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We study the Wasserstein distance of order 1 between the empirical distribution and the marginal distribution of stationary $\alpha$-dependent sequences. We prove some moments inequalities of order p for any p $\ge$ 1, and we give some…

概率论 · 数学 2015-03-03 Jérôme Dedecker , Florence Merlevède

An analogue of the Stefan-Sussmann Theorem on manifolds with boundary is proven for normal distributions. These distributions contain vectors transverse to the boundary along its entirety. Plain integral manifolds are not enough to…

微分几何 · 数学 2021-09-13 David Perrella , David Pfefferlé , Luchezar Stoyanov

In this paper we apply ideas from the theory of Uniform Distribution of sequences to Functional Analysis and then drawing inspiration from the consequent results, we study concepts and results in Uniform Distribution itself. So let $E$ be a…

泛函分析 · 数学 2023-05-23 S. K. Mercourakis , G. Vassiliadis

A separator is a countable dense subset of $[0,1)$, and a separator enumerator is a naming scheme that assigns a real number in $[0,1)$ to each finite word so that the set of all named values is a separator. Mayordomo introduced separator…

形式语言与自动机理论 · 计算机科学 2026-02-04 Subin Pulari

In this paper, we explore a static setting for the assessment of risk in the context of mathematical finance and actuarial science that takes into account model uncertainty in the distribution of a possibly infinite-dimensional risk factor.…

风险管理 · 定量金融 2024-08-13 Max Nendel , Alessandro Sgarabottolo

Consider $Z^f_t(u)=\int_0^{tu}f(N_s) ds$, $t>0$, $u\in[0,1]$, where $N=(N_t)_{t\in\mathbb{R}}$ is a normal process and $f$ is a measurable real-valued function satisfying $Ef(N_0)^2<\infty$ and $Ef(N_0)=0$. If the dependence is sufficiently…

概率论 · 数学 2009-03-02 Boris Buchmann , Ngai Hang Chan

The characteristic function of the folded normal distribution and its moment function are derived. The entropy of the folded normal distribution and the Kullback--Leibler from the normal and half normal distributions are approximated using…

统计方法学 · 统计学 2014-02-17 Michail Tsagris , Christina Beneki , Hossein Hassani

The present manuscript is about application of It{\^o}'s calculus to the moment-generating function of the lognormal distribution. While Taylor expansion fails when applied to the moments of the lognormal due to divergence, various methods…

综合数学 · 数学 2021-07-13 Yuri Heymann

In Mombeni et al. (2019), Birnbaum-Saunders and Weibull kernel estimators were introduced for the estimation of cumulative distribution functions (c.d.f.s) supported on the half-line $[0,\infty)$. They were the first authors to use…

统计理论 · 数学 2022-05-25 Pierre Lafaye de Micheaux , Frédéric Ouimet

Let $G$ be a group. For any $\mathbb{Z} G$--module $M$ and any integer $d>0$, we define a function $FV_{M}^{d+1}\colon \mathbb{N} \to \mathbb{N} \cup \{\infty\}$ generalizing the notion of $(d+1)$--dimensional filling function of a group.…

群论 · 数学 2018-11-26 Joshua W. Fleming , Eduardo Martínez-Pedroza

We study deformations of the geodesic distances on a domain of R N induced by a function called conformal factor. We show that under a positive reach assumption on the domain (not necessarily a submanifold) and mild assumptions on the…

统计理论 · 数学 2026-02-19 Jérôme Taupin

We consider a new class $\boldsymbol{Q}$ of distribution functions $F$ that have the property of rational-infinite divisibility: there exist some infinitely divisible distribution functions $F_1$ and $F_2$ such that $F_1=F*F_2$. A…

概率论 · 数学 2026-05-06 A. A. Khartov

We introduce the notion of an oscillatory formal distribution supported at a point. We prove that a formal distribution is given by a formal oscillatory integral if and only if it is an oscillatory distribution that has a certain…

量子代数 · 数学 2020-06-11 Alexander Karabegov

We introduce a two-parameter family of discrepancy measures, termed \emph{$(G,f)$-divergences}, obtained by applying a non-decreasing function $G$ to an $f$-divergence $D_f$. Building on Csisz\'ar's formulation of mutual $f$-information, we…

This paper presents uniform estimation and inference theory for a large class of nonparametric partitioning-based M-estimators. The main theoretical results include: (i) uniform consistency for convex and non-convex objective functions;…

统计理论 · 数学 2025-09-01 Matias D. Cattaneo , Yingjie Feng , Boris Shigida

A beautiful theorem of Zeckendorf states that every integer can be written uniquely as a sum of non-consecutive Fibonacci numbers $\{F_n\}_{n=1}^{\infty}$. Lekkerkerker proved that the average number of summands for integers in $[F_n,…

数论 · 数学 2011-10-27 Steven J. Miller , Yinghui Wang

In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…

概率论 · 数学 2022-07-14 Yun Li , Longjie Xie

Let $A(x): =(A_{i, j}(x))$ be a continuous function defined on some subshift of $\Omega:= \{0,1, \cdots, m-1\}^\mathbb{N}$, taking $d\times d$ non-negative matrices as values and let $\nu$ be an ergodic $\sigma$-invariant measure on the…

动力系统 · 数学 2022-12-27 Aihua Fan , Meng Wu

Zeckendorf proved that every integer can be written uniquely as a sum of non-adjacent Fibonacci numbers $\{1,2,3,5,\dots\}$. This has been extended to many other recurrence relations $\{G_n\}$ (with their own notion of a legal…

数论 · 数学 2016-07-29 Ray Li , Steven J. Miller

Given a countable amenable group $G$, a F\o lner sequence $(F_N) \subseteq G$, and a set $E \subseteq G$ with $\bar{d}_{(F_N)}(E)=\limsup_{N \to \infty} \frac{|E \cap F_N|}{|F_N|}>0$, Furstenberg's correspondence principle associates with…

动力系统 · 数学 2020-05-18 Vitaly Bergelson , Andreu Ferré Moragues