Related papers: Levy stable two-sided distributions: exact and exp…
We consider a class of probability measures $\mu_{s,r}^{\alpha}$ which have explicit Cauchy-Stieltjes transforms. This class includes a symmetric beta distribution, a free Poisson law and some beta distributions as special cases. Also, we…
In this paper we have introduced a generalized version of alpha beta skew normal distribution in the same line of Sharafi et al. (2017) and investigated some of its basic properties. The extensions of the proposed distribution have also…
In this article, we first review the connection between L\'evy processes and infinitely divisible random variables, and the classification of infinitely divisible distributions. Using this connection and the L\'evy-Khinchine representation…
Rubinstein and Sarnak investigated systems of inequalities of the form pi(x;q,a_1) > ... > pi(x;q,a_r), where pi(x;q,a) denotes the number of primes up to x that are congruent to a mod q. They showed, under standard hypotheses on the zeros…
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…
Let f_n denote a kernel density estimator of a continuous density f in d dimensions, bounded and positive. Let \Psi(t) be a positive continuous function such that \|\Psi f^{\beta}\|_{\infty}<\infty for some 0<\beta<1/2. Under natural…
We investigate the four parameter family of bilateral Gamma distributions. The goal of this paper is to provide a thorough treatment of the shapes of their densities, which is of importance for assessing their fitting properties to sets of…
Using complex analysis techniques we obtain precise asymptotic approximations for the kernels corresponding to the symmetric $\alpha$-stable processes and their fractional derivatives. We apply our method to general L\'evy processes whose…
The family of stable distributions received extensive applications in many fields of studies since it incorporates both the skewness and heavy tails. In this paper, we introduce a package written in the R language called alphastable. The…
We study an extension of the sandwiched R\'enyi relative entropies for normal positive functionals on a von Neumann algebra, for parameter values $\alpha\in [1/2,1)$. This work is intended as a continuation of [A. Jen\v{c}ov\'a, Ann. Henri…
Fox's H-function provide a unified and elegant framework to tackle several physical phenomena. We solve the space fractional diffusion equation on the real line equipped with a delta distribution initial condition and identify the…
A method for extracting the Levy stability index $\mu$ from the multi-fractal spectrum $f(\alpha)$ in high energy multiparticle production is proposed. This index is an important parameter, characterizing the non-linear behaviour of…
Stable distributions are a celebrated class of probability laws used in various fields. The $\alpha$-stable process, and its exponentially tempered counterpart, the Classical Tempered Stable (CTS) process, are also prominent examples of…
The class of $\alpha$-stable distributions is widely used in various applications, especially for modelling heavy-tailed data. Although the $\alpha$-stable distributions have been used in practice for many years, new methods for…
Probability distributions defined on the unit interval are widely used in fields ranging from econometrics to reliability studies. Traditional models such as the beta and Kumaraswamy distributions are well-established due to their…
We examine the properties of distributions with the density of the form: $% \frac{2A_{n}c^{n-2}\sqrt{c^{2}-x^{2}}}{\pi \prod_{j=1}^{n}(c(1+a_{j}^{2})-2a_{j}x)},$ where $c,a_{1},\ldots ,a_{n}$ are some parameters and $A_{n}$ a suitable…
The L\'evy-stable distribution is the attractor of distributions which hold power laws with infinite variance. This distribution has been used in a variety of research areas, for example in economics it is used to model financial market…
The class of $\alpha$-stable distributions with a wide range of applications in economics, telecommunications, biology, applied, and theoretical physics. This is due to the fact that it possesses both the skewness and heavy tails. Since…
The computation and inversion of the noncentral beta distribution $B_{p,q}(x,y)$ (or the noncentral $F$-distribution, a particular case of $B_{p,q}(x,y)$) play an important role in different applications. In this paper we study the…
In this paper, we study the $(k,l)$-stable vector bundles over non-singular projective curve $X$ of genus $g\geq 2,$ its relation with stability and Segre invariants. For rank 2 and 3, we give an explicit description and relation of…