Related papers: Stable distributions
Robust estimators, like the median of a point set, are important for data analysis in the presence of outliers. We study robust estimators for locationally uncertain points with discrete distributions. That is, each point in a data set has…
In many applications, it is impractical -- if not even impossible -- to obtain data to fit a known cubature formula (CF). Instead, experimental data is often acquired at equidistant or even scattered locations. In this work, stable (in the…
In this paper we study the continuous dependence with respect to obstacles for obstacle problems with measure data. This is deeply investigated introducing a suitable type of convergence, which gives stability under very general hypotheses.…
This paper is devoted to improvements of functional inequalities based on scalings and written in terms of relative entropies. When scales are taken into account and second moments fixed accordingly, deficit functionals provide explicit…
This paper develops stability and stabilization results for systems of fully coupled jump diffusions. Such systems frequently arise in numerous applications where each subsystem (component) is operated under the influence of other…
This paper contains two main contributions. First, it provides optimal stability estimates for advection-diffusion equations in a setting in which the velocity field is Sobolev regular in the spatial variable. This estimate is formulated…
Motivated by networked systems in random environment and controlled hybrid stochastic dynamic systems, this work focuses on modeling and analysis of a class of switching diffusions consisting of continuous and discrete components. Novel…
Our aim is to study the backward problem, i.e. recover the initial data from the terminal observation, of the subdiffusion with time dependent coefficients. First of all, by using the smoothing property of solution operators 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.…
In this paper, we discuss three extrapolation methods for alpha-stable random fields with 1<alpha<=2. We justify them, giving proofs of the existence and uniqueness of the solutions for each method and providing sufficient conditions for…
In this paper, we consider a long-time behavior of stable-like processes. A stable-like process is a Feller process given by the symbol $p(x,\xi)=-i\beta(x)\xi+\gamma(x)|\xi|^{\alpha(x)},$ where $\alpha(x)\in(0,2)$, $\beta(x)\in\R$ and…
The goal of this expository article is a fairly self-contained account of some averaging processes of functions along sequences of the form $(\alpha^n x)^{}_{n\in\mathbb{N}}$, where $\alpha$ is a fixed real number with $| \alpha | > 1$ and…
This paper explores the theory behind the rich and robust family of {\alpha}-stable distributions to estimate parameters from financial asset log-returns data. We discuss four-parameter estimation methods including the quantiles,…
The authors investigate the solution of a nonlinear reaction-diffusion equation connected with nonlinear waves. The equation discussed is more general than the one discussed recently by Manne, Hurd, and Kenkre (2000). The results are…
In this note we formulate recent stability results for Hardy inequalities in the language of Folland and Stein's homogeneous groups. Consequently, we obtain remainder estimates for Rellich type inequalities on homogeneous groups. Main…
We study the Euler-Frobenius numbers, a generalization of the Eulerian numbers, and the probability distribution obtained by normalizing them. This distribution can be obtained by rounding a sum of independent uniform random variables; this…
Closed-form expressions for the distributions of the order statistics on the spacings between order statistics for the uniform distribution are obtained. This generalizes a result by Fisher concerning tests of significance in the harmonic…
The existence of stationary distributions to distribution dependent stochastic differential equations are investigated by using the ergodicity of the associated decoupled equation and the Schauder fixed point theorem. By using Zvonkin's…
The present status of the (JR) dynamical parton distribution functions is reported. Different theoretical improvements, including the determination of the strange sea input distribution, the treatment of correlated errors and the inclusion…
As attribution-based explanation methods are increasingly used to establish model trustworthiness in high-stakes situations, it is critical to ensure that these explanations are stable, e.g., robust to infinitesimal perturbations to an…