相关论文: Zeroes and Extrema of Functions via Random Measure…
We obtain sufficient conditions for an exponential type entire function not to have zeros in the open lower half-plane. An exact inequality containing the real and imaginary parts of such functions and their derivatives restricted to the…
In this Letter, we strengthen and extend the connection between simulation and estimation to exploit simulation routines that do not exactly compute the probability of experimental data, known as the likelihood function. Rather, we provide…
The process of dynamic state estimation (filtering) based on point process observations is in general intractable. Numerical sampling techniques are often practically useful, but lead to limited conceptual insight about optimal…
We develop and generalize the theory of extreme value for non-stationary stochastic processes, mostly by weakening the uniform mixing condition that was previously used in this setting. We apply our results to non-autonomous dynamical…
The paper describes an approach to measuring convergence of an algorithm to its result in terms of an entropy-like function of partitions of its inputs of a given length. The goal is to look at the algorithmic data processing from the…
Problems in econometrics, insurance, reliability engineering, and statistics quite often rely on the assumption that certain functions are non-decreasing. To satisfy this requirement, researchers frequently model the underlying phenomena…
We consider a finite sequence of random points in a finite domain of a finite-dimensional Euclidean space. The points are sequentially allocated in the domain according to a model of cooperative sequential adsorption. The main peculiarity…
Motivated by a probabilistic analysis of a simple game (itself inspired by a problem in computational learning theory) we introduce the \emph{moment zeta function} of a probability distribution, and study in depth some asymptotic properties…
Results of extensive computations of moments of the Riemann zeta function on the critical line are presented. Calculated values are compared with predictions motivated by random matrix theory. The results can help in deciding between those…
Hypergraphs are structures that can be decomposed or described; in other words they are recursively countable. Here, we get exact and asymptotic enumeration results on hypergraphs by means of exponential generating functions. The number of…
For each $n\geq 1$, let $ {X_{in}, \quad i \geq 1} $ be independent copies of a nonnegative continuous stochastic process $X_{n}=(X_n(t))_{t\in T}$ indexed by a compact metric space $T$. We are interested in the process of partial maxima…
We propose a new family of fairness definitions for classification problems that combine some of the best properties of both statistical and individual notions of fairness. We posit not only a distribution over individuals, but also a…
Max-stable processes are natural models for spatial extremes because they provide suitable asymptotic approximations to the distribution of maxima of random fields. In the recent past, several parametric families of stationary max-stable…
The problem of detecting anomalies in multiple processes is considered. We consider a composite hypothesis case, in which the measurements drawn when observing a process follow a common distribution with an unknown parameter (vector), whose…
A semi-process is an analog of the semi-flow for non-autonomous differential equations or inclusions. We prove an abstract result on the existence of measurable semi-processes in the situations where there is no uniqueness. Also, we allow…
In this paper, we propose a general way of computing expectation values in the zero-range process, using an exact form of the partition function. As an example, we provide the fundamental diagram (the flux-density plot) of the asymmetric…
Max-infinitely divisible (max-id) processes play a central role in extreme-value theory and include the subclass of all max-stable processes. They allow for a constructive representation based on the pointwise maximum of random functions…
We use techniques from finite free probability to analyze matrix processes related to eigenvalues, singular values, and generalized singular values of random matrices. The models we use are quite basic and the analysis consists entirely of…
A blocks method is used to define clusters of extreme values in stationary time series. The cluster starts at the first large value in the block and ends at the last one. The block cluster measure (the point measure at clusters) encodes…
Some computations made about the Riemann Hypothesis and in particular, the verification that zeroes of zeta belong on the critical line and the extension of zero-free region are useful to get better effective estimates of number theory…