Related papers: Orderly divergence of Levy Gamma integrals
We revisit the results on admissible transformations between normal linear systems of second-order ordinary differential equations with an arbitrary number of dependent variables under several appropriate gauges of the arbitrary elements…
We obtain regularity conditions of a new type of problems of the calculus of variations with second-order derivatives. As a corollary, we get non-occurrence of the Lavrentiev phenomenon. Our main result asserts that autonomous integral…
We derive sufficient conditions for the convex and monotonic g-stochastic ordering of diffusion processes under nonlinear g-expectations and g-evaluations. Our approach relies on comparison results for forward-backward stochastic…
We construct a family of chaotic dynamical systems with explicit broad distributions, which always violate the central limit theorem. In particular, we show that the superposition of many statistically independent, identically distributed…
When quantizing Conformal Dilaton Gravity there is a conformal anomaly which starts at two loop order. This anomaly stems from evanescent operators on the divergent parts of the effective action. The general form of the finite counterterm…
Integration at a point is a new kind of integration derived from integration over an interval in infinitesimal and infinity domains which are spaces larger than the reals. Consider a continuous monotonic divergent function that is…
Ordinary differential equations (ODEs) and ordinary difference systems (O$\Delta$Ss) invariant under the actions of the Lie groups $\mathrm{SL}_x(2)$, $\mathrm{SL}_y(2)$ and $\mathrm{SL}_x(2)\times\mathrm{SL}_y(2)$ of projective…
We study the convergence of certain subseries of the harmonic series corresponding to increasing sequences of integers whose digits in a certain base are not uniformly distributed. We also discuss the case of irregular sequences, where the…
We study the distributional behavior of additive arithmetic functions evaluated at integers drawn from the harmonic distribution. Our main result shows that a broad family of such functions converges in law to conditioned Dickman-type…
The "typical" asymptotic behavior of the weighted sums of independent random vectors in $k$-dimensional space is considered. It is shown that in this case the rate of convergence in the multivariate central limit theorem is of order…
In this paper we develop tools for studying limit theorems by means of convexity. We establish bounds for the discrepancy in total variation between probability measures $\mu$ and $\nu$ such that $\nu$ is log-concave with respect to $\mu$.…
For a family of infinite-dimensional diffusions with degenerate noise, we develop a modified $\Gamma$ calculus on finite-dimensional projections of the equation in order to produce explicit functional inequalities that can be scaled to…
The theory of normal variance mixture distributions is used to provide elementary derivations of closed-form expressions for the definite integrals $\int_0^\infty x^{-2\nu}\cos(bx)\gamma(\nu,\alpha x^2)\,\mathrm{d}x$ (for $\nu>1/2$, $b>0$…
There is a duality theory connecting certain stochastic orderings between cumulative distribution functions F_1,F_2 and stochastic orderings between their inverses F_1^(-1),F_2^(-1). This underlies some theories of utility in the case of…
This paper deals with the problem of outliers in high frequency observation data from diffusion processes. Robust estimation methods are needed because the inclusion of outliers can lead to incorrect statistical inference even in the…
Several numerical schemes are proposed for the solution of Nonequilibrium Langevin Dynamics (NELD), and the rate of convergence is analyzed. Due to the special deforming boundary conditions used, care must be taken when using standard…
We establish functional limit theorems for ergodic sums of observables with power singularities for expanding circle maps. In the regime where the observables have infinite variance, we show that when rescaled by $N^{1/s}(\ln N)^\alpha$,…
The aim of this work is to obtain new inequalities for the variable symmetric division deg index $SDD_\alpha(G) = \sum_{uv \in E(G)} (d_u^\alpha/d_v^\alpha+d_v^\alpha/d_u^\alpha)$, and to characterize graphs extremal with respect to them.…
We study mod-$\varphi$ convergence of several probability distributions on the set of positive integers that involve Stirling numbers of both kinds and, as a consequence, derive various limit theorems for these distributions. We also derive…
A sequential importance sampling algorithm is developed for the distribution that results when a matrix of independent, but not identically distributed, Bernoulli random variables is conditioned on a given sequence of row and column sums.…