Related papers: Frostman random variables, entropy inequalities, a…
An analog of the Falconer distance problem in vector spaces over finite fields asks for the threshold $\alpha>0$ such that $|\Delta(E)| \gtrsim q$ whenever $|E| \gtrsim q^{\alpha}$, where $E \subset {\Bbb F}_q^d$, the $d$-dimensional vector…
We perform Transition matrix Monte Carlo simulations to evaluate the entropy of rhombus tilings with fixed polygonal boundaries and 2D-fold rotational symmetry. We estimate the large-size limit of this entropy for D=4 to 10. We confirm…
We study a novel class of affine invariant and consistent tests for multivariate normality. The tests are based on a characterization of the standard $d$-variate normal distribution by means of the unique solution of an initial value…
In this mainly expository paper we present a detailed proof of several results contained in a paper by M. Bertelson and M. Gromov on Dynamical Morse Entropy. This is an introduction to the ideas presented in that work. Suppose $M$ is…
The discrete Chebyshev polynomials $t_n(x,N)$ are orthogonal with respect to a distribution, which is a step function with jumps one unit at the points $x=0,1,\cdots, N-1$, $N$ being a fixed positive integer. By using a double integral…
The paper is devoted to discretization of integral norms of functions from a given finite dimensional subspace. Even though this problem is extremely important in applications, its systematic study has begun recently. In this paper we…
Following our previous work on copula-based nonsymmetric dependence measures, we introduce similar measures for discrete random variables. The measures cover the range between two extremes: independence and complete dependence, which take…
We propose and analyze a generalized splitting method to sample approximately from a distribution conditional on the occurrence of a rare event. This has important applications in a variety of contexts in operations research, engineering,…
A fundamental problem in statistics is estimating the shape matrix of an Elliptical distribution. This generalizes the familiar problem of Gaussian covariance estimation, for which the sample covariance achieves optimal estimation error.…
The Fisher-Snedecor $\mathcal{F}$ distribution has been recently proposed as a more accurate and mathematically tractable composite fading model than traditional established models in some practical cases. In this paper, we firstly derive…
The Hartman-Watson distribution with density $f_r(t)$ is a probability distribution defined on $t \geq 0$ which appears in several problems of applied probability. The density of this distribution is expressed in terms of an integral…
Estimating the entropy of a discrete random variable is a fundamental problem in information theory and related fields. This problem has many applications in various domains, including machine learning, statistics and data compression. Over…
We explore some properties of the conditional distribution of an i.i.d. sample under large exceedances of its sum. Thresholds for the asymptotic independance of the summands are observed, in contrast with the classical case when the…
Original paper: We revisit the probability that any two consecutive events in a Poisson process N on [0,t] are separated by a time interval which is greater than s(<t) (a particular scan statistic probability), and the closely related…
Nested nonparametric processes are vectors of random probability measures widely used in the Bayesian literature to model the dependence across distinct, though related, groups of observations. These processes allow a two-level clustering,…
The time decay of fully discrete finite-volume approximations of porous-medium and fast-diffusion equations with Neumann or periodic boundary conditions is proved in the entropy sense. The algebraic or exponential decay rates are computed…
We investigate, via computer simulations, the time evolution of the (Boltzmann) entropy of a dense fluid not in local equilibrium. The macrovariables $M$ describing the system are the (empirical) particle density $f=\{f(\un{x},\un{v})\}$…
This paper establishes the asymptotic independence between the quadratic form and maximum of a sequence of independent random variables. Based on this theoretical result, we find the asymptotic joint distribution for the quadratic form and…
We classify the polynomials $f(x,y) \in \mathbb R[x,y]$ such that given any finite set $A \subset \mathbb R$ if $|A+A|$ is small, then $|f(A,A)|$ is large. In particular, the following bound holds : $|A+A||f(A,A)| \gtrsim |A|^{5/2}.$ The…
Sufficient conditions are developed, under which the compound Poisson distribution has maximal entropy within a natural class of probability measures on the nonnegative integers. Recently, one of the authors [O. Johnson, {\em Stoch. Proc.…