English
Related papers

Related papers: Geometric Gamma Max-Infinitely Divisible Models

200 papers

We discuss the connections among geometric infinite divisibility, thinning of renewal processes and Cox processes in this paper.

Probability · Mathematics 2014-09-23 Sandhya E

We derive geometrically linearized theories for incompressible materials from nonlinear elasticity theory in the small displacement regime. Our nonlinear stored energy densities may vary on the same (small) length scale as the typical…

Analysis of PDEs · Mathematics 2020-04-24 Martin Jesenko , Bernd Schmidt

The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to…

Probability · Mathematics 2011-10-20 Katarzyna Bartkiewicz , Adam Jakubowski , Thomas Mikosch , Olivier Wintenberger

Continuing the study reported in Satheesh (2001),(math.PR/0304499 dated 01 May 2003) and Satheesh (2002)(math.PR/0305030 dated 02May 2003), here we study generalizations of infinitely divisible (ID) and max-infinitely divisible (MID) laws.…

Probability · Mathematics 2007-06-13 S. Satheesh , E. Sandhya

Recently, we developed a theory of a geometrically growing system. Here we show that the theory can explain some phenomena of power-law distribution including classical demographic and economic and novel pandemic instances, without…

Physics and Society · Physics 2023-02-28 Kim Chol-jun

We uncover connections between maximum likelihood estimation in statistics and norm minimization over a group orbit in invariant theory. We focus on Gaussian transformation families, which include matrix normal models and Gaussian graphical…

Statistics Theory · Mathematics 2021-08-24 Carlos Améndola , Kathlén Kohn , Philipp Reichenbach , Anna Seigal

Invariant manifolds provide the geometric structures for describing and understanding dynamics of nonlinear systems. The theory of invariant manifolds for both finite and infinite dimensional autonomous deterministic systems, and for…

Dynamical Systems · Mathematics 2007-05-23 Jinqiao Duan , Kening Lu , Bjoern Schmalfuss

In this paper, we discuss computational aspects to obtain accurate inferences for the parameters of the generalized gamma (GG) distribution. Usually, the solution of the maximum likelihood estimators (MLE) for the GG distribution have no…

Computation · Statistics 2017-07-26 Jorge Alberto Achcar , Pedro Luiz Ramos , Edson Zangiacomi Martinez

Let $X_{i,n},n\in \mathbb{N},1\leq i\leq n$, be a triangular array of independent $\mathbb{R}^d$-valued Gaussian random vectors with correlation matrices $\Sigma_{i,n}$. We give necessary conditions under which the row-wise maxima converge…

Probability · Mathematics 2015-04-08 Sebastian Engelke , Zakhar Kabluchko , Martin Schlather

Generative models based on diffusion have become the state of the art in the last few years, notably for image generation. Here, we analyse them in the high-dimensional limit, where data are formed by a very large number of variables. We…

Disordered Systems and Neural Networks · Physics 2023-10-31 Giulio Biroli , Marc Mézard

The object of this paper is to introduce and study the concept of quasi-geometric infinite divisibility for distributions on $\bf R_+$. These distributions arise as mixing distributions of (discrete) geometric infinitely divisible Poisson…

Probability · Mathematics 2021-12-09 Nadjib Bouzar

Graphical models in extremes have emerged as a diverse and quickly expanding research area in extremal dependence modeling. They allow for parsimonious statistical methodology and are particularly suited for enforcing sparsity in…

Methodology · Statistics 2024-02-06 Sebastian Engelke , Manuel Hentschel , Michaël Lalancette , Frank Röttger

The infinitely-many-neutral-alleles model has recently been extended to a class of diffusion processes associated with Gibbs partitions of two-parameter Poisson-Dirichlet type. This paper introduces a family of infinite-dimensional…

Probability · Mathematics 2013-02-15 Matteo Ruggiero , Stephen G. Walker , Stefano Favaro

We study the statistics of the maximum and minimum of a set of $N$ random variables whose dynamical and statistical properties fall within the scope of infinite ergodic theory. These non-stationary yet recurrent systems are described, in…

Statistical Mechanics · Physics 2026-03-09 Talia Baravi , Eli Barkai

In this paper we develop new extremal principles in variational analysis that deal with finite and infinite systems of convex and nonconvex sets. The results obtained, unified under the name of tangential extremal principles, combine primal…

Optimization and Control · Mathematics 2011-01-24 Boris S. Mordukhovich , Hung M. Phan

Extended geometric distribution is defined and its mixture is characterized by the property of having completely monotone probability sequence. Also, convolution equations and probability generating functions are used to characterize…

Statistics Theory · Mathematics 2007-06-13 E Sandhya , S Sherly , M K Jos , N Raju

In this paper we introduce new notions of local extremality for finite and infinite systems of closed sets and establish the corresponding extremal principles for them called here rated extremal principles. These developments are in the…

Optimization and Control · Mathematics 2011-02-28 Boris S. Mordukhovich , Hung M. Phan

We introduce novel finite element schemes for curve diffusion and elastic flow in arbitrary codimension. The schemes are based on a variational form of a system that includes a specifically chosen tangential motion. We derive optimal $L^2$-…

Numerical Analysis · Mathematics 2025-09-29 Klaus Deckelnick , Robert Nürnberg

We obtain limit theorems for the row extrema of a triangular array of zero-modified geometric random variables. Some of this is used to obtain limit theorems for the maximum family size within a generation of a simple branching process with…

Probability · Mathematics 2007-05-23 Kosto V. Mitov , Anthony G. Pakes , George P. Yanev

We develop new variational principles to study stability and equilibrium of axisymmetric flows. We show that there is an infinite number of steady state solutions. We show that these steady states maximize a (non-universal) $H$-function. We…

Fluid Dynamics · Physics 2016-08-16 Nicolas Leprovost , Bérengère Dubrulle , Pierre-Henri Chavanis