Related papers: A Novel Extension of Randomly Weighted Average
In this paper we improve some existing results concerning the approximation of the distribution of extremes of a 1-dependent and stationary sequence of random variables. We enlarge the range of applicability and improve the approximation…
We introduce a new, elementary method for studying random differences in arithmetic progressions and convergence phenomena along random sequences of integers. We apply our method to obtain significant improvements on previously known…
This paper studies the eigenvalue distribution of the Watts-Strogatz random graph, which is known as the "small-world" random graph. The construction of the small-world random graph starts with a regular ring lattice of n vertices; each has…
In this paper we introduce a new parametric distribution, the Mixed Tempered Stable. It has the same structure of the Normal Variance Mean Mixtures but the normality assumption leaves place to a semi-heavy tailed distribution. We show that,…
In this review article we present regularity properties of generalized functions which are useful in the analysis of non-linear problems. It is shown that Schwartz distributions embedded into our new spaces of generalized functions, with…
The objective of this paper is to extend an estimation method of parameters of the stable distributions in $\rd$ to the regularly varying tails distributions in an arbitrary cone. The consistency and the asymptotic normality of estimators…
Let F be a distribution function with negative mean and regularly varying right tail. Under a mild smoothness condition we derive higher order asymptotic expansions for the tail distribution of the maxima of the random walk generated by F.…
The study of sums of possibly associated Bernoulli random variables has been hampered by an asymmetry between positive correlation and negative correlation. The Conway-Maxwell Binomial (COMB) distribution and its multivariate extension, the…
A random variable $\xi$ has a {\it light-tailed} distribution (for short: is light-tailed) if it possesses a finite exponential moment, $\E \exp (\lambda \xi) <\infty$ for some $\lambda >0$, and has a {\it heavy-tailed} distribution (is…
During last two decades it has been discovered that the statistical properties of a number of microscopically rather different random systems at the macroscopic level are described by {\it the same} universal probability distribution…
We develop two novel approaches for constructing skewed and bimodal flexible distributions that can effectively generalize classical symmetric distributions. We illustrate the application of introduced techniques by extending normal,…
This paper examines the distribution of order statistics taken from simple-random-sampling without replacement (SRSWOR) from a finite population with values 1,...,N. This distribution is a shifted version of the beta-binomial distribution,…
A random graph model with prescribed degree distribution and degree dependent edge weights is introduced. Each vertex is independently equipped with a random number of half-edges and each half-edge is assigned an integer valued weight…
It is well known that a Lorenz curve, derived from the distribution function of a random variable, can itself be viewed as a probability distribution function of a new random variable [4]. In a previous work of ours [26], we proved the…
We find the laws for the spreading of the spatial widths (parallel and transverse to the direction of average motion) of the relativistic position probability density for a massive, spinless particle. We find that when the momentum width of…
A general piecewise (including pointwise) probability distribution with space-saving notation and its hierarchical particular cases are considered. The explicit closed-form normalization, expectation, and variance formulas along with the…
In this paper we develop a very general class of bivariate discrete distributions. The basic idea is very simple. The marginals are obtained by taking the random geometric sum of a baseline distribution function. The proposed class of…
This paper studies various distributional properties of the Rosenblatt distribution. We begin by describing a technique for computing the cumulants. We then study the expansion of the Rosenblatt distribution in terms of shifted chi-squared…
In this paper, we study the task of detecting the edge dependency between two weighted random graphs. We formulate this task as a simple hypothesis testing problem, where under the null hypothesis, the two observed graphs are statistically…
The (general) hypoexponential distribution is the distribution of a sum of independent exponential random variables. We consider the particular case when the involved exponential variables have distinct rate parameters. We prove that the…