Related papers: L'Hospital-type rules for monotonicity and limits:…
When some treatments are ordered according to the categories of an ordinal categorical variable (e.g., extent of side effects) in a monotone order, one might be interested in knowing wether the treatments are equally effective or not. One…
We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…
Let $\mathcal{F}\subset\mathcal{M}(D)$ and let $a, b$ and $c$ be three distinct complex numbers. If, there exist a holomorphic function $h$ on $D$ and a positive constant $\rho$ such that for each $f\in\mathcal{F},$ $f$ and $f^{'}$…
We show a procedure that, given oracle access to a function $f\colon \{0,1\}^n\to\{0,1\}$, produces oracle access to a function $f'\colon \{0,1\}^{n'}\to\{0,1\}$ such that if $f$ is monotone, then $f'$ is monotone, and if $f$ is…
We extend the classical Lebesgue and Fubini differentiation theorems to functions of several variables, using the notions of joint derivative and joint monotonicity. Our first main result shows that for a function $f$ of bounded variation,…
We give some necessary and some sufficient conditions for the complete monotonicity on the negative half-line of a Mittag-Leffler function of Le Roy type. It is conjectured that the underlying positive random variable, when it exists, must…
Holderian functions have strong non-linearities, which result in singularities in the derivatives. This manuscript presents several fractional-order Taylor expansions of H\"olderian functions around points of non- differentiability. These…
In this paper we obtain new limit theorems for variational functionals of high frequency observations of stationary increments L\'evy driven moving averages. We will see that the asymptotic behaviour of such functionals heavily depends on…
An important tool to quantify the likeness of two probability measures are f-divergences, which have seen widespread application in statistics and information theory. An example is the total variation, which plays an exceptional role among…
We focus on the problem estimating a monotone trend function under additive and dependent noise. New point-wise confidence interval estimators under both short- and long-range dependent errors are introduced and studied. These intervals are…
If the hazard rate $ \frac{ F'(x) }{ 1-F(x) } $ is increasing (in $x$), then $ \mathbb E\, ( X_{n:n} - X_{n-1:n} ) $ is decreasing (in $n$), and moreover, completely monotone.
A real arithmetic function f is multiplicatively monotonous if f (mn) -- f (m) has constant sign for m, n positive integers. Properties and examples of such functions are discussed, with applications to positive hermitian…
I explain a direct approach to differentiation and integration. Instead of relying on the general notions of real numbers, limits and continuity, we treat functions as the primary objects of our theory, and view differentiation as division…
A differentiable function is pseudoconvex if and only if its restrictions over straight lines are pseudoconvex. A differentiable function depending on one variable, defined on some closed interval $[a,b]$ is pseudoconvex if and only if…
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…
In this note we prove two monotonicity formulas for solutions of $\Delta_H f = c$ and $\Delta_H f - \p_t f = c$ in Carnot groups. Such formulas involve the right-invariant \emph{carr\'e du champ} of a function and they are false for the…
Employing a phase space which includes the (Riemann-Liouville) fractional derivative of curves evolving on real space, we develop a restricted variational principle for Lagrangian systems yielding the so-called restricted fractional…
``Orderly divergence'' deals with limit theorems for weighted stochastic Gamma integrals of otherwise nonintegrable functions. Although for monotonic functions this category usually coincides with the classical notion of weighted limit…
In this paper we present some new limit theorems for power variation of $k$th order increments of stationary increments L\'evy driven moving averages. In this infill sampling setting, the asymptotic theory gives very surprising results,…
For discretisations of hyperbolic conservation laws, mimicking properties of operators or solutions at the continuous (differential equation) level discretely has resulted in several successful methods. While well-posedness for nonlinear…