相关论文: On some new moments of Gamma type
We have discussed earlier the correlation functions of the random variables $\det(\la-X)$ in which $X$ is a random matrix. In particular the moments of the distribution of these random variables are universal functions, when measured in the…
In this article, we present some specific aspects of symmetric Gamma process mixtures for use in regression models. We propose a new Gibbs sampler for simulating the posterior and we establish adaptive posterior rates of convergence related…
We study a class of Gibbs measures of classical particle spin systems with spin space $S=\mathbb{R}^{m}$ and unbounded pair interaction, living on a metric graph given by a typical realization $\gamma $ of a random point process in…
We obtain a first moment formula for Rankin-Selberg convolution $L$-series of holomorphic modular forms or Maass forms of arbitrary level on $GL(2)$, with an orthonormal basis of Maass forms. One consequence is the best result to date,…
The break-by-one gamma distribution has a probability density function resembling the Schechter function, but with the small-argument behavior modified so it is normalizable in commonly arising cases where the Schechter function is not. Its…
In this work, we consider an estimation method in sparse Poisson models inspired by [1] and provide novel sign consistency results under mild conditions.
We establish a combinatorial formula for homogeneous moments and give some examples where it can be put to use. An application to the statistical mechanics of interacting gauged vortices is discussed.
We introduce the notions of generalized and weighted generalized $\psi$-estimators as unique points of sign change of some appropriate functions, and we give necessary as well as sufficient conditions for their existence. We also derive a…
Prompt {\gamma}-ray emissions from gamma-ray bursts (GRBs) exhibit a vast range of extremely complex temporal structures with a typical variability time-scale significantly short - as fast as milliseconds. This work aims to investigate the…
Fission and gamma-emission probabilities induced by transfer or inelastic scattering reactions with light projectile nuclei are very valuable quantities for constraining the models that describe the de-excitation of heavy nuclei. We have…
A new class of dependent random measures which we call {\it compound random measures} are proposed and the use of normalized versions of these random measures as priors in Bayesian nonparametric mixture models is considered. Their…
In this paper, we demonstrate the existence of the second moment of the Selberg zeta function for a Fuchsian group of the first kind at $\sigma = 1$. The prime geodesic theorem plays a crucial role in this context. The proof extends to…
Spectral moment formulae of various shapes have proven to be very successful in studying the statistics of central $L$-values. In this article, we establish, in a completely explicit fashion, such formulae for the family of $GL(3)\times…
We consider the possibility that the relative phase in quantum mechanics plays a role in determining measurement outcome and could therefore serve as a "hidden" variable. The Born rule for measurement equates the probability for a given…
Assuming the Generalised Riemann Hypothesis, we prove a sharp upper bound on moments of shifted Dirichlet $L$-functions. We use this to obtain conditional upper bounds on high moments of theta functions. Both of these results strengthen…
Following the student t-statistic, normalization has been a widely used method in statistic and other disciplines including economics, ecology and machine learning. We focus on statistics taking the form of a ratio over (some power of) the…
A new version of a strong law of large numbers for a ``good'' pairwise independent sequence of random variables (r.v.'s) with a small part of ``bad'' dependent r.v.'s is proposed. The main goal is to relax the assumption on the existence of…
This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…
We develop moment estimators for the parameters of affine stochastic volatility models. We first address the challenge of calculating moments for the models by introducing a recursive equation for deriving closed-form expressions for…
The principal results of this contribution are the weak and strong limits of maxima of contracted stationary Gaussian random sequences. Due to the random contraction we introduce a modified Berman condition which is sufficient for the weak…