相关论文: On an extreme two-point distribution

We study the Wiener--Hopf factorization and the distribution of extrema for general stable processes. By connecting the Wiener--Hopf factors with a certain elliptic-like function we are able to obtain many explicit and general results, such…

The potential applications of boundary functionals of random processes, such as the extreme values of these processes, the moment of first reaching a fixed level, the value of the process at the moment of reaching the level, the moment of…

We establish uniform a-priori bounds for solutions of the quasilinear problem $-\Delta_Nu=f(u)$ in $\Omega$, with $u=0$ on $\partial\Omega$, where $\Omega\subset\mathbb{R}^N$ is a bounded smooth and convex domain, and $f$ is a positive…

In this paper, we investigate the distribution of the maximum of partial sums of certain cubic exponential sums, commonly known as "Birch sums". Our main theorem gives upper and lower bounds (of nearly the same order of magnitude) for the…

Let $q=p^r$ be the power of a prime $p$ and $(\beta_1,\ldots ,\beta_r)$ be an ordered basis of $\mathbb{F}_q$ over $\mathbb{F}_p$. For $$ \xi=\sum\limits_{j=1}^r x_j\beta_j\in \mathbb{F}_q \quad \mbox{with digits }x_j\in\mathbb{F}_p, $$ we…

Fox's H-function provide a unified and elegant framework to tackle several physical phenomena. We solve the space fractional diffusion equation on the real line equipped with a delta distribution initial condition and identify the…

We show that two classically known properties of positive supersolutions of uniformly elliptic PDEs, the boundary point principle (Hopf lemma) and global integrability, can be quantified with respect to each other. We obtain an extension to…

We consider the partial theta function $\theta (q,z):=\sum _{j=0}^{\infty}q^{j(j+1)/2}z^j$, where $(q,z)\in \mathbb{C}^2$, $|q|<1$. We show that for any $0<\delta _0<\delta <1$, there exists $n_0\in \mathbb{N}$ such that for any $q$ with…

A novel approach towards construction of absolutely continuous distributions over the unit interval is proposed. Considering two absolutely continuous random variables with positive support, this method conditions on their convolution to…

Let $(\xi_i)_{i=1,...,n}$ be a sequence of independent and symmetric random variables. We consider the upper bounds on tail probabilities of self-normalized deviations $$ \mathbf{P} \Big( \max_{1\leq k \leq n} \sum_{i=1}^{k} |\xi_i|\big/…

Given natural parameters s and r, where $2\leq s\leq r$, we consider the distribution of a random variable $\xi=\sum\limits_{k=1}^{\infty}s^{-k}\xi_k\equiv\Delta^{r_s}_{\xi_1\xi_2...\xi_k...},$ where $(\xi_k)$ is a sequence of independent…

Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the ratio $X/Y$ is derived. Some basic distributional properties are also derived, including…

Let F be a family of functions meromorphic in a domain D. If {|f|/(1+|f|^3):f in F} is locally uniformly bounded away from zero, then F is normal.

We consider a model system of persistent random walkers that can jam, pass through each other or jump apart (recoil) on contact. In a continuum limit, where particle motion between stochastic changes in direction becomes deterministic, we…

We get a new multiplicity result for gradient systems. Here is a very particular corollary: Let $\Omega\subset {\bf R}^n$ ($n\geq 2$) be a smooth bounded domain and let $\Phi:{\bf R}^2\to {\bf R}$ be a $C^1$ function, with $\Phi(0,0)=0$,…

For a random variable $X$, we are interested in the blind extraction of its finest mutual independence pattern $\mu ( X )$. We introduce a specific kind of independence that we call dichotomic. If $\Delta ( X )$ stands for the set of all…

A univalent meromorphic function defined on $\Delta:= \{z \in \mathbb{C}: 1<|z|<\infty \}$ with univalent inverse defined on $\Delta$ is bi-univalent meromorphic in $\Delta$. For certain subclasses of meromorphic bi-univalent functions,…

In this paper, we will give an upper bound and a lower bound of the arithmetic Hilbert-Samuel function of projective hypersurfaces, which are uniform and explicit. These two bounds have the optimal dominant terms. As an application, we use…

$f$-divergences, which quantify discrepancy between probability distributions, are ubiquitous in information theory, machine learning, and statistics. While there are numerous methods for estimating $f$-divergences from data, a limit…

New positivity bounds are derived for generalized (off-forward) parton distributions using the impact parameter representation. These inequalities are stable under the evolution to higher normalization points. The full set of inequalities…