相关论文: Bounding Standard Gaussian Tail Probabilities

The paper deals with a generalisation of uniform distribution. The analogues of Weyl's criterion are derived.

In this work, we define a family of probability densities involving the generalized trigonometric functions defined by Dr\'abek and Man\'asevich [1], which we name Generalized Trigonometric Densities. We show their relationship with the…

The generalised Gegenbauer functions of fractional degree (GGF-Fs), denoted by ${}^{r\!}G^{(\lambda)}_\nu(x)$ (right GGF-Fs) and ${}^{l}G^{(\lambda)}_\nu(x)$ (left GGF-Fs) with $x\in (-1,1),$ $\lambda>-1/2$ and real $\nu\ge 0,$ are special…

A random vector $X$ with representation $X=\sum_{j\geq0}A_jZ_j$ is considered. Here, $(Z_j)$ is a sequence of independent and identically distributed random vectors and $(A_j)$ is a sequence of random matrices, `predictable' with respect to…

Hoeffding-type exponential inequalities are obtained for the distribution tails of canonical von Mises' statistics of arbitrary order based on samples from a stationary sequence of random variables satisfying the {\varphi}-mixing condition.…

We establish a general Bernstein--von Mises theorem for approximately linear semiparametric functionals of fractional posterior distributions based on nonparametric priors. This is illustrated in a number of nonparametric settings and for…

The Tsallis entropy, which is a generalization of the Boltzmann-Gibbs entropy, plays a central role in nonextensive statistical mechanics of complex systems. A lot of efforts have recently been made on establishing a dynamical foundation…

This article proposes copula-based dependence quantification between multiple groups of random variables of possibly different sizes via the family of $Phi$-divergences. An axiomatic framework for this purpose is provided, after which we…

Finite mixture models have long been used across a variety of fields in engineering and sciences. Recently there has been a great deal of interest in quantifying the convergence behavior of the \emph{mixing measure}, a fundamental object…

We prove the $\Gamma$-convergence of the renormalised fractional Gaussian $s$-perimeter to the Gaussian perimeter as $s\to 1^-$. Our definition of fractional perimeter comes from that of the fractional powers of Ornstein-Uhlenbeck operator…

For a real-valued measurable function $f$ and a nonnegative, nondecreasing function $\phi$, we first obtain a Chebyshev type inequality which provides an upper bound for $\displaystyle \phi(\lambda_{1}) \mu(\{x \in \Omega : f(x) \geq…

Nearest neighbor cells in $R^d,d\in\mathbb{N}$, are used to define coefficients of divergence ($\phi$-divergences) between continuous multivariate samples. For large sample sizes, such distances are shown to be asymptotically normal with a…

We study the problems related to the estimation of the Gini index in presence of a fat-tailed data generating process, i.e. one in the stable distribution class with finite mean but infinite variance (i.e. with tail index $\alpha\in(1,2)$).…

Linear regression with the classical normality assumption for the error distribution may lead to an undesirable posterior inference of regression coefficients due to the potential outliers. This paper considers the finite mixture of two…

This work is concerned with fractional Gaussian fields, i.e. Gaussian fields whose covariance operator is given by the inverse fractional Laplacian $(-\Delta)^{-s}$ (where, in particular, we include the case $s >1$). We define a lattice…

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…

Statistically self-similar measures on $[0,1]$ are limit of multiplicative cascades of random weights distributed on the $b$-adic subintervals of $[0,1]$. These weights are i.i.d, positive, and of expectation $1/b$. We extend these cascades…

Motivated by applications in conditional sampling, given a probability measure $\mu$ and a diffeomorphism $\phi$, we consider the problem of simultaneously approximating $\phi$ and the pushforward $\phi_{\#}\mu$ by means of the flow of a…

It has been observed in numerous experiments, simulations, and various theoretical treatments that the spreading of particles can be modeled by the continuous-time random walk. We consider two well-known cases, i.e., Gaussian displacements…

Extensions of Fannes' inequality with partial sums of the Tsallis entropy are obtained for both the classical and quantum cases. The definition of kth partial sum under the prescribed order of terms is given. Basic properties of introduced…