English
Related papers

Related papers: Closed-form solutions for Bernoulli and compound P…

200 papers

We study the asymptotic behavior of branching diffusion processes in periodic media. For a super-critical branching process, we distinguish two types of behavior for the normalized number of particles in a bounded domain, depending on the…

Probability · Mathematics 2020-03-05 Pratima Hebbar , Leonid Koralov , James Nolen

A novel multinomial theorem for commutative idempotents is shown to lead to new results about the moments, central moments, factorial moments, and their generating functions for any random variable $X = \sum_{i} Y_i $ expressible as a sum…

Probability · Mathematics 2022-05-09 Pavel Shuldiner , R. W. Oldford

The Poisson-binomial distribution is useful in many applied problems in engineering, actuarial science, and data mining. The Poisson-binomial distribution models the distribution of the sum of independent but not identically distributed…

Computation · Statistics 2017-02-07 Man Zhang , Yili Hong , Narayanaswamy Balakrishnan

We construct asymptotic expansions for ordinary differential equations with highly oscillatory forcing terms, focussing on the case of multiple, non-commensurate frequencies. We derive an asymptotic expansion in inverse powers of the…

Numerical Analysis · Mathematics 2023-07-19 Marissa Condon , Alfredo Deano , Jing Gao , Arieh Iserles

We address several issues regarding the derivation and implementation of the Cauchy-Born approximation of the stress at finite temperature. In particular, an asymptotic expansion is employed to derive a closed form expression for the first…

Mathematical Physics · Physics 2013-10-11 Jerry Z. Yang , Chao Mao , Xiantao Li , Chun Liu

Branching Processes in Random Environment (BPREs) $(Z_n:n\geq0)$ are the generalization of Galton-Watson processes where in each generation the reproduction law is picked randomly in an i.i.d. manner. In the supercritical case, the process…

Probability · Mathematics 2012-10-17 Vincent Bansaye , Christian Boeinghoff

Given a sequence of independent Bernoulli variables with unknown parameter $p$, and a function $f$ expressed as a power series with non-negative coefficients that sum to at most $1$, an algorithm is presented that produces a Bernoulli…

Statistics Theory · Mathematics 2024-11-26 Luis Mendo

We introduce a class of two-parameter discrete dispersion models, obtained by combining convolution with a factorial tilting operation, similar to exponential dispersion models which combine convolution and exponential tilting. The…

Statistics Theory · Mathematics 2014-09-29 Bent Jørgensen , Célestin C. Kokonendji

The scale invariant Poisson processes on (0,infty) play a central but mildly disguised role in number theory, combinatorics, and genetics. They give the continuous limits which underly and unify diverse discrete structures, including the…

Probability · Mathematics 2016-11-18 Richard Arratia

A modified Poisson-Nernst-Planck system in a bounded domain with mixed Dirichlet-Neumann boundary conditions is analyzed. It describes the concentrations of ions immersed in a polar solvent and the correlated electric potential due to the…

Analysis of PDEs · Mathematics 2023-05-25 Ansgar Jüngel , Annamaria Massimini

The problem of parameter estimation by observations of inhomogeneous Poisson processes is considered. The method of moments estimator is studied and its stochastic expansion is obtained. This stochastic expansion is then used to obtain the…

Statistics Theory · Mathematics 2020-10-16 O. V. Chernoyarov , A. S. Dabye , F. N. Diop , Yu. A. Kutoyants

We consider a family of branching-selection particle systems in which particles branch at time dependent rate $r$ and are killed with a probability which is dependent on their rank via some function $\psi$. We show that, under fairly…

Probability · Mathematics 2026-05-07 Jacob Mercer

Given a smooth bounded domain $\Omega\subset \mathbb R^3$, we consider the following nonlinear Schr\"odinger-Poisson type system \begin{equation*} \left\{ \begin{array}{ll} -\Delta u+ \phi u -\abs{u}^{p-2}u = \omega u & \quad \text{in }…

Analysis of PDEs · Mathematics 2025-02-19 Edwin G. Murcia , Gaetano Siciliano

Sequences of discrete random variables are studied whose probability generating functions are zero-free in a sector of the complex plane around the positive real axis. Sharp bounds on the cumulants of all orders are stated, leading to…

Probability · Mathematics 2023-12-04 Nils Heerten , Holger Sambale , Christoph Thäle

The problem to express a natural number N as a product of natural numbers without regard to order corresponds to a thermally isolated non-interacting Bose gas in a one-dimensional potential with logarithmic energy eigenvalues. This…

Statistical Mechanics · Physics 2007-05-23 Christoph Weiss , Steffen Page , Martin Holthaus

Let X be a locally compact Abelian group. We consider linear forms of independent random variables with values in X. In doing so, one of the coefficients of the linear forms is a random variable with a Bernoulli distribution. For some…

Probability · Mathematics 2025-10-06 Gennadiy Feldman

Motivated by real-world machine learning applications, we analyze approximations to the non-asymptotic fundamental limits of statistical classification. In the binary version of this problem, given two training sequences generated according…

Information Theory · Computer Science 2018-12-07 Lin Zhou , Vincent Y. F. Tan , Mehul Motani

This is the first installment in a series of papers devoted to examining certain aspects of the asymptotic value distribution and distribution of zeros manifested by members of a broad class of linear combinations of L-functions in the…

Number Theory · Mathematics 2013-11-20 D. A. Hejhal

This short note concerns the possible singular behaviour of moment generating functions of finite measures at the boundary of their domain of existence. We look closer at Example 7.3 in O. Barndorff-Nielsen's book "Information and…

Probability · Mathematics 2011-07-13 Eberhard Mayerhofer

We propose explicit expressions for the form factors, including their normalization constants, of topologically charged (or soliton-creating) operators in the sine-Gordon model. The normalization constants, which constitute the main content…

High Energy Physics - Theory · Physics 2009-11-07 S. Lukyanov , A. Zamolodchikov