Generalized binomial and negative binomial distributions of order<Emphasis Type="Italic">k</Emphasis> by the<Emphasis Type="Italic">l</Emphasis>-overlapping enumeration scheme

In this paper, we investigate the exact distribution of the waiting time for ther-th ℓ-overlapping occurrence of success-runs of a specified length in a sequence of two state Markov dependent trials. The probability generating functions are derived explicitly, and as asymptotic results, relationships of a negative binomial distribution of orderk and an extended Poisson distribution of orderk are discussed. We provide further insights into the run-related problems from the viewpoint of the ℓ-overlapping enumeration scheme. We also study the exact distribution of the number of ℓ-overlapping occurrences of success-runs in a fixed number of trials and derive the probability generating functions. The present work extends several properties of distributions of orderk and leads us a new type of geneses of the discrete distributions.     

A continuous parametric shape model

In this paper we propose a flexible continuous parametric shape model for star-shaped planar objects. The model is based on a polar Fourier expansion of the normalized radius-vector function. The expected phase amplitudes are modelled by a simple regression with parameters having nice geometric interpretations. The suggestedgeneralized p-order model is an extension of first- and second-order Gaussian shape models, and in particular the Gaussian assumption is relaxed. The statistical analysis is straightforward, as demonstrated by an application concerning shape discrimination of two cell nuclei populations.     

A Sato–Tate Law for Drinfeld Modules

We formulate and prove a Sato–Tate equidistribution law for Drinfeld modules.     

On Hadamard Inequality for Log-Concave Functions

Some improvements and generalizations of Finks results about Hadamards inequality for log-concave functions are given.AMS Subject Classification: 26D07, 26D15, 26A51.     

On Cesàro Means of Double Trigonometric Fourier Series

Zhizhiashvili studied questions associated with the approximation properties of Cesàro means of trigonometric Fourier series for functions of two variables in the spaces H. It is proved here that the corresponding estimate cannot be improved for p = 1 or p = .     

Optimal volume-corrected laplace-metropolis method

The article provides a refinement for the volume-corrected Laplace-Metropolis estimator of the marginal likelihood of DiCiccioet al. The correction volume of probability α in DiCiccioet al. is fixed and suggested to take the value α=0.05. In this article α is selected based on an asymptotic analysis to minimize the mean square relative error (MSRE). This optimal choice of α is shown to be invariant under linear transformations. The invariance property leads to easy implementation for multivariate problems. An implementation procedure is provided for practical use. A simulation study and a real data example are presented.     

Constructing Solutions of an Ill-Posed Nonlinear Singularly Perturbed Problem for an Equation of Elliptic Type

Mathematical Notes -     

Stability of Markovian structure observed in high frequency foreign exchange data

Contrary to the common sense in economics and financial engineering, price fluctuations at very fine level of motion exhibit various evidences against the efficient market hypothesis. We attempt to investigate this issue by studying extensive amount of foreign currency exchange data for over five years at the finest level of resolution. We specifically focus on the proposed stability in binomial conditional probabilities originally found in much smaller examples of financial time series. In order to handle very large data, we have written an efficient program in C that automatically generates those conditional probabilities. It is found that the stability is maintained for extremely large time duration that covers almost the entire period. Based on the length of conditions for which the conditional probabilities are distinguishable each other, we identify the length of memory being less than 3 movements.     

Choquet-type Integral Representation of Invariant Functions for some Product Semigroups

We show that functions which are invariant for suitable product semigroups (one of which is a quasi-Poisson semigroup on a general state space) decompose into a singular eigen-function and a mixture of products of minimal eigen-functions.