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Given $X_1,\cdot ,X_N$ random variables whose joint distribution is given as $\mu$ we will use the Martingale Method to show any Lipshitz Function $f$ over these random variables is subgaussian. The Variance parameter however can have a…

Machine Learning · Computer Science 2023-01-10 Debangshu Banerjee

We characterize a class of Markovian dynamics using the concept of divisible dynamical map. Moreover we provide a family of criteria which can distinguish Markovian and non-Markovian dynamics. These Markovianity criteria are based on a…

Quantum Physics · Physics 2012-09-03 Dariusz Chruściński , Andrzej Kossakowski

The purpose of the present paper is to give unified expressions to the characteristic functions of all elliptical and related distributions. Those distributions including the multivariate elliptical symmetric distributions and some…

Statistics Theory · Mathematics 2023-11-14 Chuancun Yin , Hua Dong

The report studies the generation of ternary bent functions by permuting the circular Vilenkin_Chrestenson spectrum of a known bent function. We call this spectral invariant operations in the spectral domain, in analogy to the spectral…

Discrete Mathematics · Computer Science 2019-12-19 Claudio Moraga , Milena Stankovic , Radomir S. Stankovic

The main purpose of this paper is to consider the multiple birth properties for multi-type Markov branching processes. We first construct a new multi-dimensional Markov process based on the multi-type Markov branching process, which can…

Probability · Mathematics 2024-07-09 Junping Li , Wanting Zhang

The Weibull function is widely used to describe skew distributions observed in nature. However, the origin of this ubiquity is not always obvious to explain. In the present paper, we consider the well-known Galton-Watson branching process…

Data Analysis, Statistics and Probability · Physics 2015-05-27 Junghyo Jo , Jean-Yves Fortin , M. Y. Choi

Three-dimensional random tensor models are a natural generalization of the celebrated matrix models. The associated tensor graphs, or 3D maps, can be classified with respect to a particular integer or half-integer, the degree of the…

Combinatorics · Mathematics 2015-05-07 Eric Fusy , Adrian Tanasa

For a class of stationary Markov-dependent sequences $(A_n,B_n)\in\mathbb{R}^2,$ we consider the random linear recursion $S_n=A_n+B_nS_{n-1},$ $n\in\mathbb{Z},$ and show that the distribution tail of its stationary solution has a power law…

Probability · Mathematics 2007-05-23 Alexander Roitershtein

The explicit expression for the the probability distribution function of the endpoint fluctuations of one-dimensional directed polymers in random potential is derived in terms of the Bethe ansatz replica technique by mapping the replicated…

Statistical Mechanics · Physics 2015-06-11 Victor Dotsenko

The break-by-one gamma distribution has a probability density function resembling the Schechter function, but with the small-argument behavior modified so it is normalizable in commonly arising cases where the Schechter function is not. Its…

Cosmology and Nongalactic Astrophysics · Physics 2020-07-31 Thomas J. Loredo

For a variant of the algorithm in [Pit19] (arXiv:1903.10816) to compute the approximate density or distribution function of a linear mixture of independent random variables known by a finite sample, it is presented a proof of the functional…

Statistics Theory · Mathematics 2019-06-19 Thomas Pitschel

We consider a general class of Markovian models describing the growth in a randomly fluctuating environment of a clonal biological population having several phenotypes related by stochastic switching. Phenotypes differ e.g. by the level of…

Populations and Evolution · Quantitative Biology 2022-01-25 J. Unterberger

We study the class $\mathcal{M}_{\mathrm{ratio}}$ of those probability distributions for which the free $R$-transforms are rational functions. This class is closed under the additive free convolution, additive free powers and under the…

Probability · Mathematics 2021-11-22 Wojciech Młotkowski

We define and study distributions in R^{d} that we call q-Normal. For q=1 they are really multidimensional Normal, for q\in(-1,1) they have densities, compact support and many properties that resemble properties of ordinary multidimensional…

Probability · Mathematics 2012-08-13 Paweł J. Szabłowski

General birth-and-death as well as hopping stochastic dynamics of infinite particle systems in the continuum are considered. We derive corresponding evolution equations for correlation functions and generating functionals. General…

Mathematical Physics · Physics 2010-02-10 Dmitri L. Finkelshtein , Yuri G. Kondratiev , Maria Joao Oliveira

We developed a novel direct algorithm to derive the mass-ratio distribution (MRD) of short-period binaries from an observed sample of single-lined spectroscopic binaries (SB1). The algorithm considers a class of parameterized MRDs and finds…

Instrumentation and Methods for Astrophysics · Physics 2017-10-18 Sahar Shahaf , Tsevi Mazeh , Simchon Faigler

The study of properties of mean functionals of random probability measures is an important area of research in the theory of Bayesian nonparametric statistics. Many results are now known for random Dirichlet means, but little is known,…

Statistics Theory · Mathematics 2010-02-24 Lancelot F. James , Antonio Lijoi , Igor Prünster

An expression for the joint probability distribution of the principal curvatures at an arbitrary point in the ensemble of isosurfaces defined on isotropic Gaussian random fields on Rn is derived. The result is obtained by deriving symmetry…

Mathematical Physics · Physics 2007-05-23 Paulo R. S. Mendonca , Rahul Bhotika , James V. Miller

We want to compute the cumulative distribution function of a one-dimensional Poisson stochastic integral $I(\krnl) = \displaystyle \int_0^T \krnl(s) N(ds)$, where $N$ is a Poisson random measure with control measure $n$ and $\krnl$ is a…

Probability · Mathematics 2010-04-30 Mark S. Veillette , Murad S. Taqqu

The multilinear normal distribution is a widely used tool in tensor analysis of magnetic resonance imaging (MRI). Diffusion tensor MRI provides a statistical estimate of a symmetric 2nd-order diffusion tensor, for each voxel within an…

Statistics Theory · Mathematics 2017-09-05 M. Arashi
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