Birnbaum–Saunders power-exponential kernel density estimation and Bayes local bandwidth selection for nonnegative heavy tailed data

In this paper, we study the performance of the Birnbaum–Saunders-power-exponential (BS-PE) kernel and Bayesian local bandwidth selection in the context of kernel density estimation for nonnegative heavy tailed data. Our approach considers the BS-PE kernel estimator and treats locally the bandwidth h as a parameter with prior distribution. The posterior density of h at each point x (point where the density is estimated) is derived in closed form, and the Bayesian bandwidth selector is obtained by using popular loss functions. The performance evaluation of this new procedure is carried out by a simulation study and real data in web-traffic. The proposed method is very quick and very competitive in comparison with the existing global methods, namely biased cross-validation and unbiased cross-validation.     

Bayesian analysis of Birnbaum–Saunders distribution via the generalized ratio-of-uniforms method

This paper deals with the Bayesian inference for the parameters of the Birnbaum–Saunders distribution. We adopt the inverse-gamma priors for the shape and scale parameters because the continuous conjugate joint prior distribution does not exist and the reference prior (or independent Jeffreys’ prior) results in an improper posterior distribution. We propose an efficient sampling algorithm via the generalized ratio-of-uniforms method to compute the Bayesian estimates and the credible intervals. One appealing advantage of the proposed procedure over other sampling techniques is that it efficiently generates independent samples from the required posterior distribution. Simulation studies are conducted to investigate the behavior of the proposed method, and two real-data applications are analyzed for illustrative purposes.     

Gessel–Stanton's inverse series and a system of q-polynomials

The work incorporates an extension of the Lagrange inversion formula for x/(1−x)^b+1$x/{(1-x)}^{b+1}$ due to I. Gessel, D. Stanton, Application of q-Lagrange inversion to basic hypergeometric series, Trans. Amer. Math. Soc. 277 (1) (1983) 173–201. A proposed general q-inversion pair provides extension to Askey–Wilson polynomial and q-Racah polynomial. This general pair is used to introduce a general class of q-polynomials which includes and extends the polynomials of little q-Jacobi, q-Laguerre, etc. Some properties of this class namely, Companion matrix, q-difference equation, etc., are also obtained.     

A remark on the Gaussian lower bound for the Neumann heat kernel of the Laplace–Beltrami operator

We adapt in the present note the perturbation method introduced in Choulli and Kayser (Positivity 19(3):625–646, 2015) to get a lower Gaussian bound for the Neumann heat kernel of the Laplace–Beltrami operator on an open subset of a compact Riemannian manifold.     

Beurling–Landau densities of weighted Fekete sets and correlation kernel estimates

Let Q be a suitable real function on $\mathbb{C}$. An n-Fekete set corresponding to Q is a subset $\{z_{n1},\dots ,z_{nn}\}$ of $\mathbb{C}$ which maximizes the expression ${\prod }_{i<j}^n{|z_{ni}?z_{nj}|}^2{\mathrm{e}}^{?n(Q(z_{n1})+?+Q(z_{nn}))}$. It is well known that, under reasonable conditions on Q, there is a compact set S known as the “droplet” such that the measures ${\mu }_n=n^{?1}({\delta }_{z_{n1}}+?+{\delta }_{z_{nn}})$ converges to the equilibrium measure $\mathrm{\Delta }Q?{\mathbf{1}}_S\mathrm{d}A$ as $n\to \infty$. In this note we prove that Fekete sets are, in a sense, maximally spread out with respect to the equilibrium measure. In general, our results apply only to a part of the Fekete set, which is at a certain distance away from the boundary of the droplet. However, for the potential $Q={|z|}^2$ we obtain results which hold globally, and we conjecture that such global results are true for a wide range of potentials.     

Robustness of the Gaussian concentration inequality and the Brunn–Minkowski inequality

We provide a sharp quantitative version of the Gaussian concentration inequality: for every \(r>0\), the difference between the measure of the r-enlargement of a given set and the r-enlargement of a half-space controls the square of the measure of the symmetric difference between the set and a suitable half-space. We also prove a similar estimate in the Euclidean setting for the enlargement with a general convex set. This is equivalent to the stability of the Brunn–Minkowski inequality for the Minkowski sum between a convex set and a generic one.     

Direct and inverse spectral theory of singular left-definite Sturm–Liouville operators

We discuss direct and inverse spectral theory of self-adjoint Sturm–Liouville relations with separate boundary conditions in the left-definite setting. In particular, we develop singular Weyl–Titchmarsh theory for these relations. Consequently, we apply de Branges? subspace ordering theorem to obtain inverse uniqueness results for the associated spectral measure. The results can be applied to solve the inverse spectral problem associated with the Camassa–Holm equation.     

Direct and inverse boundary value problems for models of stationary reaction–convection–diffusion

Direct and inverse boundary value problems for models of stationary reaction–convection–diffusion are investigated. The direct problem consists in finding a solution of the corresponding boundary value problem for given data on the boundary of the domain of the independent variable. The peculiarity of the direct problem consists in the inhomogeneity and irregularity of mixed boundary data. Solvability and stability conditions are specified for the direct problem. The inverse boundary value problem consists in finding some traces of the solution of the corresponding boundary value problem for given standard and additional data on a certain part of the boundary of the domain of the independent variable. The peculiarity of the inverse problem consists in its ill-posedness. Regularizing methods and solution algorithms are developed for the inverse problem.     

Heat kernel: Proper-time method,Fock–Schwinger gauge,path integral,and Wilson line

Theoretical and Mathematical Physics - This paper is devoted to the proper-time method and describes a model case that reflects the subtleties of constructing the heat kernel, is easily extended to...     

The Moore–Penrose inverse of the incidence matrix of complete multipartite and bi-block graphs

A bi-block graph is a connected graph all of whose blocks are complete bipartite graphs. We give a combinatorial interpretation of the Moore–Penrose inverse of the incidence matrix of a complete multipartite graph and a bi-block graph.     

Gaussian distributions and phase space Weyl–Heisenberg frames

Gaussian states are at the heart of quantum mechanics and play an essential role in quantum information processing. In this paper we provide approximation formulas for the expansion of a general Gaussian symbol in terms of elementary Gaussian functions. For this purpose we introduce the notion of a “phase space frame” associated with a Weyl–Heisenberg frame. Our results give explicit formulas for approximating general Gaussian symbols in phase space by phase space shifted standard Gaussians as well as explicit error estimates and the asymptotic behavior of the approximation.     

Comparison of the LS-based estimators and the MLE for the fractional Ornstein–Uhlenbeck process

Statistical Inference for Stochastic Processes - We deal with the fractional Ornstein–Uhlenbeck (fO–U) process driven by the fractional Brownian motion (fBm), where the drift parameter...     

Moore–Penrose inverse of an invertible infinite matrix

In this article we show that, contrary to finite matrices (with real or complex entries) an invertible infinite matrix V could have a Moore–Penrose inverse that is not a classical inverse of V. This also answers a recent open problem on infinite matrices.