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The dynamics of the solutions to a class of conservative SPDEs are analysed from two perspectives: Firstly, a probabilistic construction of a corresponding random dynamical system is given for the first time. Secondly, the existence and…

Probability · Mathematics 2022-06-30 Benjamin Fehrman , Benjamin Gess , Rishabh S. Gvalani

The derivative of a polynomial with all zeros on the unit circle has the zeros of its derivative on or inside the unit circle. It has been observed that in many cases the zeros of the derivative have a bimodal distribution: there are two…

Complex Variables · Mathematics 2025-02-20 David W. Farmer

Arguing about the equilibrium distribution of continuous-time Markov chains can be vital for showing properties about the underlying systems. For example in biological systems, bistability of a chemical reaction network can hint at its…

Probability · Mathematics 2010-07-20 Tugrul Dayar , Holger Hermanns , David Spieler , Verena Wolf

A modification of Mott-Smith method for predicting the one-dimensional shock wave solution is presented. Mott-Smith distribution function is used to construct the system of moment equations to study the steady-state structure of shock wave…

Fluid Dynamics · Physics 2011-01-04 Maxim A. Solovchuk , Tony W. H. Sheu

We consider Markov chains which are polynomially mixing, in a weak sense expressed in terms of the space of functions on which the mixing speed is controlled. In this context, we prove polynomial large and moderate deviations inequalities.…

Probability · Mathematics 2016-07-22 J Dedecker , Sébastien Gouëzel , F Merlevède

Concept of entangled probability distribution of several random variables is introduced. These probability distributions describe multimode quantum states in probability representation of quantum mechanics. Example of entangled probability…

Quantum Physics · Physics 2023-02-28 Vladimir N. Chernega , Olga V. Man'ko , Vladimir I. Man'ko

In this paper, we propose to obtain the skewed version of a unimodal symmetric density using a skewing mechanism that is not based on a cumulative distribution function. Then we disturb the unimodality of the resulting skewed density. In…

Statistics Theory · Mathematics 2015-12-11 Ricardo S Ehlers

In this paper we study an asymptotic expansion for the distribution of a random motion of a particle driven by a Markov process in diffusion approximation. We show that the singularly perturbed equation of a Markovian random motion can be…

Probability · Mathematics 2012-03-21 A. Pogorui

Multivariate extreme value distributions are a common choice for modelling multivariate extremes. In high dimensions, however, the construction of flexible and parsimonious models is challenging. We propose to combine bivariate max-stable…

Methodology · Statistics 2024-12-25 Shuang Hu , Zuoxiang Peng , Johan Segers

Many economic models feature monotone Markov dynamics on state spaces that may be noncompact. Establishing existence, uniqueness, and stability of stationary distributions in such settings has required a patchwork of sufficient conditions,…

Probability · Mathematics 2026-04-07 Takashi Kamihigashi , John Stachurski

The two-parameter Macdonald polynomials are a central object of algebraic combinatorics and representation theory. We give a Markov chain on partitions of k with eigenfunctions the coefficients of the Macdonald polynomials when expanded in…

Probability · Mathematics 2010-07-28 Persi Diaconis , Arun Ram

The correspondence between the telegraph random process and transport within a binary stochastic Markovian mixture is established. This equivalence is used to derive the distribution function for the transit length, defined as the distance…

Mathematical Physics · Physics 2024-12-30 Brian C. Kiedrowski , Emily H. Vu

Condition numbers of random polynomial systems have been widely studied in the literature under certain coefficient ensembles of invariant type. In this note we introduce a method that allows us to study these numbers for a broad family of…

Probability · Mathematics 2014-09-08 Hoi Nguyen

We consider the distribution of entanglement from a multi-mode optical driving source to a network of remote and independent optomechanical systems. By focusing on the tripartite case, we analyse the effects that the features of the optical…

Quantum Physics · Physics 2015-06-04 M. Paternostro , L. Mazzola , Jie Li

In this article, we define a matrix multinomial distribution. We prove some properties of the matrix multinomial distribution. We prove that the matrix Poisson distribution can be used as an approximation to the matrix multinomial…

Probability · Mathematics 2021-04-30 Yuriy Yurchenko

In this article, we proposed a new probability distribution named as power Maxwell distribution (PMaD). It is another extension of Maxwell distribution (MaD) which would lead more flexibility to analyze the data with non-monotone failure…

Applications · Statistics 2018-07-04 Abhimanyu Singh Yadav , Hassan S. Bakouch , Sanjay Kumar Singh , Umesh Singh

A variety of enhanced statistical and numerical methods are now routinely used to extract comprehensible and relevant thermodynamic information from the vast amount of complex, high-dimensional data obtained from intensive molecular…

Soft Condensed Matter · Physics 2020-10-14 Francois Sicard , Vladimir Koskin , Alessia Annibale , Edina Rosta

In this paper, we propose a new distribution over the unit interval which can be characterized as a ratio of the type $Z=Y/(X+Y)$ where $X$ and $Y$ are two correlated Birnbaum-Saunders random variables. The density of $Z$ may be unimodal or…

Methodology · Statistics 2024-11-05 Roberto Vila , Helton Saulo , Felipe Quintino , Peter Zörnig

We consider a multinomial distribution, where the number of cells increases and the cell-probabilities decreases as the number of observations grows. The probabilities of large deviations of statistics, which has form of a sum of Borel…

Probability · Mathematics 2022-05-09 Sherzod M. Mirakhmedov

Shape constraints enable us to reflect prior knowledge in regression settings. A unimodality constraint, for example, can describe the frequent case of a first increasing and then decreasing intensity. Yet, data shapes often exhibit…

Applications · Statistics 2016-06-07 Claudia Köllmann , Katja Ickstadt , Roland Fried