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We consider harmonic measures that arise from random walks on the mapping class group determined by probability distributions that have finite first moment with respect to the Teichmuller metric, and whose supports generate non-elementary…

Geometric Topology · Mathematics 2020-10-08 Aitor Azemar , Vaibhav Gadre , Luke Jeffreys

High-dimensional vector autoregression with measurement error is frequently encountered in a large variety of scientific and business applications. In this article, we study statistical inference of the transition matrix under this model.…

Methodology · Statistics 2020-09-18 Xiang Lyu , Jian Kang , Lexin Li

We describe a short, reproducible workflow for applying finite differences on nonuniform grids determined by a positive weight function g. The grid is obtained by equidistribution, mapping uniform computational coordinates $\xi\in[0,1]$ to…

Numerical Analysis · Mathematics 2025-08-06 Mário B. Amaro

To simultaneously overcome the limitation of the Gini index in that it is less sensitive to inequality at the tails of income distribution and the limitation of the inter-decile ratios that ignore inequality in the middle of income…

General Economics · Economics 2022-01-03 Thitithep Sitthiyot , Kanyarat Holasut

Socio-economic inequality is measured using various indices. The Gini ($g$) index, giving the overall inequality is the most commonly used, while the recently introduced Kolkata ($k$) index gives a measure of $1-k$ fraction of population…

General Finance · Quantitative Finance 2016-11-07 Arnab Chatterjee , Asim Ghosh , Bikas K Chakrabarti

With the advancement of generative models, the assessment of generated images becomes more and more important. Previous methods measure distances between features of reference and generated images from trained vision models. In this paper,…

Computer Vision and Pattern Recognition · Computer Science 2024-04-10 Jaehui Hwang , Junghyuk Lee , Jong-Seok Lee

The accelerated weight histogram (AWH) algorithm is an iterative extended ensemble algorithm, developed for statistical physics and computational biology applications. It is used to estimate free energy differences and expectations with…

Probability · Mathematics 2021-09-10 Henrik Hult , Guo-Jhen Wu

"The rich are getting richer" implies that the population income distributions are getting more right skewed and heavily tailed. For such distributions, the mean is not the best measure of the center, but the classical indices of income…

Methodology · Statistics 2023-08-08 Vytaras Brazauskas , Francesca Greselin , Ricardas Zitikis

Phase-amplitude coupling is a phenomenon observed in several neurological processes, where the phase of one signal modulates the amplitude of another signal with a distinct frequency. The modulation index (MI) is a common technique used to…

Methodology · Statistics 2023-10-10 Marco Antonio Pinto-Orellana , Hernando Ombao , Beth Lopour

The underlying idea behind the construction of indices of economic inequality is based on measuring deviations of various portions of low incomes from certain references or benchmarks, that could be point measures like population mean or…

Methodology · Statistics 2015-08-04 Francesca Greselin , Ricardas Zitikis

We investigate the detailed dynamics of multidimensional Hamiltonian systems by studying the evolution of volume elements formed by unit deviation vectors about their orbits. The behavior of these volumes is strongly influenced by the…

Chaotic Dynamics · Physics 2019-08-19 Ch. Skokos , T. C. Bountis , Ch. Antonopoulos

We prove the scale invariant Elliptic Harnack Inequality (EHI) for non-negative harmonic functions on ${\mathbb{Z}}^d$. The purpose of this note is to provide a simplified self-contained probabilistic proof of EHI in ${\mathbb{Z}}^d$ that…

Probability · Mathematics 2023-01-25 Siva Athreya , Nitya Gadhiwala , Ritvik R. Radhakrishnan

Bayesian phylogenetic methods are generating noticeable enthusiasm in the field of molecular systematics. Many phylogenetic models are often at stake and different approaches are used to compare them within a Bayesian framework. The Bayes…

Computation · Statistics 2010-06-22 Serena Arima , Luca Tardella

We show that the heterogeneity index, which was proposed by Hu and Wang (Physica A 2008 387 3769), can be used to describe the disparity of the cooperation sharing or competition gain distributions that is very important for the…

Physics and Society · Physics 2009-11-03 Xu Xiu-Lian , Fu Chun-Hua , Liu Ai-Fen , He Da-Ren

Citation distributions are lognormal. We use 30 lognormally distributed synthetic series of numbers that simulate real series of citations to investigate the consistency of the h index. Using the lognormal cumulative distribution function,…

Digital Libraries · Computer Science 2021-01-11 Ricardo Brito , Alonso Rodríguez Navarro

In practice, there often exist unobserved variables, also termed hidden variables, associated with both the response and covariates. Existing works in the literature mostly focus on linear regression with hidden variables. However, when the…

Methodology · Statistics 2025-09-03 Inbeom Lee , Yang Ning

The Ising model is important in statistical modeling and inference in many applications, however its normalizing constant, mean number of active vertices and mean spin interaction -- quantities needed in inference -- are computationally…

Methodology · Statistics 2024-01-23 Alejandro Murua-Sazo , Ranjan Maitra

The initial-boundary value problem for an infinite one-dimensional chain of harmonic oscillators on the half-line is considered. The large time asymptotic behavior of solutions is studied. The initial data of the system are supposed to be a…

Mathematical Physics · Physics 2018-07-24 T. V. Dudnikova

We introduce a maximal inequality for a local empirical process under strongly mixing data. Local empirical processes are defined as the (local) averages $\frac{1}{nh}\sum_{i=1}^n \mathbf{1}\{x - h \leq X_i \leq x+h\}f(Z_i)$, where $f$…

Econometrics · Economics 2023-07-06 Luis Alvarez , Cristine Pinto

The Robust Effect Size Index (RESI) is a recently proposed standardized effect size to quantify association strength across models. However, its confidence interval construction has relied on computationally intensive bootstrap procedures.…

Methodology · Statistics 2026-01-28 Xinyu Zhang , Rachael Muscatello , Megan Jones , Blythe Corbett , Simon Vandekar