相关论文: Analytical valuation of some non-elementary integr…
Superstatistics describes statistical systems that behave like superpositions of different inverse temperatures $\beta$, so that the probability distribution is $p(\epsilon_i) \propto \int_{0}^{\infty} f(\beta) e^{-\beta \epsilon_i}d\beta$,…
Based on the Tsallis entropy, the nonextensive thermodynamic properties are studied as a q-deformation of classical statistical results using only probabilistic methods and straightforward calculations. It is shown that the constant in the…
New expressions and bounds for Catalan's and Apery's constants, derived from the half hyperbolic secant distribution, are presented. These constants are obtained by using expressions for the Lorenz curve, the Gini and Theil indices,…
A new class of probability distributions closely connected to generalized hyperbolic distributions is introduced. It is more adapted to study the distributions of sums of random number of random variables. The properties of these…
The hyperbolic secant distribution has several generalizations with applications in finance. In this study, we explore the dual geometric structure of one such generalization, namely the beta-logistic distribution. Recent findings also…
We study the approximation of $\mathbb{E}f(X_T)$ by a Monte Carlo algorithm, where $X$ is the solution of a stochastic differential equation and $f$ is a given function. We introduce a new variance reduction method, which can be viewed as a…
We prove the bulk universality of the $\beta$-ensembles with non-convex regular analytic potentials for any $\beta>0$. This removes the convexity assumption appeared in our earlier work. The convexity condition enabled us to use the…
We study the characteristic structure of the Einstein-Hilbert (EH) action when modifications of the form of $R^2,~ R_{\mu\nu}^2$, $R_{\mu\nu\rho\sigma}^2$ and $C_{\mu\nu\rho\sigma}^2$ are included. We show that when these quadratic terms…
Here we present an expository, general analysis of valid post-selection or post-regularization inference about a low-dimensional target parameter, $\alpha$, in the presence of a very high-dimensional nuisance parameter, $\eta$, which is…
We introduce a natural definition for sums of the form \[ \sum_{\nu=1}^x f(\nu) \] when the number of terms x is a rather arbitrary real or even complex number. The resulting theory includes the known interpolation of the factorial by the…
A new definition for the Dirichlet beta function for positive integer arguments is discovered and presented for the first time. This redefinition of the Dirichlet beta function, based on the polygamma function for some special values,…
In this series of seven papers, predominantly by means of elementary analysis, we establish a number of identities related to the Riemann zeta function. Whilst this paper is mainly expository, some of the formulae reported in it are…
We consider a special degeneration limit $\omega_1\to - \omega_2$ (or $b\to {\rm i}$ in the context of $2d$ Liouville quantum field theory) for the most general univariate hyperbolic beta integral. This limit is also applied to the most…
The normalized incomplete beta function can be defined either as cumulative distribution function of beta density or as the Gauss hypergeometric function with one of the upper parameters equal to unity. Logarithmic concavity/convexity of…
Typical Bayesian inference requires parameter identification via likelihood parameterization, which has invited criticism for being less flexible than the Frequentist framework and subject to misspecification. Though misspecification may be…
The infinite-dimensional Hilbert sphere $S^\infty$ has been widely employed to model density functions and shapes, extending the finite-dimensional counterpart. We consider the Fr\'echet mean as an intrinsic summary of the central tendency…
We revisit generalized entropic formulations of the uncertainty principle for an arbitrary pair of quantum observables in two-dimensional Hilbert space. R\'enyi entropy is used as uncertainty measure associated with the distribution…
The Euler characteristic transform (ECT) is an integral transform used widely in topological data analysis. Previous efforts by Curry et al. and Ghrist et al. have independently shown that the ECT is injective on all compact definable sets.…
Using probability theory we derive an expression for the sum of a series of definite integrals involving upper incomplete Gamma functions. In the proof, a normal variance mixture distribution with Beta mixing distributions plays a crucial…
We apply non-extensive methods to the statistical analysis of fully developed turbulent flows. Probability density functions of velocity differences at distance r obtained by extremizing the Tsallis entropies coincide well with what is…