Related papers: Convergence Results for Approximation with indepen…

Given a compact metric space $X$ and a probability measure in the $\sigma-$algebra of Borel subsets of $X$, we will establish a dominated convergence theorem for ultralimits of sequences of integrable maps and apply it to deduce a…

Let $A$ be a Banach algebra and $X$ be a compact Hausdorff space. Given homomorphisms $ \sigma \in Hom(A)$ and $\tau \in Hom(C(X, A))$, we introduce induced homomorphisms $\tilde{\sigma}\in Hom(C(X, A)) $ and $\tilde{\tau}\in Hom(A)$,…

This article proposes a new index for quantifying the degree of dependence between random vectors. The index takes values in [0,1] and equals zero if and only if the random vectors are sub-independent. Unlike mere uncorrelatedness,…

Let p_n denote the persistence probability that the first n iterated partial sums of integrable, zero-mean, i.i.d. random variables X_k, are negative. We show that p_n is bounded above up to universal constant by the square root of the…

An expression of the multivariate sigma function associated with a (n,s)-curve is given in terms of algebraic integrals. As a corollary the first term of the series expansion around the origin of the sigma function is directly proved to be…

We study an unbiased estimator for the density of a sum of random variables that are simulated from a computer model. A numerical study on examples with copula dependence is conducted where the proposed estimator performs favourably in…

We introduce an amalgam type space, a subspace of $L^1(\mathbb R_+).$ Integrability results for the Fourier transform of a function with the derivative from such an amalgam space are proved. As an application we obtain estimates for the…

Let $\{U(n)\}_{n \geq 0}$ be a sequence of independent random variables such that $U(n)$ is distributed uniformly on $\{0, 1, 2 \dots n\}$. The Ulam-Kac adder is the history-dependent random sequence defined by $X_{n + 1} = X_{n} +…

We compute the number of $\mathcal{X}$-variables (also called coefficients) of a cluster algebra of finite type when the underlying semifield is the universal semifield. For classical types, these numbers arise from a bijection between…

Equipping the probability space with a local Dirichlet form with square field operator $\Gamma$ and generator $A$ allows to improve Monte Carlo computations of expectations, densities, and conditional expectations, as soon as we are able to…

Let $F$ be a quadratic form in four variables, let $m\in\mathbb{N}$ and let $\mathbf{k}\in \mathbb{Z}^4$. We count integer solutions to $F(\mathbf{x})=0$ with $\mathbf{x}\equiv \mathbf{k}\:\mathrm{mod}(m)$. One can compare this to the…

We present a graph-theoretic model for dynamical systems $(X,\sigma)$ given by a surjective local homeomorphism $\sigma$ on a totally disconnected compact metrizable space $X$. In order to make the dynamics appear explicitly in the graph,…

We introduce the ARCH-m(X) model, a semiparametric extension of the ARCH-X framework in which the effect of a multivariate exogenous covariate vector X on the conditional variance is modeled through an unknown nonparametric function m(),…

This paper is part of series on self-contained papers in which a large part, if not the full extent, of the asymptotic limit theory of summands of independent random variables is exposed. Each paper of the series may be taken as review…

Let X be a second countable locally compact Abelian group. Let $\xi_1, \xi_2$ be independent random variables with values in the group X and distributions $\mu_1, \mu_2$ such that the sum $\xi_1+\xi_2$ and the difference $\xi_1-\xi_2$ are…

This note provides a basic description of subgaussianity, by defining $(\sigma, \rho)$-subgaussian random variables $X$ ($\sigma>0, \rho>0$) as those satisfying $\mathbb{E}(\exp(\lambda X))\leq \rho\exp(\frac{1}{2}\sigma^2\lambda^2)$ for…

The sum of correlated gamma random variables appears in the analysis of many wireless communications systems, e.g. in systems under Nakagami-m fading. In this Letter we obtain exact expressions for the probability density function (PDF) and…

We present an analytic method for computing the moments of a sum of independent and identically distributed random variables. The limiting behavior of these sums is very important to statistical theory, and the moment expressions that we…

Let $X$ be an irreducible shift of finite type (SFT) of positive entropy, and let $B_n(X)$ be its set of words of length $n$. Define a random subset $\omega$ of $B_n(X)$ by independently choosing each word from $B_n(X)$ with some…

Assume that X is a metrizable separable space, and each clopen-valued lower semicontinuous multivalued map Phi from X to Q has a continuous selection. Our main result is that in this case, X is a sigma-space. We also derive a partial…