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Christophe Ley

Publications and source records attributed to Christophe Ley.

56 records · Page 4Linked to original sources

On a connection between Stein characterizations and Fisher information

We generalize the so-called density approach to Stein characterizations of probability distributions. We prove an elementary factorization property of the resulting Stein operator in terms of a generalized (standardized) score function. We use this result to connect Stein characterizations with information distances such as the generalized (standardized) Fisher information.

math.PR↗

A Stochastic Analysis of Table Tennis

We establish a general formula for the distribution of the score in table tennis. We use this formula to derive the probability distribution (and hence the expectation and variance) of the number of rallies necessary to achieve any given score. We use these findings to investigate the dependence of these quantities on the different parameters involved (number of points needed to win a set, number of consecutive serves, etc.), with particular focus on the rule change imposed in 2001 by the International Table Tennis Federation (ITTF). Finally we briefly indicate how our results can lead to more efficient estimation techniques of individual players' abilities.

stat.AP↗