相关论文: Marginality in non-compatible random events
Partition functions for non-interacting particles are known to be symmetric functions. It is shown that powerful group-theoretical techniques can be used not only to derive these relationships, but also to significantly simplify calculation…
We study integral representations of random variables with respect to general H\"older continuous processes and with respect to two particular cases; fractional Brownian motion and mixed fractional Brownian motion. We prove that arbitrary…
To take sample biases and skewness in the observations into account, practitioners frequently weight their observations according to some marginal distribution. The present paper demonstrates that such weighting can indeed improve the…
Regularity properties of the pressure are related to phase transitions. In this article we study thermodynamic formalism for systems defined in non-compact phase spaces, our main focus being countable Markov shifts. We produce metric…
Clustered observations are ubiquitous in controlled and observational studies and arise naturally in multi-centre trials or longitudinal surveys. We present a novel model for the analysis of clustered observations where the marginal…
We consider the notion of the matrix (tensor) distribution of a measurable function of several variables. On the one hand, it is an invariant of this function with respect to a certain group of transformations of variables; on the other…
In this article, we construct semiparametrically efficient estimators of linear functionals of a probability measure in the presence of side information using an easy empirical likelihood approach. We use estimated constraint functions and…
One of the most important empirical findings in microeconometrics is the pervasiveness of heterogeneity in economic behaviour (cf. Heckman 2001). This paper shows that cumulative distribution functions and quantiles of the nonparametric…
In [1], an operator was introduced which acts parallel to the Riemann-Liouville differintegral on a transformation of the space of real analytic functions and commutes with itself. This paper aims to extend the technique - and its defining…
Characteristic functions are shown to be useful for highly sensitive measurements. Redistributions of motional Fock states of a trapped atom can be directly monitored via the most fragile nonclassical part of the characteristic function.…
We review old and new uses of exchangeability, emphasizing the general theme of exchangeable representations of complex random structures. Illustrations of this theme include processes of stochastic coalescence and fragmentation; continuum…
Both classical and respectively quantum observables can be modeled as somewhat similar examples of random variables. In such a model the associated measurements preserve the values spectrum of an observable but change the corresponding…
In this note we classify quasi-sum production functions with constant elasticity of production with respect to any factor of production and with proportional marginal rate of substitution.
We introduce a new broad and exible class of multivariate elliptically symmetric distributions in- cluding the elliptically symmetric logistic and multivariate normal. Various probabilistic properties of the new distribution are studied,…
Contextuality is usually defined as absence of a joint distribution for a set of measurements (random variables) with known joint distributions of some of its subsets. However, if these subsets of measurements are not disjoint,…
We investigate explicit functions that can produce truly random numbers. We use the analytical properties of the explicit functions to show that certain class of autonomous dynamical systems can generate random dynamics. This dynamics…
We consider random multiplicative functions taking the values $\pm 1$. Using Stein's method for normal approximation, we prove a central limit theorem for the sum of such multiplicative functions in appropriate short intervals.
This paper introduces a notion of integrality that is suitable for non-commutative varieties. It is compatible with the usual notion of integrality for schemes. The function field and generic point of a non-commutative integral space are…
Nonclassicality cannot be a single-observable property since the statistics of any quantum observable is compatible with classical physics. We develop a general procedure to reveal nonclassical behavior from the joint measurement of…
In the present paper new insights into the study of the Non-central Dirichlet distribution are provided. This latter is the analogue of the Dirichlet distribution obtained by replacing the Chi-Squared random variables involved in its…