Distances of Probability Measures and Uniform Distribution Mod 1.
Much of uncertainty quantification to date has focused on determining the effect of variables modeled probabilistically, and with a known distribution, on some physical or engineering system. We develop methods to obtain information on the system when the distributions of some variables are known exactly, others are known only approximately, and perhaps others are not modeled as random variables at all.The main tool used is the duality between risk-sensitive integrals and relative entropy, and we...
We elucidate the asymptotics of the Ls-quantization error induced by a sequence of Lr-optimal n-quantizers of a probability distribution P on when s > r. In particular we show that under natural assumptions, the optimal rate is preserved as long as s < r+d (and for every s in the case of a compactly supported distribution). We derive some applications of these results to the error bounds for quantization based cubature formulae in numerical integration on and on the Wiener space.
For a doubly truncated exponential distribution, the probability density function of a quasi-range is derived. From this the density of sample range is obtained as a special case. Expressions for the mean and variance of the range are also obtained.
Se analizan los conceptos de función de distribución propensa, neutra y resistente a producir datos atípicos dependiendo del comportamiento asintótico de la diferencia y la razón de los dos extremos superiores.Posteriormente se caracterizan las primeras definiciones con propiedades de la cola derecha de la función de distribución.
We prove good- inequalities for the area integral, the nontangential maximal function, and the maximal density of the area integral. This answers a question raised by R. F. Gundy. We also prove a Kesten type law of the iterated logarithm for harmonic functions. Our Theorems 1 and 2 are for Lipschitz domains. However, all our results are new even in the case of .
Let be a Brownian motion valued in the complex projective space . Using unitary spherical harmonics of homogeneous degree zero, we derive the densities of and of , and express them through Jacobi polynomials in the simplices of and respectively. More generally, the distribution of may be derived using the decomposition of the unitary spherical harmonics under the action of the unitary group yet computations become tedious. We also revisit the approach initiated in [13] and based on...