Related papers: Stable distributions
Tempered stable distributions are frequently used in financial applications (e.g., for option pricing) in which the tails of stable distributions would be too heavy. Given the non-explicit form of the probability density function,…
In the new precision era for cosmic ray astrophysics, theoretical predictions cannot content themselves with average trends, but need to correctly take into account intrinsic uncertainties. The space-time discreteness of the cosmic ray…
The generalized entropic measure, which is optimized by a given arbitrary distribution under the constraints on normalization of the distribution and the finite ordinary expectation value of a physical random quantity, is considered and its…
We show that certain tilting results for quivers are formal consequences of stability, and as such are part of a formal calculus available in any abstract stable homotopy theory. Thus these results are for example valid over arbitrary…
The paper considers the problem of calculating the distribution function of a strictly stable law at $x\to\infty$. To solve this problem, an expansion of the distribution function in a power series was obtained, and an estimate of the…
Linear scalar differential equations with distributed delays appear in the study of the local stability of nonlinear differential equations with feedback, which are common in biology and physics. Negative feedback loops tend to promote…
In this article we study the expanding properties of random perturbations of contracting Lorenz maps satisfying the summability condition of exponent 1. Under general conditions on the maps and perturbation types, we prove stochastic…
Organising the relevant literature and by letting statistical convergence play the main role in the theory of compactness, a variant of compactness called statistical compactness has been achieved. As in case of sequential compactness, one…
In this paper, we prove a new generalized Mikhlin multiplier theorem whose conditions are given with respect to fractional derivatives in integral forms with two different integration intervals. We also discuss the connection between…
We propose a new approach to study plethysm coefficients by using the Schur-Weyl duality between the symmetric group and the partition algebra. This allows us to explain the stability properties of plethysm and Kronecker coefficients in a…
The aim of this article is to establish asymptotic distributions and consistency of subsampling for spectral density and for magnitude of coherence for non-stationary, almost periodically correlated time series. We show the asymptotic…
I present a brief update on the transverse polarization distributions, focusing on model calculations and phenomenological perspectives.
Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…
This paper aims to study a new stochastic order based upon discrete Laplace transforms. By this order, in a setup where the sample size is random, having discrete delta and nabla distributions, we obtain some ordering results involving…
We compare results from $\delta$--expansion, in simple theories, with self--consistent calculations as well as calculations involving the principle of minimal sensitivity. We show that the latter methods give relatively more accurate…
A review of the author's results is given. Inversion formulas and stability estimates for the solutions to 3D inverse scattering problems with fixed-energy data are obtained. Inversions of exact and noisy data are stidied. The inverse…
Fixed points represent equilibrium states, stability, and solutions to a range of problems. It has been an active field of research. In this paper, we provide an overview of the main branches of fixed point theory. We discuss the key…
This paper is a continuation of papers \cite{UmarovTsallisSteinberg,UmarovTsallisGellmannSteinberg}. In Part I \cite{UmarovTsallisGellmannSteinberg} a description (representation) of $(q,\alpha)$-stable distributions based on a…
Stability is a key aspect of data analysis. In many applications, the natural notion of stability is geometric, as illustrated for example in computer vision. Scattering transforms construct deep convolutional representations which are…
A tempered version of the discrete Linnik distribution is introduced in order to obtain integer-valued distribution families connected to stable laws. The proposal constitutes a generalization of the well-known Poisson-Tweedie law, which is…