相关论文: A characterization of product-form exchangeable fe…

We consider continuous-time models with a large panel of moment conditions, where the structural parameter depends on a set of characteristics, whose effects are of interest. The leading example is the linear factor model in financial…

New uncertainty relations for n observables are established. The relations take the invariant form of inequalities between the characteristic coefficients of order r, r = 1,2,...,n, of the uncertainty matrix and the matrix of mean…

We control the probability of the uniform deviation between empirical and generalization performances of multi-category classifiers by an empirical L1 -norm covering number when these performances are defined on the basis of the truncated…

Let X be a locally compact Abelian group. We consider linear forms of independent random variables with values in X. In doing so, one of the coefficients of the linear forms is a random variable with a Bernoulli distribution. For some…

We give a dimension bound on the irreducible components of the characteristic variety of a system of linear partial differential equations defined from a suitable filtration of the Weyl algebra $A_{n}(k)$. This generalizes an important…

The main result of the paper is the following. Let a non-degenerate distribution have finite moments $\mu_k$ of all orders $k=0,1,2,\ldots$. Then the sequence $\{\mu_k/k!, \; k=0,1,2,\ldots\}$ either contains infinitely many different terms…

We consider transferable-utility profit-sharing games that arise from settings in which agents need to jointly choose one of several alternatives, and may use transfers to redistribute the welfare generated by the chosen alternative. One…

In this paper, we define probabilistic measures for venture portfolio performance based on individual outlier probability for each investment and the dependence across investments. This work is inspired by loan portfolio modeling against…

We propose new results for the existence and uniqueness of a general nonparametric and nonseparable competitive equilibrium with substitutes. These results ensure the invertibility of a general competitive system. The existing literature…

We discuss a general method to construct correlated binomial distributions by imposing several consistent relations on the joint probability function. We obtain self-consistency relations for the conditional correlations and conditional…

We investigate a family of distributions having a property of stability-under-addition, provided that the number $\nu$ of added-up random variables in the random sum is also a random variable. We call the corresponding property a…

We analyze general aspects of exchangeable quantum stochastic processes, as well as some concrete cases relevant for several applications to Quantum Physics and Probability. We establish that there is a one-to-one correspondence between…

We propose a unified framework for establishing existence of nonparametric M-estimators, computing the corresponding estimates, and proving their strong consistency when the class of functions is exceptionally rich. In particular, the…

There is a set of n indivisible items (or chores), and a set of n players. Each day, a single item should be assigned to each player. We want to ensure that all players feel that they have been treated fairly, not only after the last day,…

Finite mixture models are statistical models which appear in many problems in statistics and machine learning. In such models it is assumed that data are drawn from random probability measures, called mixture components, which are…

In this paper we show the distributions of sliding block patterns for Bernoulli processes with finite alphabet, which is not based on the induction on sample size. We show a new inclusion-exclusion formula in multivariate generating…

We investigate the implementation of reduced-form allocation probabilities in a two-person bargaining problem without side payments, where the agents have to select one alternative from a finite set of social alternatives. We provide a…

Distribution testing deals with what information can be deduced about an unknown distribution over $\{1,\ldots,n\}$, where the algorithm is only allowed to obtain a relatively small number of independent samples from the distribution. In…

In the paper we provide new conditions ensuring the isolated calmness property and the Aubin property of parameterized variational systems with constraints depending, apart from the parameter, also on the solution itself. Such systems…

It is shown that the exponential is the only distribution which satisfies a certain regression equation. This characterization equation involves the conditional expectation (regression function) of a record value given a pair of record…