Related papers: Conflations of Probability Distributions
A general piecewise (including pointwise) probability distribution with space-saving notation and its hierarchical particular cases are considered. The explicit closed-form normalization, expectation, and variance formulas along with the…
We study the probability distribution $Q(n,t)$ of $n(t)$, the fraction of spins unflipped till time $t$, in a Ising chain with ferromagnetic interactions. The distribution shows a peak at $n=n_{max}$ and in general is non-Gaussian and…
A probability inequality is proved for n-fold convolutions of a smooth cumulative distribution function on (0,infinity)x...x(0,infinity), which is multivariate totally positive of order 2 (MTP2). This inequality is better than an inequality…
We present estimators for entropy and other functions of a discrete probability distribution when the data is a finite sample drawn from that probability distribution. In particular, for the case when the probability distribution is a joint…
Concept of entangled probability distribution of several random variables is introduced. These probability distributions describe multimode quantum states in probability representation of quantum mechanics. Example of entangled probability…
Context: Two-point correlation functions are used throughout cosmology as a measure for the statistics of random fields. When used in Bayesian parameter estimation, their likelihood function is usually replaced by a Gaussian approximation.…
The probability distribution for the number of top to bottom spanning clusters in Directed percolation in two and three dimensions appears to be universal and is of the form $P(n) \sim \exp(-\alpha n^2)$. We argue that $\alpha$ is a new…
A Gaussian fluctuation formula is proved for linear statistics of complex random matrices in the case that the statistic is rotationally invariant. For a general linear statistic without this symmetry, Coulomb gas theory is used to predict…
In this paper we review some general properties of probability distributions which exibit a singular behavior. After introducing the matter with several examples based on various models of statistical mechanics, we discuss, with the help of…
If the prior probability distributions of all possible hypothetical true means and all possible observed means of a continuous variable are conditional on the universal set of all numbers (i.e., before the nature of a study is known and a…
In this note, we define a Gaussian probability distribution over matrices. We prove some useful properties of this distribution, namely, the fact that marginalization, conditioning, and affine transformations preserve the matrix Gaussian…
We consider correlated random variables $X_1,\dots,X_n$ taking values in $\{0,1\}$ such that, for any permutation $\pi$ of $\{1,\dots,n\}$, the random vectors $(X_1,\dots,X_n)$ and $(X_{\pi(1)},\dots,X_{\pi(n)})$ have the same distribution.…
We study the factorised steady state of a general class of mass transport models in which mass, a conserved quantity, is transferred stochastically between sites. Condensation in such models is exhibited when above a critical mass density…
We introduce a probability distribution Q on the group of permutations of the set Z of integers. Distribution Q is a natural extension of the Mallows distribution on the finite symmetric group. A one-sided infinite counterpart of Q,…
The frame of classical probability theory can be generalized by enlarging the usual family of random variables in order to encompass nondeterministic ones: this leads to a frame in which two kinds of correlations emerge: the classical…
Quantization for probability distributions concerns the best approximation of a $d$-dimensional probability distribution $P$ by a discrete probability with a given number $n$ of supporting points. In this paper, we have considered a…
Normalisation in probability theory turns a subdistribution into a proper distribution. It is a partial operation, since it is undefined for the zero subdistribution. This partiality makes it hard to reason equationally about normalisation.…
We propose data thinning, an approach for splitting an observation into two or more independent parts that sum to the original observation, and that follow the same distribution as the original observation, up to a (known) scaling of a…
Reconciliation enforces coherence between hierarchical forecasts, in order to satisfy a set of linear constraints. While most works focus on the reconciliation of the point forecasts, we consider probabilistic reconciliation and we analyze…
The wrapped normal distribution arises when a the density of a one-dimensional normal distribution is wrapped around the circle infinitely many times. At first look, evaluation of its probability density function appears tedious as an…