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We formulate a discrete two-state stochastic process with elementary rules that give rise to Born statistics and reproduce the probabilities from the Schr\"odinger equation under an associated Hamiltonian matrix, which we identify. We…

Quantum Physics · Physics 2023-09-19 Themis Matsoukas

This paper introduces two families of probability distributions for Bayesian analysis of hypertoroidal data. The first family consists of symmetric distributions derived from the projection of multivariate normal distributions under…

Methodology · Statistics 2025-12-02 Shogo Kato , Gianluca Mastrantonio , Masayuki Ishikawa

We revisit the pairing model of state spaces with new emergent states introduced in J. Phys. A: Math. Theor. 51 375002, 2018. We facilitate our analysis by introducing a simplified pairing model consisting of balls able to form pairs but…

Statistical Mechanics · Physics 2021-08-18 Roozbeh H. Pazuki , Henrik Jeldtoft Jensen

The family of multivariate skew-normal distributions has many interesting properties. It is shown here that these hold for a general class of skew-elliptical distributions. For this class, several stochastic representations are established…

Statistics Theory · Mathematics 2023-09-18 Chuancun Yin , Narayanaswamy Balakrishnan

This paper introduces an extension to the normal distribution through the polar method to capture bimodality and asymmetry, which are often observed characteristics of empirical data. The later two features are entirely controlled by a…

Statistics Theory · Mathematics 2020-08-31 Masoud Faridi , Majid Jafari Khaledi

The product of two zero mean correlated normal random variables, and more generally the sum of independent copies of such random variables, has received much attention in the statistics literature and appears in many application areas.…

Statistics Theory · Mathematics 2022-03-07 Robert E. Gaunt

Available in the literature are properties which characterize the gamma distribution via independence of two appropriately chosen statistics. Well-known is the classical result when one of the statistics is the sample mean and the other one…

Probability · Mathematics 2022-07-26 Gwo Dong Lin , Jordan M. Stoyanov

Consider bivariate observations $(X_1,Y_1), \ldots, (X_n,Y_n) \in \mathbb{R}\times \mathbb{R}$ with unknown conditional distributions $Q_x$ of $Y$, given that $X = x$. The goal is to estimate these distributions under the sole assumption…

Statistics Theory · Mathematics 2025-01-31 Alexandre Mösching , Lutz Duembgen

The non-equilibrium steady states emerging from stochastic resetting to a distribution is studied. We show that for a range of processes, the steady-state moments can be expressed as a linear combination of the moments of the distribution…

Statistical Mechanics · Physics 2023-10-10 Kristian Stølevik Olsen

Dual Lukacs type characterizations of random variables in free probability are studied here. First, we develop a freeness property satisfied by Lukacs type transformations of free-Poisson and free-Binomial non-commutative variables which…

Operator Algebras · Mathematics 2013-12-10 Kamil Szpojankowski , Jacek Wesolowski

We obtain a Stein characterisation of the distribution of the product of two correlated normal random variables with non-zero means, and more generally the distribution of the sum of independent copies of such random variables. Our Stein…

Probability · Mathematics 2024-09-11 Robert E. Gaunt , Siqi Li , Heather L. Sutcliffe

We generalize the classical probability frame by adopting a wider family of random variables that includes nondeterministic ones. The frame that emerges is known to host a ''classical'' extension of quantum mechanics. We discuss the notion…

Quantum Physics · Physics 2007-05-23 E. G. Beltrametti , S. Bugajski

We use the exact calculation of the quantum mechanical, temporal characteristic function $\chi(\eta)$ and the degree of second-order coherence $g^{(2)}(\tau)$ for a single-mode, degenerate parametric amplifier for a system in the Gaussian…

Quantum Physics · Physics 2016-11-23 Moorad Alexanian

For the model of probabilistic labelled transition systems that allow for the co-existence of nondeterminism and probabilities, we present two notions of bisimulation metrics: one is state-based and the other is distribution-based. We…

Logic in Computer Science · Computer Science 2015-09-14 Yuxin Deng , Wenjie Du , Daniel Gebler

A variety of estimators for the parameters of the Generalized Pareto distribution, the approximating distribution for excesses over a high threshold, have been proposed, always assuming the underlying data to be independent. We recently…

Applications · Statistics 2016-05-26 Lukas Martig , Jürg Hüsler

This letter reports two moment extensions of the entropy of a distribution. By understanding the traditional entropy as the average of the original distribution up to a random variable transformation, the traditional moments equation become…

Statistical Mechanics · Physics 2008-03-25 Luciano da Fontoura Costa

We consider in this paper the semiparametric mixture of two distributions equal up to a shift parameter. The model is said to be semiparametric in the sense that the mixed distribution is not supposed to belong to a parametric family. In…

Statistics Theory · Mathematics 2011-11-10 Cristina Butucea , Pierre Vandekerkhove

A three parameter family of probability distributions is constructed such that its Mellin transform is defined over the same domain as the 2D GMC on the Riemann sphere with three insertion points $(\alpha_1,\alpha_2,\alpha_3)$ and satisfies…

Probability · Mathematics 2021-11-03 Dmitry Ostrovsky

Using a modification of the Shapiro approach, we introduce the two-parameter family of conductance distributions W(g), defined by simple differential equations, which are in the one-to-one correspondence with conductance distributions for…

Disordered Systems and Neural Networks · Physics 2017-08-02 I. M. Suslov

Any pure two-qubit state can be represented by six real angles, with a natural parameterization indicated by the bipartite structure. After explicitly identifying all of these angles for the first time, it is found that the parameters can…

Quantum Physics · Physics 2016-01-19 K. B. Wharton