Related papers: Distributions that are both log-symmetric and R-sy…
This paper explores various distributional aspects of random variables defined as the ratio of two independent positive random variables where one variable has an $\alpha$-stable law, for $0<\alpha<1$, and the other variable has the law…
We consider analytic continuations of Fourier transforms and Stieltjes transforms. This enables us to define what we call complex moments for some class of probability measures which do not have moments in the usual sense. There are two…
Computing the similarity between two probability distributions is a recurring theme across control. We introduce a unified family of distances between the probability distributions of two random variables that is based on the discrepancy…
Two specific families of distributions in harmonic and Clifford analysis are further studied through a spherical co-ordinates approach. In particular actions involving spherical co-ordinates, such as the radial derivative and the…
We argue that negative skew and positive mean of the distribution of stock returns are largely due to the broken symmetry of stochastic volatility governing gains and losses. Starting with stochastic differential equations for stock returns…
We calculate moments and moment generating functions of two distributions: the so called $q-$Normal and the so called conditional $q-$Normal distributions. These distributions generalize both Normal ($q=1),$ Wigner ($% q=0,$ $q-$Normal) and…
For a large class of symmetric random matrices with correlated entries, selected from stationary random fields of centered and square integrable variables, we show that the limiting distribution of eigenvalue counting measure always exists…
We discuss R-symmetries in locally supersymmetric N=2 gauge theories coupled to hypermultiplets which can be thought of as effective theories of heterotic superstring models. In this type of supergravities a suitable R-symmetry exists and…
The mathematical properties of a family of generalized beta distribution, including beta-normal, skewed-t, log-F, beta-exponential, beta-Weibull distributions have recently been studied in several publications. This paper applies these…
Associated to each complex-valued random variable satisfying appropriate integrability conditions, we introduce a different generalization of the Stirling numbers of the second kind. Various equivalent definitions are provided. Attention,…
We define a family of graphs we call dual systolic graphs. This definition comes from graphs that are duals of systolic simplicial complexes. Our main result is a sharp (up to constants) isoperimetric inequality for dual systolic graphs.…
In this technical report, we will make two observations concerning symmetries of the probability distribution resulting from projection of a piece of p-dimensional data onto a random m-dimensional subspace of $\mathbb{R}^p$, where m < p. In…
In the paper a concept of a double symmetry is introduced, and its qualitative characteristics and rigorous definitions are given. We describe two ways to construct the double-symmetric field theories and present an example demonstrating…
The negative binomial distribution is self similar: If the spectrum over the whole rapidity range gives rise to a negative binomial, in absence of correlation and if the source is unique, also a partial range in rapidity gives rise to the…
In this paper we extend the work of Owen (2007) by deriving a second order expansion for the slope parameter in logistic regression, when the size of the majority class is unbounded and the minority class is finite. More precisely, we…
We show that the distribution of symmetry of a naturally reductive nilpotent Lie group coincides with the invariant distribution induced by the set of fixed vectors of the isotropy. This extends a known result on compact naturally reductive…
In recent years it has been increasing evidence that lognormal distributions are widespread in physical and biological sciences, as well as in various phenomena of economics and social sciences. In social sciences, the appearance of…
The logarithmic-normal (lognormal) distribution is one of the most frequently observed distributions in nature and describes a large number of physical, biological and even sociological phenomena. The origin of this distribution is…
It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…
We characterise the class of distributions of random stochastic matrices $X$ with the property that the products $X(n)X(n-1) ... X(1)$ of i.i.d. copies $X(k)$ of $X$ converge a.s. as $n \rightarrow \infty$ and the limit is Dirichlet…