Related papers: Stable distributions

The stable matching problem has been the subject of intense theoretical and empirical study since the seminal 1962 paper by Gale and Shapley. The number of stable matchings for different systems of preferences has been studied in many…

The explicit form for the characteristic function of a stable distribution on the line is derived analytically by solving the associated functional equation and applying theory of regular variation, without appeal to the general…

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…

Since the turn of the century, there has been increased interest in the application of heavy-tailed distributions, particularly stable distributions, to problems in physics and finance. Although, the tails of stable distributions provide a…

This paper is concerned with the theoretical understanding of $\alpha$-stable sheets $U$ on $\mathbb{R}^d$. Our motivation for this is in the context of Bayesian inverse problems, where we consider these processes as prior distributions,…

Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…

Here we introduce some new classes of discrete stable random variables, which are useful for understanding of a new general notion of stability of random variables called us as casual stability. There are given some examples of casual and…

We consider driftless stochastic differential equations and the diffusions starting from the positive half line. It is shown that the Feller test for explosions gives a necessary and sufficient condition to hold pathwise uniqueness for…

We present a direct analytic method towards an estimate for the rate of convergence (to the Euclidean Ball) of Steiner symmetrizations. To this end we present a modified version of a known stability property of the Steiner symmetrization.

This document comes as supplementary material of the paper Stability in Gagliardo-Nirenberg inequalities by the same authors. It is intended to state a number of classical or elementary statements concerning constants and inequalities for…

The inverse problem of backward diffusion is known to be ill-posed and highly unstable. Backward diffusion processes appear naturally in image enhancement and deblurring applications. It is therefore greatly desirable to establish a…

We investigate analytical properties of free stable distributions and discover many connections with their classical counterparts. Our main result is an explicit formula for the Mellin transform, which leads to explicit series…

We develop a comprehensive theory of the stable representation categories of several sequences of groups, including the classical and symmetric groups, and their relation to the unstable categories. An important component of this theory is…

We present an original study on the numerical stabiliy of explicit schemes solving the incompressible Euler equations on an open domain with slipping boundary conditions. Relying on the skewness property of the non-linear term, we…

We prove an analytic version of the stable graph regularity lemma from \cite{MaSh}, which applies to stable functions $f\colon V\times W\to [0,1]$. Our methods involve continuous model theory and, in particular, results on the structure of…

We consider regression in which one predicts a response $Y$ with a set of predictors $X$ across different experiments or environments. This is a common setup in many data-driven scientific fields and we argue that statistical inference can…

The existence and uniqueness of the stationary distribution of the numerical solution generated by the stochastic theta method is studied. When the parameter theta takes different values, the requirements on the drift and diffusion…

We consider probability distributions with constant rate on partially ordered sets, generalizing distributions in the usual reliability setting that have constant failure rate. In spite of the minimal algebraic structure, there is a…

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.…

By changing variables in a suitable way and using dominated convergence methods, this note gives a short proof of Stirling's formula and its refinement.