相关论文: The Lukacs theorem and the Olkin-Baker equation

A notion of rational Baker-Akhiezer (BA) function related to a configuration of hyperplanes in C^n is introduced. It is proved that BA function exists only for very special configurations (locus configurations), which satisfy certain…

We solve a physically significant extension of a classic problem in the theory of diffusion, namely the Ornstein-Uhlenbeck process [G. E. Ornstein and L. S. Uhlenbeck, Phys. Rev. 36, 823, (1930)]. Our generalised Ornstein-Uhlenbeck systems…

We consider matrix Riccati inequality arising in the theory of absolute stability, $H_\infty$ control problem, $LQ$ problem, and optimal estimation problem. In the case of sign definite frequency domain function, the solvability of Riccati…

The celebrated Erd\H{o}s--Kac theorem says, roughly speaking, that the values of additive functions satisfying certain mild hypotheses are normally distributed. In the intervening years, similar normal distribution laws have been shown to…

Distribution function is essential in statistical inference, and connected with samples to form a directed closed loop by the correspondence theorem in measure theory and the Glivenko-Cantelli and Donsker properties. This connection creates…

In the setting of super forms developed in a previous article by the author, we introduce the notion of $\mathbb{R}$-K\"ahler metrics on $\mathbb{R}^{n}$. We consider existence theorems and $L^{2}-$estimates for the equation…

The Markovian diffusion theory in the phase space is generalized within the framework of the general theory of relativity. The introduction of moving orthonormal frame vectors both for the position as well the velocity space enables to…

By proving an $L^2$-gradient estimate for the corresponding Galerkin approximations, the log-Harnack inequality is established for the semigroup associated to a class of stochastic Burgers equations. As applications, we derive the strong…

The Tukey-$\lambda$ distribution has interesting properties including (i) for some parameters values it has finite support, and for others infinite support, and (ii) it can mimic several other distributions such that parameter estimation…

Assumptions on a likelihood function, including a local Glivenko-Cantelli condition, imply the existence of M-estimators converging to an M-functional. Scatter matrix-valued estimators, defined on all empirical measures on ${\Bbb{R}}^d$ for…

We study the expectations of some ratio-type estimators under the gamma distribution. Expectations of ratio-type estimators are often difficult to compute due to the nature that they are constructed by combining two separate estimators.…

We consider the linear span S of the functions tak (with some ak > 0) in weighted L2 spaces, with rather general weights. We give one necessary and one sufficient condition for S to be dense. Some comparisons are also made between the new…

In this paper our aim is to show some mean value inequalities for the modified Bessel functions of the first and second kinds. Our proofs are based on some bounds for the logarithmic derivatives of these functions, which are in fact…

The theory of normal variance mixture distributions is used to provide elementary derivations of closed-form expressions for the definite integrals $\int_0^\infty x^{-2\nu}\cos(bx)\gamma(\nu,\alpha x^2)\,\mathrm{d}x$ (for $\nu>1/2$, $b>0$…

The celebrated Otto calculus has established itself as a powerful tool for proving quantitative energy dissipation estimates and provides with an elegant geometric interpretation of certain functional inequalities such as the Logarithmic…

The celebrated Ohsawa--Takegoshi extension theorem for $L^2$ holomorphic functions on bounded pseudoconvex domains in $\mathbb C^n$ is a fundamental result in several complex variables and complex geometry. Ohsawa conjectured in 1995 that…

We propose a class of weighted $L_2$-type tests of fit to the Gamma distribution. Our novel procedure is based on a fixed point property of a new transformation connected to a Steinian characterization of the family of Gamma distributions.…

This is the second of a series of papers on the special relativistic classical statistical mechanics. Employing the general theory developed in the first paper we rigorously derive the relativistic Vlasov, Landau and Boltzmann equation. The…

The Hahn-Banach Theorem, a cornerstone of modern functional analysis, is a natural companion of the Second Law of Thermodynamics. From a Kelvin-Planck version of the Second Law, the Hahn-Banach Theorem delivers, immediately and…

It is the purpose of this article to outline a course that can be given to engineers looking for an understandable mathematical description of the foundations of distribution theory and the necessary functional analytic methods. Arguably,…