Related papers: Geometric Gamma Max-Infinitely Divisible Models
In this article we show the relationship between the Pareto distribution and the gamma distribution. This shows that the second one, appropriately extended, explains some anomalies that arise in the practical use of extreme value theory.…
We give a necessary and sufficient condition for symmetric infinitely divisible distribution to have Gaussian component. The result can be applied to approximation the distribution of finite sums of random variables. Particularly, it shows…
We give a geometric description of variational principles in mechanics, with special attention to constrained systems. For the general case of nonholonomic constraints, a unified variational approach is given, and the equations of motion of…
A novel inhomogeneous gauge transformation law is proposed for a non-Abelian adjoint two-form in four dimensions. Rules for constructing actions invariant under this are given. The auxiliary vector field which appears in some of these…
We develop a theoretical study of non-terminating hypergeometric summations with one free parameter. Composing various methods in complex and asymptotic analysis, geometry and arithmetic of certain transcendental curves and rational…
Motivated by applications in mathematical biology concerning randomly alternating motion of micro-organisms, we analyze a generalized integrated telegraph process. The random times between consecutive velocity reversals are…
This survey concerns regular graphs that are extremal with respect to the number of independent sets, and more generally, graph homomorphisms. More precisely, in the family of of $d$-regular graphs, which graph $G$ maximizes/minimizes the…
In the event symmetric approach to quantum gravity it is assumed that the fundamental laws of physics must be invariant under exchange of any two space-time events. The fact that this symmetry if obviously not observed is attributed to the…
Max-stable processes are natural models for spatial extremes because they provide suitable asymptotic approximations to the distribution of maxima of random fields. In the recent past, several parametric families of stationary max-stable…
An outline of a proof of the decomposition of linear metric perturbations into gauge-invariant and gauge-variant parts on an arbitrary background spacetime which admits ADM decomposition is briefly discussed. We explicitly construct the…
We investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the…
We consider conservative ergodic measure preserving transformations on infinite measure spaces and investigate the asymptotic behaviour of distorted return time processes with respect to sets satisfying a type of Darling-Kac condition. We…
In this article, we prove an extreme value theorem on the limit distribution of geodesics in a geometrically finite quotient of $\Gamma\backslash\mathcal{T}$ a locally finite tree. Main examples of such graphs are quotients of a Bruhat-Tits…
Studies in string theory and in quantum gravity suggest the existence of a finite lower bound to the possible resolution of lengths which, quantum theoretically, takes the form of a minimal uncertainty in positions $\Delta x_0$. A finite…
Extreme value theory is part and parcel of any study of order statistics in one dimension. Our aim here is to consider such large sample theory for the maximum distance to the origin, and the related maximum "interpoint distance," in…
The cosmological gamma-ray burst (GRB) model for the production of ultra- high energy cosmic rays is described, and the current observational evidence which support it discussed. Several predictions of the model are presented, which would…
A mixture of variance-gamma distributions is introduced and developed for model-based clustering and classification. The latest in a growing line of non-Gaussian mixture approaches to clustering and classification, the proposed mixture of…
We consider a generalization of the variance-gamma (generalized asymmetric Laplace) distribution, defined as a normal mean - variance mixture with a gamma mixing distribution. While this model is typically studied in the univariate setting,…
The evolution of inhomogeneities in a spherical collapse model is studied by expanding the Einstein equation in powers of inverse radial parameter. In the linear regime, the density contrast is obtained for flat, closed and open universes.…
The integrability condition called shape invariance is shown to have an underlying algebraic structure and the associated Lie algebras are identified. These shape-invariance algebras transform the parameters of the potentials such as…