Related papers: Quantile characterization of univariate unimodalit…
On the basis of the Kac formula of the characteristic function of the random variable defined by values of the quadratic functional $J_T [w]$ on trajectories of the standard Wiener process $\{w\}$, the method of its distribution density is…
We devise a method to certify nonclassical features via correlations of phase-space distributions by unifying the notions of quasiprobabilities and matrices of correlation functions. Our approach complements and extends recent results that…
It is well known that the product of two independent regularly varying random variables with the same tail index is again regularly varying with this index. In this paper, we provide sharp sufficient conditions for the regular variation…
The $n$th partial sum of an analytic function $f(z)=z+\sum_{k=2}^\infty a_k z^k$ is the polynomial $f_n(z):=z+\sum_{k=2}^n a_k z^k$. A survey of the univalence and other geometric properties of the $n$th partial sum of univalent functions…
The cumulative distribution and quantile functions for the one-sided one sample Kolmogorov-Smirnov probability distributions are used for goodness-of-fit testing. While the Smirnov-Birnbaum-Tingey formula for the CDF appears straight…
Co lombeau's construction of generalized functions (in its special variant) is extended to a theory of generalized sections of vector bundles. As particular cases, generalized tensor analysis and exterior algebra are studied. A point value…
We introduce the notion of symmetric covariation, which is a new measure of dependence between two components of a symmetric $\alpha$-stable random vector, where the stability parameter $\alpha$ measures the heavy-tailedness of its…
It is argued that to arrive at a quantitative description of the surface tension of a liquid drop as a function of its inverse radius, it is necessary to include the bending rigidity k and Gaussian rigidity k_bar in its description. New…
The volume of a Cartier divisor is an asymptotic invariant, which measures the rate of growth of sections of powers of the divisor. It extends to a continuous, homogeneous, and log-concave function on the whole N\'eron--Severi space, thus…
The probability density quantile (pdQ) carries essential information regarding shape and tail behavior of a location-scale family. Convergence of repeated applications of the pdQ mapping to the uniform distribution is investigated and new…
We study a new class of so-called quasi-infinitely divisible laws, which is a wide natural extension of the well known class of infinitely divisible laws through the L\'evy--Khinchine type representations. We are interested in criteria of…
We consider unimodality and related properties of f-vectors of polytopes in various dimensions. By a result of Kalai (1988), f-vectors of 5-polytopes are unimodal. In higher dimensions much less can be said; we give an overview on current…
The paper considers multivariate discrete random sums with equal number of summands. Such distributions describe the total claim amount received by a company in a fixed time point. In Queuing theory they characterize cumulative waiting…
We obtain a formula for the density of the free convolution of an arbitrary probability measure on the unit circle of $\mathbb{C}$ with the free multiplicative analogues of the normal distribution on the unit circle. This description relies…
For nonnegative random variables with finite means we introduce an analogous of the equilibrium residual-lifetime distribution based on the quantile function. This allows to construct new distributions with support (0,1), and to obtain a…
In this paper I introduce quantile spectral densities that summarize the cyclical behavior of time series across their whole distribution by analyzing periodicities in quantile crossings. This approach can capture systematic changes in the…
A standard method to obtain information on a quantum state is to measure marginal distributions along many different axes in phase space, which forms a basis of quantum state tomography. We theoretically propose and experimentally…
Certain countably and finitely additive measures can be associated to a given nonnegative supermartingale. Under weak assumptions on the underlying probability space, existence and (non)uniqueness results for such measures are proven.
An intermittent nonlinear map generating subdiffusion is investigated. Computer simulations show that the generalized diffusion coefficient of this map has a fractal, discontinuous dependence on control parameters. An amended continuous…
Quantum theory can be regarded as a non-commutative generalization of classical probability. From this point of view, one expects quantum dynamics to be analogous to classical conditional probabilities. In this paper, a variant of the…