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In this paper we obtain the limit distribution for partial sums with a random number of terms following a class of mixed Poisson distributions. The resulting weak limit is a mixing between a normal distribution and an exponential family,…

Probability · Mathematics 2020-05-08 Wagner Barreto-Souza , Gabriela Oliveira , Roger W. C. Silva

We introduce and study new modules and spaces of generalized functions that are related to the classical Besov spaces. Various Schwartz distribution spaces are naturally embedded into our new generalized function spaces. We obtain precise…

Functional Analysis · Mathematics 2023-09-25 Stevan Pilipović , Dimitris Scarpalézos , Jasson Vindas

We study the distributional behavior of additive arithmetic functions evaluated at integers drawn from the harmonic distribution. Our main result shows that a broad family of such functions converges in law to conditioned Dickman-type…

Number Theory · Mathematics 2025-12-03 Victor Bernal Ramirez , Arturo Jaramillo

A new generalization of the modified Bessel function of the second kind $K_{z}(x)$ is studied. Elegant series and integral representations, a differential-difference equation and asymptotic expansions are obtained for it thereby…

Number Theory · Mathematics 2017-08-31 Atul Dixit , Aashita Kesarwani , Victor H. Moll , Nico M. Temme

In the paper we present a characterization theorem of the Riesz measure and a Wishart exponential family on homogeneous cones through the invariance property of a natural exponential family under the action of the triangular group.

Probability · Mathematics 2019-09-06 Hideyuki Ishi , Bartosz Kołodziejek

The Poisson distribution is the probability distribution of the number of independent events in a given period of time. Although the Poisson distribution appears ubiquitously in various stochastic dynamics of gene expression, both as…

Statistical Mechanics · Physics 2024-10-02 Julian Lee

By the method of Poissonization we confirm some existing results concerning consistent estimation of the structural distribution function in the situation of a large number of rare events. Inconsistency of the so called natural estimator is…

Statistics Theory · Mathematics 2007-06-13 Bert van Es , Stamatis Kolios

We illustrate the use of the R-package "rstiefel" for matrix-variate data analysis in the context of two examples. The first example considers estimation of a reduced-rank mean matrix in the presence of normally distributed noise. The…

Computation · Statistics 2013-04-15 Peter D. Hoff

Several formulations have long existed in the literature in the form of continuous mixtures of normal variables where a mixing variable operates on the mean or on the variance or on both the mean and the variance of a multivariate normal…

Probability · Mathematics 2020-03-31 Reinaldo B. Arellano-Valle , Adelchi Azzalini

We investigate a model of random spatial permutations on two-dimensional tori, and establish that the joint distribution of large cycles is asymptotically given by the Poisson--Dirichlet distribution with parameter one. The asymmetry of the…

Probability · Mathematics 2024-06-18 Alan Hammond , Tyler Helmuth

A new family of distributions indexed by the class of matrix variate contoured elliptically distribution is proposed as an extension of some bimatrix variate distributions. The termed \emph{multimatrix variate distributions} open new…

Statistics Theory · Mathematics 2024-05-07 José A. Díaz-García , Francisco J. Caro-Lopera

Stochastic linear combinations of some random vectors are studied where the distribution of the random vectors and the joint distribution of their coefficients are Dirichlet. A method is provided for calculating the distribution of these…

Statistics Theory · Mathematics 2016-03-03 Hazhir Homei

The aim of the present work is to provide a supplement to the authors' paper (2018). It is shown that our results on the approximation of distributions of sums of independent summands by the accompanying compound Poisson laws and the…

Probability · Mathematics 2022-08-04 Friedrich Götze , Andrei Yu. Zaitsev

We study the joint distribution of descents and inverse descents over the set of permutations of n letters. Gessel conjectured that the two-variable generating function of this distribution can be expanded in a given basis with nonnegative…

Combinatorics · Mathematics 2013-03-21 Mirkó Visontai

The claim experience of the past is a very important information to calculate the fair price of an insurance contract. In a lot of European countries for instance the prices for motor car insurance depend on the number of claims the driver…

Risk Management · Quantitative Finance 2010-09-22 Magda Schiegl

Multiplicity distributions exhibit, after closer inspection, peculiarly enhanced void probability and oscillatory behavior of the modified combinants. We discuss the possible sources of these oscillations and their impact on our…

High Energy Physics - Phenomenology · Physics 2019-06-04 Maciej Rybczyński , Grzegorz Wilk , Zbigniew Włodarczyk

A new distribution named intensive natural distribution is introduced with the intent of consolidating statistics and empirical data. Based on the probability derived from the Bernoulli distribution, this method extended also Poisson…

Statistics Theory · Mathematics 2011-05-05 Alessandro Felluga , Stefano Tiziani

This paper introduces a new approach to the study of rates of convergence for posterior distributions. It is a natural extension of a recent approach to the study of Bayesian consistency. In particular, we improve on current rates of…

Statistics Theory · Mathematics 2007-08-22 Stephen G. Walker , Antonio Lijoi , Igor Prünster

We study the amplitude distribution of irregular eigenfunctions in systems with mixed classical phase space. For an appropriately restricted random wave model a theoretical prediction for the amplitude distribution is derived and good…

Chaotic Dynamics · Physics 2009-11-07 Arnd Bäcker , Roman Schubert

We use the theory of normal variance-mean mixtures to derive a data augmentation scheme for models that include gamma functions. Our methodology applies to many situations in statistics and machine learning, including Multinomial-Dirichlet…

Methodology · Statistics 2021-06-22 Jingyu He , Nicholas Polson , Jianeng Xu