相关论文: Cumulants in noncommutative probability II. Genera…
Several classical results on boundary crossing probabilities of Brownian motion and random walks are extended to asymptotically Gaussian random fields, which include sums of i.i.d. random variables with multidimensional indices,…
In this paper, we introduce the degenerate zero-truncated Poisson random variables whose probability mass functions are a natural extension of the zero-truncated Poisson distributions, and investigate various properties of those random…
In this paper, we introduce weighted fractional generalized cumulative past entropy of a nonnegative absolutely continuous random variable with bounded support. Various properties of the proposed weighted fractional measure are studied.…
Some properties of the inverse of the Normal distribution are studied. Its derivatives, integrals and asymptotic behavior are presented.
We investigate the geode and some of its generalizations from the point of view on noncommutative symmetric functions.
We construct a non - improved exponential bounds for distribution of normed sums of i.,i.d. random variables with random numbers of summand.
We derive the couplings of noncommutative D-branes to spatially varying Ramond-Ramond fields, extending our earlier results in hep-th/0009101. These couplings are expressed in terms of *n products of operators involving open Wilson lines.…
We explore the effect of two-dimensional position-space non-commutativity on the bipartite entanglement of continuous variable systems. We first extend the standard symplectic framework for studying entanglement of Gaussian states of…
As well known, cumulant expansion is an alternative way to moment expansion to fully characterize probability distributions provided all the moments exist. If this is not the case, the so called escort mean values (or q-moments) have been…
We derive an asymptotic expansion for the distribution of a compound sum of independent random variables, all having the same light-tailed subexponential distribution. The examples of a Poisson and geometric number of summands serve as an…
In this article we review recent generalisations of the central limit theorem for the sum of specially correlated (or q-independent) variables, focusing on q greater or equal than 1. Specifically, this kind of correlation turns the…
We discuss non commutative functions, which naturally arise when dealing with functions of more than one matrix variable.
We analyze the statistical properties of nonparametric regression estimators using covariates which are not directly observable, but have be estimated from data in a preliminary step. These so-called generated covariates appear in numerous…
The coupled-product and coupled-exponential of the generalized calculus of nonextensive statistical mechanics are defined for multivariate functions. The nonlinear statistical coupling is indexed such that k_d = k/(1+dk), where d is the…
Random models of evolution are instrumental in extracting rates of microscopic evolutionary mechanisms from empirical observations on genetic variation in genome sequences. In this context it is necessary to know the statistical properties…
A generalization of the classic Gaussian random variable to the family of Multi- Gaussian (MG) random variables characterized by shape parameter M > 0, in addition to the mean and the standard deviation, is introduced. The probability…
Kolmogorov's setting for probability theory is given an original generalization to account for probabilities arising from Quantum Mechanics. The sample space has a central role in this presentation and random variables, i.e., observables,…
We derive the precise asymptotic distributional behavior of Gaussian variational approximate estimators of the parameters in a single-predictor Poisson mixed model. These results are the deepest yet obtained concerning the statistical…
Non-uniform estimates are obtained for Poisson, compound Poisson, translated Poisson, negative binomial and binomial approximations to sums of of m-dependent integer-valued random variables. Estimates for Wasserstein metric also follow…
New results on uniform convergence in probability for the most general classes of wavelet expansions of stationary Gaussian random processes are given.