相关论文: Asymptotics of the visibility function in the Bool…
We obtain asymptotic approximations for the probability density function of the product of two correlated normal random variables with non-zero means and arbitrary variances. As a consequence, we deduce asymptotic approximations for the…
In this paper, we derive tail approximations of integrals of exponential functions of Gaussian random fields with varying mean functions and approximations of the associated point processes. This study is motivated naturally by multiple…
We examine the width of the gamma-ray burst (GRB) luminosity function through the distribution of GRB peak count rates, C$_{\rm{peak}}$, as detected by BATSE (\cite{batse:93}). In the context of galactic corona spatial distribution models,…
Consider a random sample in the max-domain of attraction of a multivariate extreme value distribution such that the dependence structure of the attractor belongs to a parametric model. A new estimator for the unknown parameter is defined as…
Riemann's non-differentiable function is a classic example of a continuous function which is almost nowhere differentiable, and many results concerning its analytic regularity have been shown so far. However, it can also be given a…
In risk management, tail risks are of crucial importance. The assessment of risks should be carried out in accordance with the regulatory authority's requirement at high quantiles. In general, the underlying distribution function is…
A spectral approach to Bayesian inference is presented. It pursues the emulation of the posterior probability density. The starting point is a series expansion of the likelihood function in terms of orthogonal polynomials. From this…
Understanding the shape of a distribution of data is of interest to people in a great variety of fields, as it may affect the types of algorithms used for that data. We study one such problem in the framework of distribution property…
The visibility algorithm has been recently introduced as a mapping between time series and complex networks. This procedure allows to apply methods of complex network theory for characterizing time series. In this work we present the…
We formulate and study a model for inhomogeneous long-range percolation on $\Zbold^d$. Each vertex $x\in\Zbold^d$ is assigned a non-negative weight $W_x$, where $(W_x)_{x\in\Zbold^d}$ are i.i.d.\ random variables. Conditionally on the…
The object of study is a soft random geometric graph with vertices given by a Poisson point process on a line and edges between vertices present with probability that has a polynomial decay in the distance between them. Various aspects of…
Let G(V,E) be a simple graph and let X subset of V. Two vertices u and v are said to be X-visible if there exists a shortest u,v-path P such that V(P) intersection X is a subset of {u, v}. A set X is called a mutual-visibility set of G if…
We consider the Gumbel or extreme value statistics describing the distribution function p_G(x_max) of the maximum values of a random field x within patches of fixed size. We present, for smooth Gaussian random fields in two and three…
In a recent article the authors obtained a formula which relates explicitly the tail of risk neutral returns with the wing behavior of the Black Scholes implied volatility smile. In situations where precise tail asymptotics are unknown but…
We have done a statistical analysis of some properties of the contour lines Im$(\zeta (s))$ = 0 of the Riemann zeta function. We find that this function is broken up into strips whose average width on the critical line does not appear to…
We introduce a general approach to traces that we consider as linear continuous functionals on some function space where we focus on some special choices for that space. This leads to an integral calculus for the computation of the precise…
We compute the tail asymptotics of the product of a beta random variable and a generalized gamma random variable which are independent and have general parameters. A special case of these asymptotics were proved and used in a recent work of…
With the present and soon-to-be breakthrough of optical interferometry, countless objects shall be within reach of interferometers; yet, most of them are expected to remain only marginally resolved with hectometric baselines. In this paper,…
The Rosenfeld functional provides excellent results for the prediction of the fluid phase of hard convex particle systems but fails beyond the freezing point. The reason for this limitation is the neglect of orientational and distance…
This article describes a multivariate polynomial regression method where the uncertainty of the input parameters are approximated with Gaussian distributions, derived from the central limit theorem for large weighted sums, directly from the…