相关论文: Doubly truncated moment risk measures for elliptic…
Recent works have demonstrated a double descent phenomenon in over-parameterized learning. Although this phenomenon has been investigated by recent works, it has not been fully understood in theory. In this paper, we investigate the…
Doubly robust methods hold considerable promise for off-policy evaluation in Markov decision processes (MDPs) under sequential ignorability: They have been shown to converge as $1/\sqrt{T}$ with the horizon $T$, to be statistically…
We consider a new approach in the definition of two-dimensional heavy-tailed distributions. Namely, we introduce the classes of two-dimensional long-tailed, of twodimensional dominatedly varying and of two-dimensional consistently varying…
The Diversification Quotient (DQ), introduced by Han et al. (2025), is a recently proposed measure of portfolio diversification that quantifies the reduction in a portfolio's risk-level parameter attributable to diversification. Grounded in…
Electrons are the carriers of heat and electricity in materials, and exhibit abundant transport phenomena such as ballistic, diffusive, and hydrodynamic behaviors in systems with different sizes. The electron Boltzmann transport equation…
Proper econometric analysis should be informed by data structure. Many forms of financial data are recorded in discrete-time and relate to products of a finite term. If the data comes from a financial trust, it will often be further subject…
We consider the problem of approximating the moment generating function (MGF) of a truncated random variable in terms of the MGF of the underlying (i.e., untruncated) random variable. The purpose of approximating the MGF is to enable the…
We demonstrate that certain astrophysical distributions can be modelled with the truncated Weibull distribution, which can lead to some insights: in particular, we report the average value, the $r$th moment, the variance, the median, the…
We derive new bounds for moments of the error in the Sato-Tate law over families of elliptic curves. Our estimates are stronger than those obtained by W.D. Banks and I.E. Shparlinski (arXiv:math/0609144) and L. Zhao and the fist-named…
We introduce and study the main properties of a class of convex risk measures that refine Expected Shortfall by simultaneously controlling the expected losses associated with different portions of the tail distribution. The corresponding…
Distribution locational marginal prices (DLMPs) facilitate the efficient operation of low-voltage electric power distribution systems. We propose an approach to internalize the stochasticity of renewable distributed energy resources (DERs)…
Many measures of peakedness, heavy-tailedness and kurtosis have been proposed in the literature, mainly because kurtosis, as originally defined, is a complex combination of the other two concepts. Insight into all three concepts can be…
The truncation of a pair potential at a distance r_cut is well-known to imply in general an impulsive correction to the pressure and other moments of the first derivatives of the potential. That depending on r_cut the truncation may also be…
In this paper, a novel diffusion estimation algorithm is proposed from a probabilistic perspective by combining diffusion strategy and the probabilistic least-mean-squares (PLMS) at all agents. The proposed method diffusion probabilistic…
A two-dimensional discrete-time quantum walk (DTQW) can be realized by alternating a two-state DTQW in one spatial dimension followed by an evolution in the other dimension. This was shown to reproduce a probability distribution for a…
The emergence of fractal features in the microscopic structure of space-time is a common theme in many approaches to quantum gravity. In this work we carry out a detailed renormalization group study of the spectral dimension $d_s$ and walk…
This paper is devoted to the stochastic approximation of entropically regularized Wasserstein distances between two probability measures, also known as Sinkhorn divergences. The semi-dual formulation of such regularized optimal…
Some probability distributions have moments, and some do not. For example, the normal distribution has power moments of arbitrary order, but the Cauchy distribution does not have power moments. In this paper, by analogy with the…
We discuss equivalent axiomatic characterizations of distortion risk measures, and give a novel and concise proof of the characterization of elicitable distortion risk measures. Elicitability has recently been discussed as a desirable…
Dynamic Time Warping (DTW) is a popular time series distance measure that aligns the points in two series with one another. These alignments support warping of the time dimension to allow for processes that unfold at differing rates. The…