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Related papers: Geometric quantile-based measures of multivariate …

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Recently, expectile-based measures of skewness akin to well-known quantile-based skewness measures have been introduced, and it has been shown that these measures possess quite promising properties (Eberl and Klar, 2021, 2020). However, it…

Statistics Theory · Mathematics 2022-05-18 Andreas Eberl , Bernhard Klar

In this paper we propose a family of multivariate asymmetric distributions over an arbitrary subset of set of real numbers which is defined in terms of the well-known elliptically symmetric distributions. We explore essential properties,…

Methodology · Statistics 2024-09-02 Roberto Vila , Helton Saulo , Leonardo Santos , João Monteiros , Felipe Quintino

The uncertainty relation is a distinctive characteristic of quantum theory. The uncertainty is essentially rooted in quantum states. In this work we regard the uncertainty as an intrinsic property of quantum state and characterize it…

Quantum Physics · Physics 2024-05-31 Ming-Jing Zhao , Yuanhong Tao

This paper offers a mathematical invention that shows how to convert integrated quantiles, which often appear in risk measures, into integrated cumulative distribution functions, which are technically more tractable from various…

Risk Management · Quantitative Finance 2023-04-26 Yunran Wei , Ricardas Zitikis

A new class of weighted spectral geometric means has recently been introduced. In this paper, we present its inequalities in terms of the L\"{o}wner order, operator norm, and trace. Moreover, we establish a log-majorization relationship…

Quantum Algebra · Mathematics 2025-01-03 Miran Jeong , Sejong Kim , Tin-Yau Tam

One dimensional metrical geometry may be developed in either an affine or projective setting over a general field using only algebraic ideas and quadratic forms. Some basic results of universal geometry are already present in this…

Metric Geometry · Mathematics 2007-05-23 N J Wildberger

The article is devoted to a new type of measures which are hypercomplex generalizations of Gaussian-type measures. The considered such measures are related with solutions of high order hyperbolic PDEs and related Markov processes. Their…

Probability · Mathematics 2018-12-18 S. V. Ludkowski

The goal of this research is to derive an approach to assess uncertainty in an arbitrary volume conditioned by sampling data, without using geostatistical simulation. We have accomplished this goal by deriving an numerical tool suitable for…

Methodology · Statistics 2019-07-22 Alvaro I. Riquelme , Julian M. Ortiz

Under the formalism of annealed averaging of the partition function, a type of random multifractal measures with their multipliers satisfying exponentially distributed is investigated in detail. Branching emerges in the curve of generalized…

Adaptation and Self-Organizing Systems · Physics 2009-10-31 Wei-Xing Zhou , Zun-Hong yu

In this paper, we introduce quantile coherency to measure general dependence structures emerging in the joint distribution in the frequency domain and argue that this type of dependence is natural for economic time series but remains…

Statistics Theory · Mathematics 2018-12-31 Jozef Baruník , Tobias Kley

The uncertainty or the variability of the data may be treated by considering, rather than a single value for each data, the interval of values in which it may fall. This paper studies the derivation of basic description statistics for…

Computation · Statistics 2008-12-18 Marie Chavent , Jérôme Saracco

We study correlation measures for complex systems. First, we investigate some recently proposed measures based on information geometry. We show that these measures can increase under local transformations as well as under discarding…

Adaptation and Self-Organizing Systems · Physics 2012-04-20 Tobias Galla , Otfried Gühne

In this paper we consider one parameter generalizations of some non - symmetric divergence measures. Measures are \textit{relative information}, $\chi ^2 - $\textit{divergence}, \textit{relative J-divergence}, \textit{relative…

Statistics Theory · Mathematics 2007-06-13 Inder Jeet Taneja , Pranesh Kumar

The so-called spectral dimension is a scale-dependent number associated with both geometries and field theories that has recently attracted much attention, driven largely though not exclusively by investigations of causal dynamical…

High Energy Physics - Theory · Physics 2011-12-12 Thomas P. Sotiriou , Matt Visser , Silke Weinfurtner

Properties of weighted averages are studied for the general case that the individual measurements are subject to hidden correlations and have asymmetric statistical as well as systematic errors. Explicit expressions are derived for an…

High Energy Physics - Experiment · Physics 2007-05-23 Michael Schmelling

A nonrelativistic quantum mechanical particle moving freely on a curved surface feels the effect of the nontrivial geometry of the surface through the kinetic part of the Hamiltonian, which is proportional to the Laplace-Beltrami operator,…

Quantum Physics · Physics 2018-10-09 Neslihan Oflaz , Ali Mostafazadeh , Mehrdad Ahmady

Multivariance of geometry means that at the point $P_{0}$ there exist many vectors $P_{0}P_{1}$, $\P_{0}P_{2}$,... which are equivalent (equal) to the vector $\Q_{0}Q_{1}$ at the point $Q_{0}$, but they are not equivalent between…

General Physics · Physics 2007-12-11 Yuri A. Rylov

This is a short survey paper, partly meant as a research announcement. Its purpose is to highlight some aspects of the interplay between quantales, inverse semigroups, and groupoids. Many of the results mentioned have not yet been presented…

Category Theory · Mathematics 2007-05-23 Pedro Resende

Kurtosis minus squared skewness is bounded from below by 1, but for unimodal distributions this parameter is bounded by 189/125. In some applications it is natural to compare distributions by comparing their kurtosis-minus-squared-skewness…

Statistics Theory · Mathematics 2023-12-12 Chris A. J. Klaassen , Bert van Es

We study diffusion processes in anomalous spacetimes regarded as models of quantum geometry. Several types of diffusion equation and their solutions are presented and the associated stochastic processes are identified. These results are…

High Energy Physics - Theory · Physics 2015-03-20 Gianluca Calcagni
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