相关论文: A note on the permutation distribution of generali…
We introduce the notion of symmetric covariation, which is a new measure of dependence between two components of a symmetric $\alpha$-stable random vector, where the stability parameter $\alpha$ measures the heavy-tailedness of its…
We provide explicit conditions on the distribution of risk-neutral log-returns which yield sharp asymptotic estimates on the implied volatility smile. We allow for a variety of asymptotic regimes, including both small maturity (with…
We consider the probability distributions of values in the complex plane attained by Fourier sums of the form \sum_{j=1}^n a_j exp(-2\pi i j nu) /sqrt{n} when the frequency nu is drawn uniformly at random from an interval of length 1. If…
Cloning, or approximate cloning, is one of basic operations in quantum information processing. In this paper, we deal with cloning of classical states, or probability distribution in asymptotic setting. We study the quality of the…
By a suitable shifting-the-mean parametrization at the Dirichlet series level and Delange's Tauberian theorems, we show that the number of factors in random ordered factorizations of integers is asymptotically normally distributed.
We study the asymptotic behavior of two statistics defined on the symmetric group S_n when n tends to infinity: the number of elements of S_n having k records, and the number of elements of S_n for which the sum of the positions of their…
Statistical models incorporating change points are common in practice, especially in the area of biomedicine. This approach is appealing in that a specific parameter is introduced to account for the abrupt change in the response variable…
We find out that the main result of the article The asymptotic uniform distribution of subset sums can be proven much more easily, using an explicit formula proposed by Li and Wan.
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…
In this paper, we derive some interesting symmetric properties for the geenralized Euler numbers and polynomials.
We present nonasymptotic concentration inequalities for sums of independent and identically distributed random variables that yield asymptotic strong Gaussian approximations of Koml\'os, Major, and Tusn\'ady (KMT) [1975,1976]. The constants…
We present conditions that allow us to pass from the convergence of probability measures in distribution to the uniform convergence of the associated quantile functions. Under these conditions, one can in particular pass from the asymptotic…
We consider the asymptotics of the correlation functions of the characteristic polynomials of the hermitian Wigner matrices $H_n=n^{-1/2}W_n$. We show that for the correlation function of any even order the asymptotic coincides with this…
We study global distribution of zeros for a wide range of ensembles of random polynomials. Two main directions are related to almost sure limits of the zero counting measures, and to quantitative results on the expected number of zeros in…
We collect well known and less known facts about the bivariate normal distribution and translate them into copula language. In addition, we prove a very general formula for the bivariate normal copula, we compute Gini's gamma, and we…
We reconsider the generalization of standard quantum mechanics in which the position operators do not commute. We argue that the standard formalism found in the literature leads to theories that do not share the symmetries present in the…
This note contains two results on the distribution of crossing numbers and nesting numbers in permutations of type B. More precisely, we prove a Bn- analogue of the symmetric distribution of crossings and nestings of permutations due to…
In the setting of dominated statistical models, we provide conditions yielding strong continuity of the posterior distribution with respect to the observed data. We show some applications, with special focus on exponential models.
We consider a random field, defined on an integer-valued d-dimensional lattice, with covariance function satisfying a condition more general than summability. Such condition appeared in the well-known Newman's conjecture concerning the…
This paper investigates weighted approximations for studentized $U$-statistics type processes, both with symmetric and antisymmetric kernels, only under the assumption that the distribution of the projection variate is in the domain of…