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We introduce a new class of multivariate heavy-tailed distributions that are convolutions of heterogeneous multivariate t-distributions. Unlike commonly used heavy-tailed distributions, the multivariate convolution-t distributions embody…

计量经济学 · 经济学 2024-04-02 Peter Reinhard Hansen , Chen Tong

Univariate concepts as quantile and distribution functions involving ranks and signs, do not canonically extend to $\mathbb{R}^d, d\geq 2$. Palliating that has generated an abundant literature. Chapter 1 shows that, unlike the many…

统计方法学 · 统计学 2020-02-28 Eustasio del Barrio , Juan A. Cuesta-Albertos , Marc Hallin , Carlos Matrán

Four-dimensional N-extended superconformal symmetry and correlation functions of quasi-primary superfields are studied within the superspace formalism. A superconformal Killing equation is derived and its solutions are classified in terms…

高能物理 - 理论 · 物理学 2016-09-06 Jeong-Hyuck Park

The functional ANOVA expansion of a multivariate mapping plays a fundamental role in statistics. The expansion is unique once a unique distribution is assigned to the covariates. Recent investigations in the environmental and climate…

统计计算 · 统计学 2018-01-17 Emanuele Borgonovo , Max D. Morris , Elmar Plischke

We formulate Lorentz covariance of a quantum field theory in terms of covariance of time-ordered products (or other Green's functions). This formulation of Lorentz covariance implies spacelike local commutativity or anticommutativity of…

高能物理 - 理论 · 物理学 2009-11-10 O. W. Greenberg

We provide asymptotic results for the distribution of weighted nonlinear functionals of Gaussian field with long-range dependence. We also show that integral functionals and the corresponding additive functionals have same distributions…

概率论 · 数学 2017-10-06 Tareq Alodat , Andriy Olenko

The theory of distributions provides generalized solutions for problems which do not have a classical solution. However, there are problems which do not have solutions, not even in the space of distributions. As model problem you may think…

泛函分析 · 数学 2012-09-07 Vieri Benci

This paper considers convolution equations that arise from problems such as measurement error and non-parametric regression with errors in variables with independence conditions. The equations are examined in spaces of generalized functions…

统计理论 · 数学 2012-08-21 Victoria Zinde-Walsh

A new, more general derivation of the spin-statistics and PCT theorems is presented. It uses the notion of the analytic wave front set of (ultra)distributions and, in contrast to the usual approach, covers nonlocal quantum fields. The…

高能物理 - 理论 · 物理学 2008-11-26 Michael A. Soloviev

We prove that certain quotients of entire functions are characteristic functions. Under some conditions, the probability measure corresponding to a characteristic function of that type has a density which can be expressed as a generalized…

概率论 · 数学 2010-09-09 Albert Ferreiro-Castilla , Frederic Utzet

The notion of spherically symmetric superfunctions as functions invariant under the orthosymplectic group is introduced. This leads to dimensional reduction theorems for differentiation and integration in superspace. These spherically…

数学物理 · 物理学 2015-05-19 Kevin Coulembier , Hendrik De Bie , Frank Sommen

We consider nonparametric regression with functional covariates, that is, they are elements of an infinite-dimensional Hilbert space. A locally polynomial estimator is constructed, where an orthonormal basis and various tuning parameters…

统计理论 · 数学 2025-04-09 Moritz Jirak , Alois Kneip , Alexander Meister , Mario Pahl

We introduce the notion of a field of covariances, a contravariant functor from non-commutative probability spaces to Hilbert spaces, as the natural categorical analogue of statistical covariance. In the case of finite-dimensional…

数学物理 · 物理学 2025-10-29 Florio M. Ciaglia , Fabio Di Cosmo , Laura González-Bravo

The Frobenius manifold structure on the space of rational functions with multiple simple poles is constructed. In particular, the dependence of the Saito-flat coordinates on the flat coordinates of the intersection form is studied. While…

数学物理 · 物理学 2026-01-08 Alessandro Proserpio , Ian A. B. Strachan

This talk deals with the old problem of formulatingn a covariant quantum theory of superstrings, ``covariant'' here meaning having manifest Lorentz symmetry and supersymmetry. The advantages and disadvantages of several quantization methods…

高能物理 - 理论 · 物理学 2015-06-26 Martin Cederwall

We obtain a number of new general properties, related to the closedness of the class of long-tailed distributions under convolutions, that are of interest themselves and may be applied in many models that deal with "plus" and/or "max"…

概率论 · 数学 2015-11-24 Hui Xu , Sergey Foss , Yuebao Wang

A variant of Siu's analyticity theorem is proved for relative types of plurisubharmonic functions. Some results on propagation of plurisubharmonic singularities and maximality of pluricomplex Green functions with analytic singularities are…

复变函数 · 数学 2010-01-14 Alexander Rashkovskii

In this paper, we derived Lorentz covariant quantum Liouville equation for the density operator which describes the relativistic quantum information processing from Tomonaga-Schwinger equation and an exact formal solution for the…

量子物理 · 物理学 2009-11-07 Doyeol Ahn , Hyuk-jae Lee , Sung Woo Hwang

It is well known that a Lorenz curve, derived from the distribution function of a random variable, can itself be viewed as a probability distribution function of a new random variable [4]. In a previous work of ours [26], we proved the…

概率论 · 数学 2026-03-03 Vilimir Yordanov

We study the problem of decoupling of heavy chiral superfields in four-dimensional $N=1$ supersymmetric field theories with Lorentz-invariant and Lorentz-violating higher-derivative terms. We demonstrate that the earlier found effect of…

高能物理 - 理论 · 物理学 2015-11-04 M. Cvetic , T. Mariz , A. Yu. Petrov