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We study the distribution P(\omega) of the random variable \omega = x_1/(x_1 + x_2), where x_1 and x_2 are the wealths of two individuals selected at random from the same tempered Paretian ensemble characterized by the distribution \Psi(x)…
We introduce an harmonic analysis for iterated function systems (IFS) (X, mu) which is based on a Markov process on certain paths. The probabilities are determined by a weight function W on X. From W we define a transition operator R_W…
A classical approach for the analysis of the longtime behavior of Markov processes is to consider suitable Lyapunov functionals like the variance or more generally $\Phi$-entropies. Via purely analytic arguments it can be shown that these…
Let $\alpha:[0,1]\to [0,1]$ be a measurable function. It was proved by P. Marchal \cite{Mar15} that the function $$ \phi^{(\alpha)}(\lambda):=\exp\left[ \int_0^1\frac{\lambda-1}{1+(\lambda-1)x}\,\alpha(x)\,d x \right],\quad \lambda>0 $$ is…
We give stationary estimates for the derivative of the expectation of a non-smooth function of bounded variation f of the workload in a G/G/1/$\infty$ queue, with respect to a parameter influencing the distribu- tion of the input process.…
Let $[a,b]\subset\mathbb{R}$ be a non empty and non singleton closed interval and $P=\{a=x_0<\cdots<x_n=b\}$ is a partition of it. Then $f:I\to\mathbb{R}$ is said to be a function of $r$-bounded variation, if the expression…
We consider a remote source coding problem subject to a {distortion function}. Contrary to the use of the classical separable distortion criterion, herein we consider the more general, $f$-separable distortion measure and study its…
We obtain the following results. For any prime $q$ the minimal Hamming distance between distinct regular $q$-ary bent functions of $2n$ variables is equal to $q^n$. The number of $q$-ary regular bent functions at the distance $q^n$ from the…
If inflation is to be considered in an unbiased way, as possibly originating from one of a wide range of underlying theories, then observations need not be simply applied to reconstructing the inflaton potential, V(\phi), or a specific…
We investigate the Large Deviations properties of bootstrapped empirical measure with exchangeable weights. Our main result shows in great generality how the resulting rate function combines the LD properties of both the sample weights and…
Consider a measure-preserving transition kernel $T$ on an arbitrary probability space $(\mathbb X,\mathcal cA,\pi)$. In this level of generality, we prove that a one-step hyper-contractivity estimate of the form $\|T\|_{p\to q}\le 1$ with…
In this paper, we use a biorthogonal approach (Appell system) to construct and characterize the spaces of test and generalized functions associated to the fractional Poisson measure $\pi_{\lambda,\beta}$, that is, a probability measure in…
This work provides a systematic study of the variational properties of decomposable functions which are compositions of an outer support function and an inner smooth mapping under certain constraint qualifications. A particular focus is put…
We consider distributed detection problems over adaptive networks, where dispersed agents learn continually from streaming data by means of local interactions. The simultaneous requirements of adaptation and cooperation are achieved by…
In this paper we investigate the functional equation \[ \varphi \left( \frac{x+y}{2} \right) \left( \psi_1(x) - \psi_2(y) \right) = 0 \hspace{20mm} \left( \mbox{ for all } x \in I_1 \mbox{ and } y \in I_2 \right) \] where $ I_1 \,, I_2 $…
We analyse and explain the increased generalisation performance of iterate averaging using a Gaussian process perturbation model between the true and batch risk surface on the high dimensional quadratic. We derive three phenomena…
This paper studies a large class of continuous functions $f:[0,1]\to\mathbb{R}^d$ whose range is the attractor of an iterated function system $\{S_1,\dots,S_{m}\}$ consisting of similitudes. This class includes such classical examples as…
Error bounds are derived for sampling and estimation using a discretization of an intrinsically defined Langevin diffusion with invariant measure $\text{d}\mu_\phi \propto e^{-\phi} \mathrm{dvol}_g $ on a compact Riemannian manifold. Two…
The Airy$_\beta$ point process, $a_i \equiv N^{2/3} (\lambda_i-2)$, describes the eigenvalues $\lambda_i$ at the edge of the Gaussian $\beta$ ensembles of random matrices for large matrix size $N \to \infty$. We study the probability…
With a graph $G=(V,E)$ we associate a collection of non-negative real weights $\cup_{v\in V}{\lambda_{i,v}:1\leq i \leq m} \cup \cup_{uv \in E} {\lambda_{ij,uv}:1\leq i \leq j \leq m}$. We consider the probability distribution on…