相关论文: Cameron-Martin theorems for sequences of symmetric…

The problem of estimating location (scale) parameters $\theta_1$ and $\theta_2$ of two distributions when the ordering between them is known apriori (say, $\theta_1\leq \theta_2$) has been extensively studied in the literature. Many of…

In the probability theory limit distributions (or probability measures) are often characterized by some convolution equations (factorization properties) rather than by Fourier transforms (the characteristic functionals). In fact, usually…

The Dufresne laws (laws of product of independent random variables with gamma and beta distributions) occur as stationary distribution of certain Markov chains $ X_n $ on $ R$ defined by: \begin{equation} X_n = A_n ( X_{n-1} + B_n )…

We make use of the powerful formalism of quantum parameter estimation to assess the characteristic rates of a Continuous Spontaneous Localisation (CSL) model affecting the motion of a massive mechanical system. We show that a study…

This paper formalizes a latent variable inference problem we call {\em supervised pattern discovery}, the goal of which is to find sets of observations that belong to a single ``pattern.'' We discuss two versions of the problem and prove…

In the regression framework, the empirical measure based on the responses resulting from the nearest neighbors, among the covariates, to a given point $x$ is introduced and studied as a central statistical quantity. First, the associated…

We extend the key notion of Martin-L\"of randomness for infinite bit sequences to the quantum setting, where the sequences become states of an infinite dimensional system. We work towards showing an analogy with the Levin-Schnorr theorem to…

We present models in which the indeterministic feature of Quantum Mechanics is represented in the form of definite physical mechanisms. Our way is completely different from so-called hidden parameter models, namely, we start from a certain…

We study the Kuramoto model (KM) having random natural frequencies and defined on uniform graphs that may be complete, random dense or random sparse. The natural frequencies are assumed to be independent and identically distributed on a…

Using different extropies of k record values various characterizations are provided for continuous symmetric distributions. The results are in addition to the results of Ahmadi, J. (Statistical Papers, 2021, 62:2603-2626). These include…

We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…

We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…

We consider symmetric Markov chains on $\Bbb Z^d$ where we do {\bf not} assume that the conductance between two points must be zero if the points are far apart. Under a uniform second moment condition on the conductances, we obtain upper…

We consider homogeneous random walks in the quarter-plane. The necessary conditions which characterize random walks of which the invariant measure is a sum of geometric terms are provided in [2,3]. Based on these results, we first develop…

We study the impact of finite-size effect on continuous variable source-independent quantum random number generation. The central-limit theorem and maximum likelihood estimation theorem are used to derive the formula which could output the…

We consider a symmetric random walk on the $\nu$-dimensional lattice, whose exit probability from the origin is modified by an antisymmetric perturbation and prove the local central limit theorem for this process. A short-range correction…

A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…

We study the Coulomb chain where particles are restricted to one dimension and experience three-dimensional Coulomb interactions with their nearest and next-to-nearest neighbours. The distances between consecutive particles are treated as…

We express generalized Cauchy-Stieltjes transforms of some particular Beta distributions (of ultraspherical type generating functions for orthogonal polynomials) as a powered Cauchy-Stieltjes transform of some measure. For suitable values…

Classical mathematical statistics deals with models that are parametrized by a Euclidean, i.e. finite dimensional, parameter. Quite often such models have been and still are chosen in practical situations for their mathematical simplicity…