相关论文: Moments approach to the concentration properties o…

In experiment, the multiplicity distributions of inelastic processes are truncated due to finite energy, insufficient statistics or special choice of events. It is shown that the moments of such truncated multiplicity distributions possess…

We study the dynamics of condensation for a stochastic continuous mass transport process defined on a one-dimensional lattice. Specifically we introduce three different variations of the truncated random average process. We generalize…

In this paper we present an enhancement of the regression-based variance reduction approaches recently proposed in Belomestny et al. This enhancement is based on a truncation of the control variate and allows for a significant reduction of…

Various methods have been proposed to approximate a solution to the truncated Hausdorff moment problem. In this paper, we establish a method of comparison for the performance of the approximations. Three ways of producing random moment…

We characterize the existence of the $L^1$ solutions of the truncated moments problem in several real variables on unbounded supports by the existence of the maximum of certain concave Lagrangian functions. A natural regularity assumption…

In this paper we propose a wide class of truncated stochastic approximation procedures with moving random bounds. While we believe that the proposed class of procedures will find its way to a wider range of applications, the main motivation…

In the paper we introduce the truncated variation, upward truncated variation and downward truncated variation. These are closely related to the total variation but are well-defined even if the latter is infinite. Our aim is to explore…

Concentration inequalities, a major tool in probability theory, quantify how much a random variable deviates from a certain quantity. This paper proposes a systematic convex optimization approach to studying and generating concentration…

The main goal of this paper is to reconsider a phenomenon which was treated in earlier work of the authors' on several truncated matricial moment problems. Using a special kind of Schur complement we obtain a more transparent insight into…

Existing deterministic variational inference approaches for diffusion processes use simple proposals and target the marginal density of the posterior. We construct the variational process as a controlled version of the prior process and…

Stochastic modeling of transcription is a classic yet long-standing problem in theoretical biophysics. The lack of unified results and a computationally efficient approach for a general, fine-grained transcription model has confined…

The paper is concerned with stochastic approximation procedures having three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function. We…

We discuss the probabilistic properties of the variation based third and fourth moments of financial returns as estimators of the actual moments of the return distributions. The moment variations are defined under non-parametric assumptions…

This paper focuses on the strong convergence of the truncated $\theta$-Milstein method for a class of nonautonomous stochastic differential delay equations whose drift and diffusion coefficients can grow polynomially. The convergence rate,…

We establish a sufficient condition for the tightness of a sequence of stochastic processes. Our condition makes it possible to study processes with accumulations of fixed times of discontinuity. Our motivation comes from the study of…

We investigate the relation between moments and tails of heavy-tailed (in particular, Pareto-type) distributions. We also discuss the sharpness of our results in a number of examples under certain regularity conditions like log-convexity.…

This paper studies generalized truncated moment problems with unbounded sets. First, we study geometric properties of the truncated moment cone and its dual cone of nonnegative polynomials. By the technique of homogenization, we give a…

We establish relationships between the classical moments problems which are problems of a construction of a measure supported on a real line, on a half-line or on an interval from prescribed set of moments with the Boundary control approach…

In this paper we study the truncated matrix trigonometric moment problem. We obtained a bijective parameterization of all solutions of this moment problem (both in nondegenerate and degenerate cases) via an operator approach. We use…

In this paper we propose a framework that enables the study of large deviations for point processes based on stationary sequences with regularly varying tails. This framework allows us to keep track not of the magnitude of the extreme…