相关论文: Crystalline temperate distributions with uniformly…
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…
A discrete-time stochastic process derived from a model of basketball is used to generalize any discrete distribution. The generalized distributions can have one or two more parameters than the parent distribution. Those derived from…
In this article, we first obtain, for the Kolmogorov distance, an error bound between a tempered stable and a compound Poisson distribution and also an error bound between a tempered stable and an alpha stable distribution via Stein method.…
Numerical analysis is conducted for a generalized particle method for a Poisson equation. Unique solvability is derived for the discretized Poisson equation by introducing a connectivity condition for particle distributions. Moreover, by…
We compute Hermite expansions of some tempered distributions by using the Bargmann transform. In other words, we calculate the Taylor expansions of the corresponding entire functions. Our method of computations seems to be superior to the…
This note presents a rigorous introduction to a selection of distributions along with their Fourier transforms, which are commonly encountered in signal processing and, in particular, magnetic resonance imaging (MRI). In contrast to many…
We proved recently that a measure on R, whose support and spectrum are both uniformly discrete sets, must have a periodic structure. Here we show that this is not the case if the support and the spectrum are just discrete closed sets.
Tempered stable distributions are frequently used in financial applications (e.g., for option pricing) in which the tails of stable distributions would be too heavy. Given the non-explicit form of the probability density function,…
We present a Poisson formula for sparse resultants and a formula for the product of the roots of a family of Laurent polynomials, which are valid for arbitrary families of supports. To obtain these formulae, we show that the sparse…
Dispersion is a fundamental concept in statistics, yet standard approaches - especially via stochastic orders - face limitations in the discrete setting. In particular, the classical dispersive order, well-established for continuous…
A definition for elliptical tempered stable distribution, based on the characteristic function, have been explained which involve a unique spectral measure. This definition provides a framework for creating a connection between infinite…
Let $(U_t)_{t \geq 0}$ be a Brownian motion valued in the complex projective space $\mathbb{C}P^{N-1}$. Using unitary spherical harmonics of homogeneous degree zero, we derive the densities of $|U_t^{1}|^2$ and of $(|U_t^{1}|^2,…
Using the LePage representation, a strictly stable random element in a Banach space with $\alpha\in(0,2)$ can be represented as a sum of points of a Poisson process. This point process is union-stable, i.e. the union of its two independent…
We prove large and moderate deviation principles for the distribution of an empirical mean conditioned by the value of the sum of discrete i.i.d. random variables. Some applications for combinatoric problems are discussed.
In this paper, we propose some algorithms for the simulation of the distribution of certain diffusions conditioned on terminal point. We prove that the conditional distribution is absolutely continuous with respect to the distribution of…
The paper develops new methods of non-parametric estimation a compound Poisson distribution. Such a problem arise, in particular, in the inference of a Levy process recorded at equidistant time intervals. Our key estimator is based on…
A generalised summation method is considered based on the Fourier series of periodic distributions. It is shown that $$ e^{it}-2e^{2it}+3e^{3it}-4e^{4it}+-\cdots = {\mathrm P\mathrm f} {\displaystyle \frac{e^{it}}{(1+e^{it})^2}} +i\pi…
By a mixture density is meant a density of the form $\pi_{\mu}(\cdot)=\int\pi_{\theta}(\cdot)\times\mu(d\theta)$, where $(\pi_{\theta})_{\theta\in\Theta}$ is a family of probability densities and $\mu$ is a probability measure on $\Theta$.…
The Poisson distribution of order $k$ is a special case of a compound Poisson distribution. Its mean and variance are known, but results for its median and mode are difficult to obtain, although a few cases have been solved and upper/lower…
We give a simple proof of the fact that there exist measures on the real line of discrete support, whose Fourier Transform is also a measure of discrete support, yet this Fourier pair cannot be constructed by repeatedly applying the Poisson…