相关论文: Moment ideals of local Dirac mixtures

We study some connections between the random moment problem and the random matrix theory. A uniform draw in a space of moments can be lifted into the spectral probability measure of the pair (A,e) where A is a random matrix from a classical…

The predictive Bayesian view involves eliciting a sequence of one-step-ahead predictive distributions in lieu of specifying a likelihood function and prior distribution. Recent methods have leveraged predictive distributions which are…

We consider the class of Erlang mixtures for the task of density estimation on the positive real line when the only available information is given as local moments, a histogram with potentially higher order moments in some bins. By…

The purpose of this work is the design and analysis of a reliable and efficient a posteriori error estimator for the so-called pointwise tracking optimal control problem. This linear-quadratic optimal control problem entails the…

As a former engineering student, I have a great interest in a real world application of mathematics. Probability is something I can relate to. I am lucky enough that after I switched to Mathematics, this is one of many interests of my Ph.D.…

This study introduces an innovative local statistical moment approach for estimating Kramers-Moyal coefficients, effectively bridging the gap between nonparametric and parametric methodologies. These coefficients play a crucial role in…

One solution to the so-called problem of time is to construct certain Dirac observables, sometimes called evolving constants of motion. There has been some discussion in the literature about the interpretation of such observables, and in…

In recent work of Baik, Deift and Rains convergence of moments was established for the limiting joint distribution of the lengths of the first k rows in random Young tableaux. The main difficulty was obtaining a good estimate for the tail…

This paper studies parameter estimation using L-moments, an alternative to traditional moments with attractive statistical properties. The estimation of model parameters by matching sample L-moments is known to outperform maximum likelihood…

The gauge symmetries of a general dynamical system can be systematically obtained following either a Hamiltonean or a Lagrangean approach. In the former case, these symmetries are generated, according to Dirac's conjecture, by the first…

We investigate the statistics of encounters of a diffusing particle with different subsets of the boundary of a confining domain. The encounters with each subset are characterized by the boundary local time on that subset. We extend a…

We present an approach to compute the electric and magnetic dipole moments of an electron by using polarization and magnetization parts of the Dirac current. We show that these dipole moment expressions obtained by our approach in this…

Stochastic filtering refers to estimating the probability distribution of the latent stochastic process conditioned on the observed measurements in time. In this paper, we introduce a new class of convergent filters that represent the…

The purpose of this work is to study an optimal control problem for a semilinear elliptic partial differential equation with a linear combination of Dirac measures as a forcing term; the control variable corresponds to the amplitude of such…

The results of Amir-Corwin-Quastel, Calabrese-Le Doussal-Rosso, Dotsenko, and Sasamoto-Spohn imply that the one-point distribution of the solution of the KPZ equation with the narrow wedge initial condition coincides with that for a…

Integral expressions for positive-part moments E X_+^p (p>0) of random variables X are presented, in terms of the Fourier-Laplace or Fourier transforms of the distribution of X. A necessary and sufficient condition for the validity of such…

This survey provides a unified discussion of multiple integrals, moments, cumulants and diagram formulae associated with functionals of completely random measures. Our approach is combinatorial, as it is based on the algebraic formalism of…

We use Stein characterisations to derive new moment-type estimators for the parameters of several truncated multivariate distributions in the i.i.d. case; we also derive the asymptotic properties of these estimators. Our examples include…

In this paper, we explore the radial projection method for locally finite point sets and provide numerical examples for different types of order. The main question is whether the method is suitable to analyse order in a quantitive way. Our…

Friedman test is a nonparametric method that proposed for analyzing data from a randomized complete block design as a robust alternative to parametric method and widely applied in many fields such as agriculture, biology, business,…