Related papers: Some Remarks on Commuting Probability
Suppose that $X_1,X_2,\ldots$ are a stream of independent, identically distributed Poisson random variables with mean $\mu$. This work presents a new estimate $\mu_k$ for $\mu$ with the property that the distribution of the relative error…
Frobenius companion matrices arise when we write an $n$-th order linear ordinary differential equation as a system of first order differential equations. These matrices and their transpose have very nice properties. By using the powers of…
This paper is concerned with the computation of representation matrices for the action of Frobenius to the cohomology groups of algebraic varieties. Specifically we shall give an algorithm to compute the matrices for arbitrary algebraic…
The prior distribution for the unknown model parameters plays a crucial role in the process of statistical inference based on Bayesian methods. However, specifying suitable priors is often difficult even when detailed prior knowledge is…
A general method to combine several estimators of the same quantity is investigated. In the spirit of model and forecast averaging, the final estimator is computed as a weighted average of the initial ones, where the weights are constrained…
We outline a general procedure on how to apply random positive linear operators in nonparametric estimation. As a consequence, we give explicit confidence bands and intervals for a distribution function $F$ concentrated on $[0,1]$ by means…
A stationary random sequence admits under some assumptions a representation as the sum of two others: one of them is a martingale difference sequence, and another is a so-called coboundary. Such a representation can be used for proving some…
A known result for the finite general linear group $\GL(n,\FF_q)$ and for the finite unitary group $\U(n,\FF_{q^2})$ posits that the sum of the irreducible character degrees is equal to the number of symmetric matrices in the group. Fulman…
Let $f$ be a real polynomial with irrational leading co-efficient. In this article, we derive distribution of $f(n)$ modulo one for all $n$ with at least three divisors and also we study distribution of $f(n)$ for all square-free $n$ with…
We give a new global presentation of our results on the asymptotic behavior of an iteration. This paper brings many improvements and corrections to our previous preprints on the subject. Among the applications, we use new methods to compute…
The Frobenius of a matrix $M$ with coefficients in $\bar{\mathbb F}_p$ is the matrix $\sigma(M)$ obtained by raising each coefficient to the $p$-th power. We consider the question of counting matrices with coefficients in $\mathbb F_q$…
Doubly robust estimators of causal effects are a popular means of estimating causal effects. Such estimators combine an estimate of the conditional mean of the outcome given treatment and confounders (the so-called outcome regression) with…
Let $X$ be a random variable with unknown mean and finite variance. We present a new estimator of the mean of $X$ that is robust with respect to the possible presence of outliers in the sample, provides tight sub-Gaussian deviation…
An integral formula is given representing the generalized principal Lyapunov estimate for random linear parabolic PDEs. As an application, an upper estimate of the exponent is obtained.
We present a formula for the degree of the discriminant of irreducible representations of a Lie group, in terms of the roots of the group and the highest weight of the representation. The proof uses equivariant cohomology techniques,…
We express classical, free, Boolean and monotone cumulants in terms of each other, using combinatorics of heaps, pyramids, Tutte polynomials and permutations. We completely determine the coefficients of these formulas with the exception of…
It is an old idea to replace averages of observables with respect to a complex weight by expectation values with respect to a genuine probability measure on complexified space. This is precisely what one would like to get from complex…
For cooperative random linear systems of ordinary differential equations a method is presented of obtaining lower estimates of the top Lyapunov exponent. The proofs are based on applying some polynomial Lyapunov-like function. Known…
We consider asymptotics of ratios of random characteristic polynomials associated with orthogonal polynomial ensembles. Under some natural conditions on the measure in the definition of the orthogonal polynomial ensemble we establish a…
Estimation of the mean vector and covariance matrix is of central importance in the analysis of multivariate data. In the framework of generalized linear models, usually the variances are certain functions of the means with the normal…