相关论文: Correction note. Typical configuration for one-dim…
This is a supplement to the paper "Liquidity based modeling of asset price bubbles via random matching". The supplement is organized as follows. First, we prove Theorem 3.13 in [1] which provides the existence of the dynamical system D…
This version corrects a number of mistakes that appeared in the previous draft. In particular, the (EU-LREM) condition is sufficient for existence and uniqueness but not necessary, as we had claimed. We are grateful to P. C. B. Phillips and…
Using a recently introduced algorithm for simulating percolation in microcanonical (fixed-occupancy) samples, we study the convergence with increasing system size of a number of estimates for the percolation threshold for an open system…
In two recent papers we introduced some new techniques for constructing an extension of a probability-preserving system $T:\mathbb{Z}^d\curvearrowright (X,\mu)$ that enjoys certain desirable properties in connexion with the asymptotic…
We study randomized quasi-Monte Carlo (RQMC) estimation of a multivariate integral where one of the variables takes only a finite number of values. This problem arises when the variable of integration is drawn from a mixture distribution as…
I examine the determination of the QCD color factor ratio CA/CF from the scale evolution of particle multiplicity in e+e- three jet events. I fit an analytic expression for the multiplicity in three jet events to event samples generated…
We study 't Hooft anomalies of symmetry-enriched rational conformal field theories (RCFT) in (1+1)d. Such anomalies determine whether a theory can be realized in a truly (1+1)d system with on-site symmetry, or on the edge of a (2+1)d…
This note contains a correction to the paper, ``Local contribution to the Lefschetz fixed point formula'', Inv. Math. 111 (1993), pp. 1-33.
In this short note we confirm the relation between the generalized $abc$-conjecture and the $p$-rationality of number fields. Namely, we prove that given K$/\mathbb{Q}$ a real quadratic extension or an imaginary $S_3$-extension, if the…
Given a random sample from a multivariate population, estimating the number of large eigenvalues of the population covariance matrix is an important problem in Statistics with wide applications in many areas. In the context of Principal…
Robust and reliable covariance estimates play a decisive role in financial and many other applications. An important class of estimators is based on Factor models. Here, we show by extensive Monte Carlo simulations that covariance matrices…
Errata for MNRAS 330, 821 (2002, astro-ph/0111084). A notation error in Eq. 7 and some typos in Table 3 corrected.
This paper has been withdrawn by the author due to a crucial error in the formulation.
The logarithmic conformal field theory describing critical percolation is further explored using Watts' determination of the probability that there exists a cluster connecting both horizontal and vertical edges. The boundary condition…
In the paper [3] the value of the invariant denoted by d and often called "rank" was misstated for a narrow class of examples of ECS manifolds: they were identified as having d = 1 instead of the correct value d = 2. The error was repeated,…
This paper provides some extended results on estimating parameter matrix of several regression models when the covariate or response possesses weaker moment condition. We study the $M$-estimator of Fan et al. (Ann Stat 49(3):1239--1266,…
The classical Kaczmarz iteration and its randomized variants are popular tools for fast inversion of linear overdetermined systems. This method extends naturally to the setting of the phase retrieval problem via substituting at each…
We study probabilistic prediction games when the underlying model is misspecified, investigating the consequences of predicting using an incorrect parametric model. We show that for a broad class of loss functions and parametric families of…
This work studies external regret in sequential prediction games with both positive and negative payoffs. External regret measures the difference between the payoff obtained by the forecasting strategy and the payoff of the best action. In…
Gibbs random fields play an important role in statistics, however, the resulting likelihood is typically unavailable due to an intractable normalizing constant. Composite likelihoods offer a principled means to construct useful…