Expansions of Distributions
نویسندگان
چکیده
منابع مشابه
Variational Cumulant Expansions for Intractable Distributions
Intractable distributions present a common diiculty in inference within the proba-bilistic knowledge representation framework and variational methods have recently been popular in providing an approximate solution. In this article, we describe a perturbational approach in the form of a cumulant expansion which, to lowest order, recovers the standard Kullback-Leibler variational bound. Higher-or...
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In this paper, with optimal normalized constants, the asymptotic expansions of the distribution of the normalized maxima from generalized Maxwell distribution is derived. It shows that the convergence rate of the normalized maxima to the Gumbel extreme value distribution is proportional to 1/ log n.
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Decomposition systems with rapidly decaying elements (needlets) based on Hermite functions are introduced and explored. It is proved that the Triebel-Lizorkin and Besov spaces on R induced by Hermite expansions can be characterized in terms of the needlet coefficients. It is also shown that the Hermite Triebel-Lizorkin and Besov spaces are, in general, different from the respective classical sp...
متن کاملSmall-time expansions for the transition distributions of Lévy processes
Let X = (Xt)t≥0 be a Lévy process with absolutely continuous Lévy measure ν. Small time expansions of arbitrary polynomial order in t are obtained for the tails P (Xt ≥ y), y > 0, of the process, assuming smoothness conditions on the Lévy density away from the origin. By imposing additional regularity conditions on the transition density pt of Xt, an explicit expression for the remainder of the...
متن کاملStability of $g$-Frame Expansions
In this paper we investigate the stability of one-sided perturbation to g-frame expansions. We show that if $Lambda$ is a g-frame of a Hilbert space $mathcal{H}$, $Lambda_{i}^{a}=Lambda_{i}+Theta_{i}$ where $Theta_{i} in mathcal{L}(mathcal{H},mathcal{H}_{i})$, and $widetilde{f}=sum_{i in J}Lambda_{i}^{star}widetilde{Lambda}_{i}^{a}f$, $widehat{f}=sum_{i in J}(Lambda_{i}^{a})^{star}widetilde{Lam...
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ژورنال
عنوان ژورنال: Transactions of the American Mathematical Society
سال: 1965
ISSN: 0002-9947
DOI: 10.2307/1994130