a to be a random function of some a random subset of the X_i's, and consider the…
Let $f$ be a primitive positive definite integral binary quadratic form of discriminant $-D$ and let $\pi_f(x)$ be the number of primes up to $x$ which are represented by $f$. We prove several types of upper bounds for $\pi_f(x)$ within a…
One of the most popular class of tests for independence between two random variables is the general class of rank statistics which are invariant under permutations. This class contains Spearman's coefficient of rank correlation statistic,…
We consider the change-point problem for the marginal distribution of subordinated Gaussian processes that exhibit long-range dependence. The asymptotic distributions of Kolmogorov-Smirnov- and Cram\'{e}r-von Mises type statistics are…
We compute the joint distribution of the first times a linear diffusion makes an excursion longer than some given duration above (resp. below) some fixed level. In the literature, such stopping times have been introduced and studied in the…
Strongly consistent estimates are shown, via relative frequency, for the probability of "white balls" inside a dichotomous urn when such a probability is an arbitrary continuous time dependent function over a bounded time interval. The…
It is known that a linear hamiltonian system has too many invariant measures, thus the problem of convergence to Gibbs measure has no sense. We consider linear hamiltonian systems of arbitrary finite dimension and prove that, under the…
Linear mixed-effects models are widely used in analyzing repeated measures data, including clustered and longitudinal data, where inferences of both fixed effects and variance components are of importance. Unlike the fixed effect inference…
Joint modelling of longitudinal observations and event times continues to remain a topic of considerable interest in biomedical research. For example, in HIV studies, the longitudinal bio-marker such as CD4 cell count in a patient's blood…
The class of Cressie-Read empirical likelihoods are constructed with weights derived at a minimum distance from the empirical distribution in the Cressie-Read family of divergences indexed by $\gamma$ under the constraint of an unbiased set…
We prove an almost sure weak limit theorem for simple linear rank statistics for samples with continuous distributions functions. As a corollary the result extends to samples with ties, and the vector version of an a.s. central limit…
In recent work, we considered the frequencies of patterns of consecutive primes $\pmod{q}$ and numerically found biases toward certain patterns and against others. We made a conjecture explaining these biases, the dominant factor in which…
We consider a model for multivariate data with heavy-tailed marginal distributions and a Gaussian dependence structure. The different marginals in the model are allowed to have non-identical tail behavior in contrast to most popular…
We consider the best-choice problem for independent (not necessarily iid) observations $X_1, \cdots, X_n$ with the aim of selecting the sample minimum. We show that in this full generality the monotone case of optimal stopping holds and the…
We introduce a method for showing that there exist prime numbers which are very close together. The method depends on the level of distribution of primes in arithmetic progressions. Assuming the Elliott-Halberstam conjecture, we prove that…
We show by an inclusion-exclusion argument that the prime $k$-tuple conjecture of Hardy and Littlewood provides an asymptotic formula for the number of consecutive prime numbers which are a specified distance apart. This refines one aspect…
It is well known that the ratio of two independent standard Gaussian random variables follows a Cauchy distribution. Any convex combination of independent standard Cauchy random variables also follows a Cauchy distribution. In a recent…
Gross and Smith have put forward generalizations of Hardy - Littlewood twin prime conjectures for algebraic number fields. We estimate the behavior of sums of a singular series that arises in these conjectures, up to lower order terms. More…