On integral theorems and their statistical properties

IF 2.9 3区 综合性期刊 Q1 MULTIDISCIPLINARY SCIENCES Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences Pub Date : 2024-04-24 DOI:10.1098/rspa.2023.0703
Nhat Ho, Stephen G. Walker
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Abstract

We introduce a class of integral theorems based on cyclic functions and Riemann sums approximating integrals. The Fourier integral theorem, derived as a combination of a transform and inverse transform, arises as a special case. The integral theorems provide natural estimators of density functions via Monte Carlo methods. Assessment of the quality of the density estimators can be used to obtain optimal cyclic functions, alternatives to the sin function, which minimize square integrals. Our proof techniques rely on a variational approach in ordinary differential equations and the Cauchy residue theorem in complex analysis.

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关于积分定理及其统计特性
我们介绍了一类基于循环函数和黎曼和近似积分的积分定理。傅里叶积分定理作为变换和逆变换的结合,是一个特例。积分定理通过蒙特卡罗方法提供了密度函数的自然估计值。对密度估算器质量的评估可用于获得最优循环函数,即 sin 函数的替代函数,它能使平方积分最小化。我们的证明技术依赖于常微分方程中的变分法和复分析中的柯西残差定理。
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来源期刊
CiteScore
6.40
自引率
5.70%
发文量
227
审稿时长
3.0 months
期刊介绍: Proceedings A has an illustrious history of publishing pioneering and influential research articles across the entire range of the physical and mathematical sciences. These have included Maxwell"s electromagnetic theory, the Braggs" first account of X-ray crystallography, Dirac"s relativistic theory of the electron, and Watson and Crick"s detailed description of the structure of DNA.
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