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The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting tails and capturing dependence structure…

Statistical Finance · Quantitative Finance 2016-10-04 Asmerilda Hitaj , Friedrich Hubalek , Lorenzo Mercuri , Edit Rroji

This article establishes the existence of Lyapunov functions for analyzing the stability of a class of state-constrained systems, and it describes algorithms for their numerical computation. The system model consists of a differential…

Optimization and Control · Mathematics 2021-04-14 Marianne Souaiby , Aneel Tanwani , Didier Henrion

We construct a family of chaotic dynamical systems with explicit broad distributions, which always violate the central limit theorem. In particular, we show that the superposition of many statistically independent, identically distributed…

chao-dyn · Physics 2009-10-30 Ken Umeno

In this paper we introduce a new method to add a parameter to a family of distributions. The additional parameter is completely studied and a full description of its behaviour in the distribution is given. We obtain several mathematical…

Methodology · Statistics 2010-03-10 Wagner Barreto-Souza , Alexandre B. Simas

Some Kharitonov-like robust Hurwitz stability criteria are established for a class of complex polynomial families with nonlinearly correlated perturbations. These results are extended to the polynomial matrix case and non-interval…

Optimization and Control · Mathematics 2007-05-23 Long Wang

We characterize charmenability among arithmetic groups and deduce dichotomy statements pertaining normal subgroups, characters, dynamics, representations and associated operator algebras. We do this by studying the stationary dynamics on…

Group Theory · Mathematics 2022-08-16 Uri Bader , Itamar Vigdorovich

A generalization of a distribution increases the flexibility particularly in studying of a phenomenon and its properties. Many generalizations of continuous univariate distributions are available in literature. In this study, an…

Applications · Statistics 2024-08-30 Brijesh P. Singh , Sandeep Singh , Utpal Dhar Das

In this paper, we discuss long-time behavior of sample paths for a wide range of regime-switching diffusions. Firstly, almost sure asymptotic stability is concerned (i) for regime-switching diffusions with finite state spaces by the…

Probability · Mathematics 2014-10-29 Junhao Hu , Jianhai Bao , Chenggui Yuan

A finite point process is characterized by the distribution of the number of points (the size) of the process. In some applications, for example, in the context of packet flows in modern communication networks, it is of interest to infer…

Statistics Theory · Mathematics 2016-02-03 Ritwik Chaudhuri , Vladas Pipiras

We investigate the regularity of the strongly continuous semigroup associated with a system of two coupled second order evolution equations with indirect damping, whose stability was recently studied by Hao et al. By deriving the asymptotic…

Analysis of PDEs · Mathematics 2025-08-29 Chenxi Deng , Zhaobin Kuang , Zhuangyi Liu , Qiong Zhang

By well known results of probability theory, any sequence of random variables with bounded second moments has a subsequence satisfying the central limit theorem and the law of the iterated logarithm in a randomized form. In this paper we…

Probability · Mathematics 2017-07-28 I. Berkes , R. Tichy

Stable distribution is one of the attractive models that well describes fat-tail behaviors and scaling phenomena in various scientific fields. The approach based upon the method of moments yields a simple procedure for estimating stable law…

Methodology · Statistics 2021-06-24 Shinji Kakinaka , Ken Umeno

This paper is concerned with the stability analysis of continuous-time switched systems with a random switching signal. The switching signal manifests its characteristics with that the dwell time in each subsystem consists of a fixed part…

Systems and Control · Computer Science 2016-11-18 Junlin Xiong , James Lam , Zhan Shu , Xuerong Mao

A strong negative dependence property for measures on {0,1}^n - stability - was recently developed in [5], by considering the zero set of the probability generating function. We extend this property to the more general setting of…

Probability · Mathematics 2011-04-27 Thomas M. Liggett , Alexander Vandenberg-Rodes

This paper is dedicated to the study of the stability of multiplicities of group representations.

Representation Theory · Mathematics 2015-10-20 Paul-Emile Paradan

A Wright function based framework is proposed to combine and extend several distribution families. The $\alpha$-stable distribution is generalized by adding the degree of freedom parameter. The PDF of this two-sided super distribution…

Statistical Finance · Quantitative Finance 2025-02-18 Stephen H. Lihn

Stable distributions is an interesting and important class of probability distributions. They were discovered explicitly by Paul L\'{e}vy in 1925 \cite{lk}. They possess many interesting properties, most importantly they are by definiton…

Probability · Mathematics 2007-05-23 Jussi I. Tyhtila

We study quasi-stationary distributions and quasi-limiting behavior of Markov chains in general reducible state spaces with absorption. We propose a set of assumptions dealing with particular situations where the state space can be…

Probability · Mathematics 2026-01-14 Nicolas Champagnat , Denis Villemonais

The stability method is very useful for obtaining exact solutions of many extremal graph problems. Its key step is to establish the stability property which, roughly speaking, states that any two almost optimal graphs of the same order $n$…

Combinatorics · Mathematics 2010-07-30 Oleg Pikhurko

We start by studying the distribution of (cyclically reduced) elements of the free groups with respect to their abelianization. We derive an explicit generating function, and a limiting distribution, by means of certain results (of…

Combinatorics · Mathematics 2007-05-23 Igor Rivin
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