相关论文: Practical Explicitly Invertible Approximation to 4…

We consider a type of nonnormal approximation of infinitely divisible distributions that incorporates compound Poisson, Gamma, and normal distributions. The approximation relies on achieving higher orders of cumulant matching, to obtain…

Let $X$ be a real-valued random variable with distribution function $F$. Set $X_1,\dots, X_m$ to be independent copies of $X$ and let $F_m$ be the corresponding empirical distribution function. We show that there are absolute constants…

We introduced and analyzed robust recovery-based a posteriori error estimators for various lower order finite element approximations to interface problems in [9, 10], where the recoveries of the flux and/or gradient are implicit (i.e.,…

Discrete normal distributions are defined as the distributions with prescribed means and covariance matrices which maximize entropy on the integer lattice support. The set of discrete normal distributions form an exponential family with…

Exact formulas are derived for the probability density functions of the sum and difference of two independent non-central gamma distributed random variables, with both series and integral representations of the density presented. These…

We consider the problem of estimating an arbitrary smooth functional of $k \geq 1 $ distribution functions (d.f.s.) in terms of random samples from them. The natural estimate replaces the d.f.s by their empirical d.f.s. Its bias is…

We introduce new efficient integral representations and methods for evaluation of pdfs, cpds and quantiles of stable distributions. For wide regions in the parameter space, absolute errors of order $10^{-15}$ can be achieved in 0.005-0.1…

In this paper we discuss a closed-form approximation of the likelihood functions of an arbitrary diffusion process. The approximation is based on an exponential ansatz of the transition probability for a finite time step $\Delta t$, and a…

For $ -1 \leq B \leq 1$ and $A>B$, let $\mathcal{S}^*[A,B]$ denote the class of generalized Janowski starlike functions consisting of all normalized analytic functions $f$ defined by the subordination $z f'(z)/f(z) \prec (1+ A z)/(1+ B z)$…

We derive computable upper bounds for the difference between an exact solution of the evolutionary convection-diffusion problem and an approximation of this solution. The estimates are obtained by certain transformations of the integral…

We study in this paper very badly approximable matrix functions on the unit circle $\T$, i.e., matrix functions $\Phi$ such that the zero function is a superoptimal approximation of $\Phi$. The purpose of this paper is to obtain a…

We present analytical approximations for the real Kelvin function ber(x) and the imaginary Kelvin function bei(x), using the two-point quasifractional approximation procedure. We have applied these approximations to the calculation of the…

Let $X$ be a real $(\beta=1)$ or complex $(\beta=2)$ Ginibre ensemble. Let $\{\sigma_i\}_{1\le i\le n}$ be the eigenvalues of $X,$ and $Z_n$ be some rescaled version of $\max_i \Re \sigma_i.$ It was proved that $Z_n$ converges weakly to the…

Instead of sampling a function at a single point, average sampling takes the weighted sum of function values around the point. Such a sampling strategy is more practical and more stable. In this note, we present an explicit method with an…

We show that the so-called Phi-derivable approximations can be combined with the exact renormalization group to provide efficient non-perturbative approximation schemes. On the one hand, the Phi-derivable approximations allow for a simple…

In this paper, we obtain quantitative, non-asymptotic, and data-dependent \textit{Bernstein-von Mises type} bounds on the normal approximation of the posterior distribution in exponential family models with arbitrary centring and scaling.…

Mixability is a property of a loss which characterizes when fast convergence is possible in the game of prediction with expert advice. We show that a key property of mixability generalizes, and the exp and log operations present in the…

We establish the weighted fractional Orlicz-Hardy inequalities for various Orlicz functions. Further, we identify the critical cases for each Orlicz function and prove the weighted fractional Orlicz-Hardy inequalities with logarithmic…

We establish asymptotic estimates for the least upper bounds of approximations in the uniform metric by Fourier sums of order $n-1$ of classes of $2\pi$-periodic Weyl--Nagy differentiable functions, $W^r_{\beta,p}, 1\le p\le \infty,…

In this work we show a rational approximation of the Dawson's integral that can be implemented for high-accuracy computation of the complex error function in a rapid algorithm. Specifically, this approach provides accuracy exceeding $\sim…