Related papers: Means of a Dirichlet process and multiple hypergeo…
The Multilevel Monte Carlo (MLMC) approach usually works well when estimating the expected value of a quantity which is a Lipschitz function of intermediate quantities, but if it is a discontinuous function it can lead to a much slower…
We introduce a theory of probability in $\lambda$-rings designed to efficiently describe random variables valued in multisets of complex numbers, varieties over a field, or other similar enriched settings. A key role is played by the…
Hypergeometric functions of one and many variables play an important role in various branches of modern physics and mathematics. Often we have hypergeometric functions with indices linear dependent on a small parameter with respect to which…
A mean-field-type limit from stochastic moderately interacting many-particle systems with singular Riesz potential is performed, leading to nonlocal porous-medium equations in the whole space. The nonlocality is given by the inverse of a…
We give a extensive account of a recent new way of applying the Dirichlet form theory to random Poisson measures. The main application is to obtain existence of density for thelaws of random functionals of L\'evy processes or solutions of…
We consider the problem of drawing samples from posterior distributions formed under a Dirichlet prior and a truncated multinomial likelihood, by which we mean a Multinomial likelihood function where we condition on one or more counts being…
The study of multidimensional stochastic processes involves complex computations in intricate functional spaces. In particular, the diffusion processes, which include the practically important Gauss-Markov processes, are ordinarily defined…
This paper analyzes a popular loss function used in machine learning called the log-cosh loss function. A number of papers have been published using this loss function but, to date, no statistical analysis has been presented in the…
By using the matrix formulation of the two-step approach to distributions of patterns in random sequences, recurrence and explicit formulas for the generating functions of successions in random permutations of arbitrary multisets are…
In many applications in biology, engineering and economics, identifying similarities and differences between distributions of data from complex processes requires comparing finite categorical samples of discrete counts. Statistical…
Ferguson's Dirichlet process plays an important role in nonparametric Bayesian inference. Let $P_a$ be the Dirichlet process in $\mathbb{R}$ with a base probability measure $H$ and a concentration parameter $a>0.$ In this paper, we show…
Finding the mean square averages of the Dirichlet $L$-functions over Dirichlet characters $\chi$ of same parity is an active problem in number theory. Here we explicitly evaluate such averages of $L(3,\chi)$ and $L(4,\chi)$ using certain…
"Murmurations" are a recently-discovered type of fine structure in sums of Dirichlet coefficients averaged over families of $L$-functions. The root cause of this phenomenon remains mysterious. In the present paper, we demonstrate how…
The dimension-free Harnack inequality and uniform heat kernel upper/lower bounds are derived for a class of infinite-dimensional GEM processes, which was introduced in \cite{FW} to simulate the two-parameter GEM distributions. In…
We devise heuristics using multiple Dirichlet series to predict asymptotic formulas for shifted moments of (1) the family of Dirichlet $L$-functions of all even primitive characters of conductor $\leq Q$, with $Q$ a parameter tending to…
We consider the joint value distribution of Dirichlet $L$-functions in the critical strip $\frac{1}{2} < \sigma < 1$. We show that the values of distinct Dirichlet $L$-functions are dependent in the sense that they do not behave like…
Fundamental solutions for a class of multidimensional elliptic equations with several singular coefficients were constructed recently. These fundamental solutions are directly connected with multiple Lauricella hypergeometric function and…
We study a Dirichlet--Ferguson process $\zeta$ on a general phase space. First we reprove the chaos expansion from Peccati (2008), providing an explicit formula for the kernel functions. Then we proceed with developing a Malliavin calculus…
The paper considers a universal approach that allows one to quite simply obtain nonlinear asymptotic estimates of various summation functions. It is shown the application of this approach to the asymptotic estimation of divergent Dirichlet…
The finite Dirichlet series from the title are defined by the condition that they vanish at as many initial zeroes of the zeta function as possible. It turned out that such series can produce extremely good approximations to the values of…