Related papers: Stable distributions
In this paper we take up Bayesian inference in general multivariate stable distributions. We exploit the representation of Matsui and Takemura (2009) for univariate projections, and the representation of the distributions in terms of their…
Layered stable (multivariate) distributions and processes are defined and studied. A layered stable process combines stable trends of two different indices, one of them possibly Gaussian. More precisely, in short time, it is close to a…
Flocculation is the process whereby particles (i.e., flocs) in suspension reversibly combine and separate. The process is widespread in soft matter and aerosol physics as well as environmental science and engineering. We consider a general…
We develop a method to prove almost global stability of stochastic differential equations in the sense that almost every initial point (with respect to the Lebesgue measure) is asymptotically attracted to the origin with unit probability.…
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…
We give the rate of convergence of some optimal lower Riemann-Stieltjes sums toward the integral.
Discrete normal distributions are defined as the distributions with prescribed means and covariance matrices which maximize entropy on the integer lattice support. The set of discrete normal distributions form an exponential family with…
This paper considers the issue of modeling fractional data observed in the interval [0,1), (0,1] or [0,1]. Mixed continuous-discrete distributions are proposed. The beta distribution is used to describe the continuous component of the model…
A novel numerical method for solving inverse scattering problem with fixed-energy data is proposed. The method contains a new important concept: the stability index of the inversion problem. This is a number, computed from the data, which…
We present a solution of Exercise 1.2.1 of [2] which yields a short new proof of a key step in one of proofs of Brouwer's fixed point theorem, 1910. A few people asked the author about the details of the solution and they might be…
In this paper we prove a general stability result for higher order geometric flows on the circle, which basically states that if the initial condition is close to a round circle, the curve evolves smoothly and exponentially fast towards a…
We investigate the static and dynamic properties of a celebrated model of social segregation, providing a complete explanation of the mechanisms leading to segregation both in one- and two-dimensional systems. Standard statistical physics…
New version of my 1998 article. The method of proof of the main results follows the original, but there are many simplifications/streamlining of arguments, especially Lemma 3.6 (new Lemma 3.7). Fixed small error in proof of lower bound for…
A new family of fractional counting processes based on a three-parameter generalized Mittag-Leffler function was introduced and studied. As applications we develop a fractional generalized compound process, introduce and develop fractional…
Expectiles are statistical parameters which also provide a class of sublinear risk measures in finance. They are solutions of continuous optimization problems. The corresponding first order condition provides two different fixed point…
We estimate up to universal constants tails of symmetric and totally asymmetric 1-dimensional $\alpha$-stable distributions in terms of functions of the parameters of these distributions. In particular, for values of $\alpha$ close to $2$…
We present formulas for the (raw and central) moments and absolute moments of the normal distribution. We note that these results are not new, yet many textbooks miss out on at least some of them. Hence, we believe that it is worthwhile to…
We study Birkhoff sums as distributions. We obtain regularity results on such distributions for various dynamical systems with hyperbolicity, as hyperbolic linear maps on the torus and piecewise expanding maps on the interval. We also give…
A new class of explicit Euler schemes, which approximate stochastic differential equations (SDEs) with superlinearly growing drift and diffusion coefficients, is proposed in this article. It is shown, under very mild conditions, that these…
This article gives a formula for associated Stirling numbers of the second kind based on the moment of a sum of independent random variables having a beta distribution. From this formula we deduce, using probabilistic approaches, lower and…