相关论文: Orthogonal polynomial expansions to evaluate stop-…

Estimating the probability of collision between spacecraft is crucial for risk management and collision-avoidance strategies. Current methods often rely on Gaussian assumptions and simplifications, which can be inaccurate in highly…

The insurance model when the amount of claims depends on the state of the insured person (healthy, ill, or dead) and claims are connected in a Markov chain is investigated. The signed compound Poisson approximation is applied to the…

The aim of this paper is to introduce a new technique for calculation of observables, in particular multiplicity distributions, in various statistical ensembles at finite volume. The method is based on Fourier analysis of the grand…

In this work, we revisit a classical incremental implementation of the primal-descent dual-ascent gradient method used for the solution of equality constrained optimization problems. We provide a short proof that establishes the linear…

This paper considers the problem of estimating probabilities of the form $\mathbb{P}(Y \leq w)$, for a given value of $w$, in the situation that a sample of i.i.d.\ observations $X_1, \ldots, X_n$ of $X$ is available, and where we…

This paper uses the Modified Projection Method to examine the errors in solving the boundary integral equation from Laplace equation. The analysis uses weighted norms, and parallel algorithms help solve the independent linear systems. By…

Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…

The polygonal distributions are a class of distributions that can be defined via the mixture of triangular distributions over the unit interval. The class includes the uniform and trapezoidal distributions, and is an alternative to the beta…

Multivariate versions of classical orthogonal polynomials such as Jacobi, Hahn, Laguerre and Meixner are reviewed and their connection explored by adopting a probabilistic approach. Hahn and Meixner polynomials are interpreted as posterior…

In this article, we introduce mixture representations for likelihood ratio ordered distributions. Essentially, the ratio of two probability densities, or mass functions, is monotone if and only if one can be expressed as a mixture of…

We study skew-orthogonal polynomials with respect to the weight function $\exp[-2V(x)]$, with $V(x)=\sum_{K=1}^{2d}(u_{K}/{K})x^{K}$, $u_{2d} > 0$, $d > 0$. A finite subsequence of such skew-orthogonal polynomials arising in the study of…

In distributionally robust optimization the probability distribution of the uncertain problem parameters is itself uncertain, and a fictitious adversary, e.g., nature, chooses the worst distribution from within a known ambiguity set. A…

An approach to modeling the oligomer composition distribution function in the irreversible step growth homopolymerization process based on a mixture of oligomers of arbitrary composition is developed. The approach is based on consideration…

We construct the term structure of the (forward-looking, US market) equity risk premium from SPX option chains. The method is "model-light". Risk-neutral probability densities are estimated by fitting $N$-component Gaussian mixture models…

In this work we consider Bayesian inference problems with intractable likelihood functions. We present a method to compute an approximate of the posterior with a limited number of model simulations. The method features an inverse Gaussian…

In this paper we consider the strong asymptotic behavior of Laguerre polynomials in the complex plane. The leading behavior is well known from Perron and Mehler-Heine formulas, but higher order coefficients, which are important in the…

In this paper, we consider the so-called Shape Invariant Model which stands for the estimation of a function f0 submitted to a random translation of law g0 in a white noise model. We are interested in such a model when the law of the…

In this paper, we present a nonparametric method to estimate the heterogeneity of a random medium from the angular distribution of intensity transmitted through a slab of random material. Our approach is based on the modeling of forward…

The direct spreading measures of the Laguerre polynomials, which quantify the distribution of its Rakhmanov probability density along the positive real line in various complementary and qualitatively different ways, are investigated. These…

In this paper we give a criterion to prove boundedness results for several operators from $H^1((0,\infty),\gamma_\alpha)$ to $L^1((0,\infty),\gamma_\alpha)$ and also from $L^\infty((0,\infty),\gamma_\alpha)$ to…