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Related papers: The Distribution of Non-Commutative Rademacher Ser…

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Let $X=\sum \epsilon_n x_n$ be a Rademacher series with vector-valued coefficients. We obtain an approximate formula for the distribution of the random variable $||X||$ in terms of its mean and a certain quantity derived from the…

Functional Analysis · Mathematics 2008-02-03 Stephen J. Dilworth , Stephen J. Montgomery-Smith

We derive the exponential as well as power decreasing tail estimations for normed sums of centered independent identical distributed (or not) random variables on the Khintchine's form. We consider arbitrary, in particular, non-Rademacher's…

Probability · Mathematics 2021-10-06 M. R. Formica , E. Ostrovsky , L. Sirota

The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the…

Statistics Theory · Mathematics 2010-05-25 David M. Bradley , Ramesh C. Gupta

Abstract. The purpose of this paper is twofold. We introduce the theory of random tensors, which naturally extends the method of random averaging operators in our earlier work arXiv:1910.08492, to study the propagation of randomness under…

Analysis of PDEs · Mathematics 2020-06-17 Yu Deng , Andrea R. Nahmod , Haitian Yue

We establish distributional estimates for noncommutative martingales, in the sense of decreasing rearrangements of the spectra of unbounded operators, which generalises the study of distributions of random variables. Our results include…

Functional Analysis · Mathematics 2021-03-17 Yong Jiao , Fedor Sukochev , Lian Wu , Dmitriy Zanin

Loynes' distribution, which characterizes the one dimensional marginal of the stationary solution to Lindley's recursion, possesses an ultimately exponential tail for a large class of increment processes. If one can observe increments but…

Probability · Mathematics 2013-09-19 Ken R. Duffy , Sean P. Meyn

We present general links between statistics of non-Hermitian random matrices and the distribution of the number of cycles of some specific random permutations. In particular, we derive explicit formulas for the generating functions of the…

Probability · Mathematics 2021-11-12 Guillaume Dubach

The coordinate invariant theory of generalised functions of Colombeau and Meril is reviewed and extended to enable the construction of multi-index generalised tensor functions whose transformation laws coincide with their counterparts in…

General Relativity and Quantum Cosmology · Physics 2007-05-23 J. A. Vickers , J. P. Wilson

We derive in this article the asymptotic behavior as well as non-asymptotical estimates of tail of distribution for self-normalized sums of random variables (r.v.) under natural classical norming. We investigate also the case of…

Probability · Mathematics 2017-10-10 E. Ostrovsky , L. Sirota

We present an extension of J. F. Colombeau's theory of nonlinear generalized functions to spaces of generalized sections of vector bundles. Our construction builds on classical functional analytic notions, which is the key to having a…

Functional Analysis · Mathematics 2016-02-19 Eduard A. Nigsch

Asymptotic expansions for a wide class of distribution are studied. A simple method for computation of the series coefficients is suggested. The case when regularization parameter of the distribution depends on the asymptotic parameter is…

High Energy Physics - Lattice · Physics 2007-05-23 Vladimir K. Petrov

In this paper, the multivariate tail covariance (MTCov) for generalized skew-elliptical distributions is considered. Some special cases for this distribution, such as generalized skew-normal, generalized skew student-t, generalized…

Risk Management · Quantitative Finance 2021-03-10 Baishuai Zuo , Chuancun Yin

The statistical distribution of the ratio of two normal random variables is characterized by its heavy-tailed nature and absence of finite moments. The shape of its density function is highly variable, capable of exhibiting unimodal or…

Probability · Mathematics 2023-11-07 Sheng Yang , Zhengtao Gui

We derive the sharp non-asymptotical uniform estimations for tails of distributions for classical normed sums of centered normed independent random vectors having a moderate decreasing individual tails of summands.

Probability · Mathematics 2021-10-08 M. R. Formica , E. Ostrovsky , L. Sirota

In a previous paper, the second author defined integer-valued functions delta_n on the first cohomology of a 3-manifold, generalizing McMullen's Alexander norm. It was shown that these functions give lower bounds on the Thurston norm. In…

Geometric Topology · Mathematics 2007-05-23 Stefan Friedl , Shelly Harvey

Based on Berenstein and Retakh's notion of noncommutative polygons we introduce and study noncommutative frieze patterns. We generalize several notions and fundamental properties from the classic (commutative) frieze patterns to…

Combinatorics · Mathematics 2024-04-05 Michael Cuntz , Thorsten Holm , Peter Jorgensen

We show that the stationary distribution of a finite Markov chain can be expressed as the sum of certain normal distributions. These normal distributions are associated to planar graphs consisting of a straight line with attached loops. The…

Probability · Mathematics 2020-03-09 John Rhodes , Anne Schilling

For any variable number, a non-stationary Ruijsenaars function was recently introduced as a natural generalization of an explicitly known asymptotically free solution of the trigonometric Ruijsenaars model, and it was conjectured that this…

Mathematical Physics · Physics 2020-10-22 Edwin Langmann , Masatoshi Noumi , Junichi Shiraishi

We present a systematic formulation of scattering theory for nonlinear interactions in one dimension and develop a nonlinear generalization of the transfer matrix that has a composition property similar to its linear analog's. We offer…

Quantum Physics · Physics 2019-01-25 Ali Mostafazadeh

In this note, making use of noncommutative $l$-adic cohomology, we extend the generalized Riemann hypothesis from the realm of algebraic geometry to the broad setting of geometric noncommutative schemes in the sense of Orlov. As a first…

Algebraic Geometry · Mathematics 2021-05-21 Goncalo Tabuada
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