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Exponential distributions appear in a wide range of applications including chemistry, nuclear physics, time series analyses, and stock market trends. There are conceivable circumstances in which one would be interested in the cumulative…

History and Overview · Mathematics 2018-03-23 Cecilia Chirenti , M. Coleman Miller

This paper addresses the distributed frequency control problem in a multi-area power system taking into account of unknown time-varying power imbalance. Particularly, fast controllable loads are utilized to restore system frequency under…

Systems and Control · Computer Science 2018-10-31 Zhaojian Wang , Shengwei Mei , Feng Liu , Steven H. Low , Peng Yang

The effect of random shooting of particles is considered on the basis of solution of the Schrodinger equation and in terms of the Wigner function. Two-particles description shows, in particular, that initial correlation leads to high…

General Physics · Physics 2007-09-04 E. A. Novikov

The recently introduced discrete power-based control (Ruderman (2024b)) reduces largely the communication efforts in the control loop when compensating for the marginally damped or even slowly diverging output oscillations. The control…

Systems and Control · Electrical Eng. & Systems 2025-04-24 Michael Ruderman , Denis Efimov

Under the formalism of annealed averaging of the partition function, two types of random multifractal measures with their probability of multipliers satisfying power distribution and triangular distribution are investigated mathematically.…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Wei-Xing Zhou , Hai-Feng Liu , Zun-Hong Yu

Linear combinations of independent random variables have been extensively studied in the literature. However, most of the work is based on some specific distribution assumptions. In this paper, a companion of (J. Appl. Probab. 48 (2011)…

Statistics Theory · Mathematics 2013-12-11 Xiaoqing Pan , Maochao Xu , Taizhong Hu

It is known that if X is uniformly distributed modulo 1 and Y is an arbitrary random variable independent of X then Y+X is also uniformly distributed modulo 1. We prove a converse for any continuous random variable Y (or a reasonable…

Probability · Mathematics 2013-07-16 Michał Ryszard Wójcik

The motion of overdamped particles in a one-dimensional spatially-periodic potential is considered. The potential is also randomly-fluctuating in time, due to multiplicative colored noise terms, and has a deterministic tilt. Numerical…

Statistical Mechanics · Physics 2013-06-06 James P. Gleeson

This letter studies the power allocation and scheduling problem in two-cell distributed interference subtraction system. Through the interference is cancelled at one receiver side and the analysis of objective function monotony, our key…

Information Theory · Computer Science 2017-04-24 Tong Zhang , Xiaofeng Tao , Xiaodong Xu

We study the situations when the solution to a weighted stochastic recursion has a power law tail. To this end, we develop two complementary approaches, the first one extends Goldie's (1991) implicit renewal theorem to cover recursions on…

Probability · Mathematics 2010-07-30 Predrag R. Jelenkovic , Mariana Olvera-Cravioto

The direct and inverse scattering problems on the full line are analyzed for a first-order system of ordinary linear differential equations associated with the derivative nonlinear Schr\"odinger equation and related equations. The system…

Mathematical Physics · Physics 2019-08-15 Tuncay Aktosun , Ramazan Ercan

In recent years, stochastic dominance for independent and identically distributed (iid) infinite-mean random variables has received considerable attention. The literature has identified several classes of distributions of nonnegative random…

Probability · Mathematics 2026-04-28 Keyi Zeng , Zhenfeng Zou , Yuting Su , Taizhong Hu

We introduce a new interpretation of two related notions - conditional utility and utility independence. Unlike the traditional interpretation, the new interpretation renders the notions the direct analogues of their probabilistic…

Computer Science and Game Theory · Computer Science 2013-02-08 Yoav Shoham

This paper presents a study of power series distributions (PSD) with prescribed covariance characteristics. Such distributions constitute a fundamental class in probability theory and mathematical statistics, as they generalize a wide range…

Statistics Theory · Mathematics 2025-12-23 Oleksandr Volkov , Yurii Volkov , Nataliia Voinalovych

Given well-shuffled data, can we determine whether the data items are statistically (in)dependent? Formally, we consider the problem of testing whether a set of exchangeable random variables are independent. We will show that this is…

Statistics Theory · Mathematics 2022-10-25 Marcus Hutter

This paper explores various distributional aspects of random variables defined as the ratio of two independent positive random variables where one variable has an $\alpha$-stable law, for $0<\alpha<1$, and the other variable has the law…

Probability · Mathematics 2010-10-22 Lancelot F. James

We consider the variance of a function of $n$ independent random variables and provide new inequalities which, in particular, extend previous results obtained for symmetric functions in the i.i.d.~setting. For instance, we obtain various…

Statistics Theory · Mathematics 2020-01-01 Olivier Bousquet , Christian Houdré

The statistical distribution of the ratio of two normal random variables is characterized by its heavy-tailed nature and absence of finite moments. The shape of its density function is highly variable, capable of exhibiting unimodal or…

Probability · Mathematics 2023-11-07 Sheng Yang , Zhengtao Gui

The diffusive motion of overdamped Brownian particles in tilted piecewise linear pontentials is considered. It is shown that the enhancement of diffusion coefficient by an external static force is quite sensitive to the symmetry of periodic…

Soft Condensed Matter · Physics 2007-05-23 Els Heinsalu , Risto Tammelo , Teet Ord

Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the…

Optimization and Control · Mathematics 2020-12-08 Andrey Tremba
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