Related papers: On a class of distributions stable under random su…
We extend the class of tempered stable distributions first introduced in Rosinski 2007. Our new class allows for more structure and more variety of tail behaviors. We discuss various subclasses and the relation between them. To characterize…
When the distribution of a random (N) sum of independent copies of a r.v X is of the same type as that of X we say that X is N-sum stable. In this paper we consider a generalization of stability of geometric sums by studying distributions…
The usual way to investigate the statistical properties of finitely generated subgroups of free groups, and of finite presentations of groups, is based on the so-called word-based distribution: subgroups are generated (finite presentations…
This paper explores mixture distributions induced by a product of the positive stable random variable and a power of another positive random variable. The paper also considers the convolution of the stable density with a gamma density.…
An action trace is a function naturally associated to a probability measure preserving action of a group on a standard probability space. For countable amenable groups, we characterise stability in permutations using action traces. We…
In sustained growth with random dynamics stationary distributions can exist without detailed balance. This suggests thermodynamical behavior in fast growing complex systems. In order to model such phenomena we apply both a discrete and a…
Predicting extreme events is important in many applications in risk analysis. The extreme-value theory suggests modelling extremes by max-stable distributions. The Bayesian approach provides a natural framework for statistical prediction.…
Stable distributions are of fundamental importance in probability theory, yet their absolute continuity makes them unsuitable for modeling count data. A discrete analog of strict stability has been previously proposed by replacing scaling…
An important family of structural constants in the theory of symmetric functions and in the representation theory of symmetric groups and general linear groups are the plethysm coefficients. In 1950, Foulkes observed that they have some…
We prove a structure theorem for stable functions on amenable groups, which extends the arithmetic regularity lemma for stable subsets of finite groups. Given a group $G$, a function $f\colon G\to [-1,1]$ is called stable if the binary…
Let $E$ be a space of observables in a sequence of trials $\xi_n$ and define $m_n$ to be the empirical distributions of the outcomes. We discuss the almost sure convergence of the sequence $m_n$ in terms of the $\psi$-weak topology of…
We show that an equilibriumlike additivity property can remarkably lead to power-law distributions observed frequently in a wide class of out-of-equilibrium systems. The additivity property can determine the full scaling form of the…
Multistable distributions, which have been introduced recently by Falconer, L\'evy V\'ehel and their co-authors, are natural generalizations of symmetric "alpha" stable distributions; roughly speaking, they are obtained by replacing the…
The family of multivariate skew-normal distributions has many interesting properties. It is shown here that these hold for a general class of skew-elliptical distributions. For this class, several stochastic representations are established…
The paper considers the properties of pseudo stationarity in a broad sense and pseudo strong mixing for sequences of random variables corresponding to arithmetic functions. Assertions on this topic have been proven. The implementation of…
A probability-measure-preserving action of a countable group is called stable if its transformation-groupoid absorbs the ergodic hyperfinite equivalence relation of type II_1 under direct product. We show that for a countable group G and…
Due to the existence of multiple stationary distributions, we study the stability and instability of a stationary distribution for distribution dependent stochastic differential equations. This note is devoted to the instability of a…
We study here the dynamics (and stability) of Probabilistic Population Protocols, via the differential equations approach. We provide a quite general model and we show that it includes the model of Angluin et. al. in the case of very large…
For regularized distributions we establish stability of the characterization of the normal law in Cramer's theorem with respect to the total variation norm and the entropic distance. As part of the argument, Sapogov-type theorems are…
We study the connections existing between max-infinitely divisible distributions and Poisson processes from the point of view of functional analysis. More precisely, we derive functional identities for the former by using well-known results…