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For a random vector X in R^n, we obtain bounds on the size of a sample, for which the empirical p-th moments of linear functionals are close to the exact ones uniformly on an n-dimensional convex body K. We prove an estimate for a general…
We obtain new closed-form formulas for the moments and absolute moments of the variance-gamma distribution. We thus deduce new formulas for the moments and absolute moments of the product of two correlated zero mean normal random variables.
A new classification of real functions and other related real objects defined within a compact interval is proposed. The scope of the classification includes normal real functions and distributions in the sense of Schwartz, referred to…
In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…
A space of entire functions of several complex variables rapidly decreasing on ${\mathbb R}^n$ and such that their growth along $i{\mathbb R}^n$ is majorized with a help of a family of weight functions (not radial in general) is considered…
Moment matching is an easy-to-implement and usually effective method to reduce variance of Monte Carlo simulation estimates. On the other hand, there is no guarantee that moment matching will always reduce simulation variance for general…
We consider one-parameter families of quadratic-phase integral transforms which generalize the fractional Fourier transform. Under suitable regularity assumptions, we characterize the one-parameter groups formed by such transforms.…
First we recall a method of computing scalar products of eigenfunctions of a Sturm-Liouville operator. This method is then applied to Macdonald and Gegenbauer functions, which are eigenfunctions of the Bessel, resp. Gegenbauer operators.…
We develop a general assumption-lean framework for constructing uniformly valid confidence sets for functionals defined by moment equalities, referred to as $Z$-functionals. Our approach combines self-normalized statistics with a test…
We study the random sampling of the short-time Fourier transform of functions that are localized in a compact region in the time-frequency plane. We follow the approach introduced by Bass and Gr\"ochenig for band-limited functions, and show…
A stationary distribution function that describes the entire processes of propagation of relativistic particles, including the transition between the ballistic and diffusion regimes, is obtained. The spacial component of the constructed…
Let $M$ be a Riemmanian manifold with bounded geometry. We consider a generalization of Paley-Wiener functions and Lagrangian splines on $M$. An analog of the Paley-Wiener theorem is given. We also show that every Paley-Wiener function on a…
Context: Two-point correlation functions are used throughout cosmology as a measure for the statistics of random fields. When used in Bayesian parameter estimation, their likelihood function is usually replaced by a Gaussian approximation.…
The determination of the time averages of continuous functions, or discrete time sequences is important for various problems in physics and engineering, and the generalized final-value theorems of the Laplace and z-transforms, relevant to…
Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…
We put forward a functional renormalisation group approach for the direct computation of real time correlation functions, also applicable at finite temperature and density. We construct a general class of regulators that preserve the…
A robust and streamlined method is presented for efficiently extracting spectral diffusion from two-dimensional coherent spectra by employing the projection-slice theorem. The method is based on the optical Bloch equations for a single…
For a spectrally negative L\'evy process, scale functions appear in the solution of two-sided exit problems, and in particular in relation with the Laplace transform of the first time it exits a closed interval. In this paper, we consider…
We are interested in computing the spectral measure of Laplacean operators in Paley-Wiener space, the Hilbert space of all square integrable functions having Fourier transforms supported in a compact set $K$, the closure of an open bounded…
This paper presents some results on a well-known problem in Algebraic Signal Sampling and in other areas of applied mathematics: reconstruction of piecewise-smooth functions from their integral measurements (like moments, Fourier…