On the generation of correlation matrices.
On the group pulse processes. I. Classification
On the group pulse processes. II. Power spectrum of the processes with independent points
On the group pulse processes. III. Power spectrum of the processes with independent intervals
On the Heyde theorem for discrete Abelian groups
Let X be a countable discrete Abelian group, Aut(X) the set of automorphisms of X, and I(X) the set of idempotent distributions on X. Assume that α₁, α₂, β₁, β₂ ∈ Aut(X) satisfy . Let ξ₁, ξ₂ be independent random variables with values in X and distributions μ₁, μ₂. We prove that the symmetry of the conditional distribution of L₂ = β₁ξ₁ + β₂ξ₂ given L₁ = α₁ξ₁ + α₂ξ₂ implies that μ₁, μ₂ ∈ I(X) if and only if the group X contains no elements of order two. This theorem can be considered as an analogue...
On the history of martingales in the study of randomness.
On the Hsu condition in a replicated regression model
On the Individual Moving Average Inequality.
On the inequality of Cramér-Rao type in sequential estimation theory
On the Invariance of Perturbed Null Vectors Under Column Scaling.
On the invariance property of the Fisher information for a truncated lognormal distribution. I.
On the Jensen-Shannon divergence and the variation distance for categorical probability distributions
We establish a decomposition of the Jensen-Shannon divergence into a linear combination of a scaled Jeffreys' divergence and a reversed Jensen-Shannon divergence. Upper and lower bounds for the Jensen-Shannon divergence are then found in terms of the squared (total) variation distance. The derivations rely upon the Pinsker inequality and the reverse Pinsker inequality. We use these bounds to prove the asymptotic equivalence of the maximum likelihood estimate and minimum Jensen-Shannon divergence...
On the law of large numbers for continuous-time martingales and applications to statistics.
In order to develop a general criterion for proving strong consistency of estimators in Statistics of stochastic processes, we study an extension, to the continuous-time case, of the strong law of large numbers for discrete time square integrable martingales (e.g. Neveu, 1965, 1972). Applications to estimation in diffusion models are given.
On the least quares fitting in a linear model.
On the limit behavior of a sequence of quantiles of a sample with a random number of items
On the linear combinations of spacings and the restricted range in the exponential populations
On the Linear Combinations of Stochastic Variables.
On the logical development of statistical models.
This paper presents a classification of statistical models using a simple and logical framework. Some remarks are made about the historical appearance of each type of model and the practical problems that motivated them. It is argued that the current stages of the statistical methodology for model building have arisen in response to the needs for more sophisticated procedures for building dynamic-explicative types of models. Some potentially important topics for future research are included.
On the Lukacs property for free random variables
The Lukacs property of the free Poisson distribution is studied. We prove that if free and are free Poisson distributed with suitable parameters, then + and are free. As an auxiliary result we compute the joint cumulants of and for free Poisson distributed . We also study the Lukacs property of the free Gamma distribution.
On the Mathematical Theory of Records
In the present work, we briefly analyze the development of the mathematical theory of records. We first consider applications associated with records. We then view distributional and limit results for record values and times. We further present methods of generation of continuous records. In the end of this work, we discuss some tests based on records.