Related papers: When Do Two Distributions Yield the Same Expected …
In this paper, the statistical properties of Newton s method algorithm output in a specific case have been studied. The relative frequency density of this sample converges to a well-defined function, prompting us to explore its…
We obtain new transport-entropy inequalities and, as a by-product, new deviation estimates for the laws of two kinds of discrete stochastic approximation schemes. The first one refers to the law of an Euler like discretization scheme of a…
We prove that given a computable metric space and two computable measures, the set of points that have high universal uniform test scores with respect to the first measure will have a lower bound with respect to the second measure. This…
In the present paper new light is shed on the non-central extensions of the Dirichlet distribution. Due to several probabilistic and inferential properties and to the easiness of parameter interpretation, the Dirichlet distribution proves…
We present a criterion for uniform in time convergence of the weak error of the Euler scheme for Stochastic Differential equations (SDEs). The criterion requires i) exponential decay in time of the space-derivatives of the semigroup…
In this paper, we obtain a new estimate for uniform integrability under sublinear expectations. Based on this, we establish the limit theorems under nonlinear expectations dominated by sublinear expectations through tightness, and the limit…
The nonextensive statistical ensembles are revisited for the complex systems with long-range interactions and long-range correlations. An approximation, the value of nonextensive parameter (1-q) is assumed to be very tiny, is adopted for…
A problem of the equivalence of statistical ensembles is critically analyzed. It is shown, that although different probability distributions of statistical physics have the same behavior in the thermodynamic limit, there are physical…
We construct a rigourous model of quantum measurement. A two-state model of a negative temperature amplifier, such as a laser, is taken to a classical thermodynamic limit. In the limit, it becomes a classical measurement apparatus obeying…
We investigate the topologies of random geometric complexes built over random points sampled on Riemannian manifolds in the so-called "thermodynamic" regime. We prove the existence of universal limit laws for the topologies; namely, the…
The spectrum profile that emerges in molecular spectroscopy and atmospheric radiative transfer as the combined effect of Doppler and pressure broadenings is known as the Voigt profile function. Because of its convolution integral…
The Fermi sea topology is characterized by the Euler characteristics $\chi_F$. In this paper, we examine how $\chi_F$ of the metallic state is inhereted by the topological invariant of the superconducting state. We establish a…
If $E$ is an elliptic curve over $\mathbb{Q}$, then it follows from work of Serre and Hooley that, under the assumption of the Generalized Riemann Hypothesis, the density of primes $p$ such that the group of $\mathbb{F}_p$-rational points…
The probabilities for gaps in the eigenvalue spectrum of finite $ N\times N $ random unitary ensembles on the unit circle with a singular weight, and the related hermitian ensembles on the line with Cauchy weight, are found exactly. The…
A simple way of obtaining robust estimates of the "center" (or the "location") and of the "scatter" of a dataset is to use the maximum likelihood estimate with a class of heavy-tailed distributions, regardless of the "true" distribution…
We investigate a recursively generated sequence of random variables that begins with an Exponential random variable with parameter (i.e., inverse-mean) 1, and continues with additional Exponentials, each of whose random parameter possesses…
The aim of this paper is to study the behavior of the weighted empirical measures of the decreasing step Euler scheme of a one-dimensional diffusion process having multiple invariant measures. This situation can occur when the drift and the…
In this work, we study the probability distribution for the force and potential energy of a test particle interacting with $N$ point random sources in the limit $N\rightarrow\infty$. The interaction is given by a central potential…
We compare the behaviour of a small truncated coupled map lattice with random inputs at the boundaries with that of a large deterministic lattice essentially at the thermodynamic limit. We find exponential convergence for the probability…
We investigate densities of vaguely continuous convolution semigroups of probability measures on $\mathbb{R}^d$. We expose that many typical conditions on the characteristic exponent repeatedly used in the literature of the subject are…