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In this note we present some of the most basic aspects of the fractional Laplacean with a self-contained and purely didactic intent, and with a somewhat different slant from the several excellent existing references. Given the interest that…
Conditional Kendall's tau is a measure of dependence between two random variables, conditionally on some covariates. We assume a regression-type relationship between conditional Kendall's tau and some covariates, in a parametric setting…
Expectiles are statistical parameters which also provide a class of sublinear risk measures in finance. They are solutions of continuous optimization problems. The corresponding first order condition provides two different fixed point…
Triangular distributions are a well-known class of distributions that are often used as an elementary example of a probability model. Maximum likelihood estimation of the mode parameter of the triangular distribution over the unit interval…
Quadratic irrationals posses a periodic continued fraction expansion. Much less is known about cubic irrationals. We do not even know if the partial quotients are bounded, even though extensive computations suggest they might follow…
Expressions are given for the truncated fractional moments $E X_+^p$ of a general stable law. These involve families of special functions that arose out of the study of multivariate stable densities and probabilities. As a particular case,…
In this paper we prove exponential inequalities (also called Bernstein's inequality) for fractional martingales. As an immediate corollary, we will discuss weak law of large numbers for fractional martingales under divergence assumption on…
In a partially ordered semigroup with the duality (or polarity) transform, it is possible to define a generalisation of continued fractions. General sufficient conditions for convergence of continued fractions with deterministic terms are…
Recently, a new measure of information called extropy has been introduced by Lad, Sanfilippo and Agr\`o as the dual version of Shannon entropy. In the literature, Tsallis introduced a measure for a discrete random variable, named Tsallis…
We consider the problem of distribution-free predictive inference, with the goal of producing predictive coverage guarantees that hold conditionally rather than marginally. Existing methods such as conformal prediction offer marginal…
This short note provides a new and simple proof of the convergence rate for Peng's law of large numbers under sublinear expectations, which improves the corresponding results in Song [15] and Fang et al. [3].
We review the recent generalized fractional calculus of variations. We consider variational problems containing generalized fractional integrals and derivatives and study them using indirect methods. In particular, we provide necessary…
Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two…
We discuss some conjectural inequalities that are related to singular integrals, martingales, quasiconformal mappings, and the calculus of variations. Specifically, we present evidence for a conjecture of Iwaniec concerning the best…
In this paper we derive an upper bound for the difference between the continuous and discrete Piterbarg constants. Our result allows us to approximate the classical Piterbarg constants by their discrete counterparts using Monte Carlo…
We establish bounds on the probability that two different agents, who share an initial opinion expressed as a probability distribution on an abstract probability space, given two different sources of information, may come to radically…
This paper is motivated by the questions of how to give the concept of probability an adequate real-world meaning, and how to explain a certain type of phenomenon that can be found, for instance, in Ellsberg's paradox. It attempts to answer…
These lecture notes consist of three chapters. In the first chapter we present oracle inequalities for the prediction error of the Lasso and square-root Lasso and briefly describe the scaled Lasso. In the second chapter we establish…
Fractional generalization of an exterior derivative for calculus of variations is defined. The Hamilton and Lagrange approaches are considered. Fractional Hamilton and Euler-Lagrange equations are derived. Fractional equations of motion are…
Talagrand conjectured that if a family of sets $\mathcal{F}$ over $X = \{ 1,2,\cdots, N \}$ is of large measure, then constant times of unions of sets in $\mathcal{F}$ will cover a large portion of the power set of $X$. This conjecture is a…