相关论文: An estimate on the maximum of a nice class of stoc…

We study finite-sample inference for the trade-off function of two unknown probability distributions, the function that traces the optimal type I/type II error frontier in binary testing. Given samples from distributions $P$ and $Q$, we…

We consider the problem of estimating smooth integrated functionals of a monotone nonincreasing density $f$ on $[0,\infty)$ using the nonparametric maximum likelihood based plug-in estimator. We find the exact asymptotic distribution of…

We give an improved estimate for the regularity of the conditional distribution of the empiric mean of a finite sample of IID random variables, conditional on the sample "fluctuations", extending the well-known property of Gaussian IID…

In this paper, we give a characterization of Nikol'ski\u{\i}-Besov type classes of functions, given by integral representations of moduli of smoothness, in terms of series over the moduli of smoothness. Also, necessary and sufficient…

We present a categorical viewpoint of probability measures by showing that a probability measure can be viewed as a weakly averaging affine measurable functional taking values in the unit interval which preserves limits. The probability…

We obtain the exact order estimates of the approximation of the functions of many variables from the generalized Nikol'skii-Besov classes $B^{\Omega}_{p,\theta}(\mathbb{R}^d)$ by sums of de la Vallee Poussin type in the metrics space…

Let $K$ be a convex body in $\mathbb{R}^n$ and $f : \partial K \rightarrow \mathbb{R}_+$ a continuous, strictly positive function with $\int\limits_{\partial K} f(x) d \mu_{\partial K}(x) = 1$. We give an upper bound for the approximation…

In view of the applications to the asymptotic analysis of a family of obstacle problems, we consider a class of convex local functionals $F(u,A)$, defined for all functions $u$ in a suitable vector valued Sobolev space and for all open sets…

Records among a sequence of iid random variables $X_1,X_2,\dotsc$ on the real line have been investigated extensively over the past decades. A record is defined as a random variable $X_n$ such that $X_n>\max(X_1,\dotsc,X_{n-1})$. Trying to…

This paper studies the properties of the probability density function $p_{\alpha,\nu, n}(\mathbf{x})$ of the $n$-variate generalized Linnik distribution whose characteristic function $\varphi_{\alpha,\nu,n}(\boldsymbol{t})$ is given by…

We discuss optimal constants in a recent result of Rudelson and Vershynin on marginal densities. We show that if $f$ is a probability density on $\R^n$ of the form $f(x)=\prod_{i=1}^n f_i(x_i)$, where each $f_i$ is a density on $\R$, say…

Let $f(j,k,n)$ denote the expected number of $j$-faces of a random $k$-section of the $n$-cube. A formula for $f(0,k,n)$ is presented, and for $j\geq 1$, a lower bound for $f(j,k,n)$ is derived, which implies a precise asymptotic formula…

Let $f$ be a real arithmetic function and let $g:[1,\infty[\to{\mathbb R}$ be a smooth function. We describe two emblematic instances in which saddle-point estimates may be used to evaluate the frequency, on the set of integers $n\leqslant…

We show that a very simple randomised algorithm for numerical integration can produce a near optimal rate of convergence for integrals of functions in the $d$-dimensional weighted Korobov space. This algorithm uses a lattice rule with a…

We define a generalized likelihood function based on uncertainty measures and show that maximizing such a likelihood function for different measures induces different types of classifiers. In the probabilistic framework, we obtain…

Let I be a compact d-dimensional manifold, let X:I\to R be a Gaussian process with regular paths and let F_I(u), u\in R, be the probability distribution function of sup_{t\in I}X(t). We prove that under certain regularity and nondegeneracy…

In this paper we consider the problem of computing tail probabilities of the distribution of a random sum of positive random variables. We assume that the individual variables follow a reproducible natural exponential family (NEF)…

We prove a.s. (almost sure) unisolvency of interpolation by continuous random sampling with respect to any given density, in spaces of multivariate a.e. (almost everywhere) analytic functions. Examples are given concerning polynomial and…

In a previous article, given a finite-dimensional real vector space $V$ and a probability measure $\mu$ on $\operatorname{PGL}(V)$ with finite first moment, we gave a description of all $\mu$-stationary probability measures on the…

We study the dynamics of polynomial-like mappings in several variables. A special case of our results is the following theorem. Let f be a proper holomorphic map from an open set U onto a Stein manifold V, $U\subset\subset V$. Assume f is…