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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,…

Methodology · Statistics 2021-07-01 Jamil Ownuk , Ahmad Nezakati , Hossein Baghishani

We discuss several aspects of Mellin transform, including distributional Mellin transform and inversion of multiple Mellin-Barnes integrals in $\mathbb{C}^n$ and its connection to residue expansion or evaluation of Laplace integrals. These…

Pricing of Securities · Quantitative Finance 2016-11-28 Jean-Philippe Aguilar , Cyril Coste , Hagen Kleinert , Jan Korbel

Stochastic dominance of a random variable by a convex combination of its independent copies has recently been shown to hold within the relatively narrow class of distributions with concave odds function, and later extended to broader…

Probability · Mathematics 2024-12-13 Idir Arab , Tommaso Lando , Paulo Eduardo Oliveira

A popular approach for testing if two univariate random variables are statistically independent consists of partitioning the sample space into bins, and evaluating a test statistic on the binned data. The partition size matters, and the…

Methodology · Statistics 2016-04-28 Ruth Heller , Yair Heller , Shachar Kaufman , Barak Brill , Malka Gorfine

Random permutations with distribution conditionally uniform given the set of record values can be generated in a unified way, coherently for all values of $n$. Our central example is a two-parameter family of random permutations that are…

Probability · Mathematics 2007-05-23 Alexander Gnedin

We identify a close relation between stable distributions and the limiting homomorphisms central to the theory of regular variation. In so doing some simplifications are achieved in the direct analysis of these laws in Pitman and Pitman…

Probability · Mathematics 2016-06-15 Adam J. Ostaszewski

For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…

Statistics Theory · Mathematics 2008-10-10 T. Royen

We establish the existence of a duality transformation for generic models of interacting fermions with two-body interactions. The eigenstates at weak and strong interaction U possess similar statistical properties when expressed in the U=0…

Disordered Systems and Neural Networks · Physics 2009-11-07 Philippe Jacquod , Imre Varga

We extend the study of the square-free flow, recently introduced by Sarnak, to the more general context of B-free integers, that is to say integers with no factor in a given family B of pairwise relatively prime integers, the sum of whose…

Dynamical Systems · Mathematics 2013-11-26 El Houcein El Abdalaoui , Mariusz Lemanczyk , Thierry De La Rue

We derive the effective theories for heavy particles with a functional integral approach by integrating away the states with high velocity and with high virtuality. This formulation is non-perturbative and has a close connection with the…

High Energy Physics - Phenomenology · Physics 2009-10-28 Ugo Aglietti , Stefano Capitani

We treat the problem of testing for association between a functional variable belonging to Hilbert space and a scalar variable. Particularly, we propose a distribution-free test statistic based on Kendall's Tau which is one of the most…

Methodology · Statistics 2019-12-10 Sneha Jadhav , Shuangge Ma

We adapt the formalism of the statistical theory of 2D turbulence in the case where the Casimir constraints are replaced by the specification of a prior vorticity distribution. A new relaxation equation is obtained for the evolution of the…

Fluid Dynamics · Physics 2007-05-23 P. H. Chavanis

We studied two probabilistic models of the distribution of primes in the natural number [1].The paper considers the third probabilistic model of the distribution of primes in the natural number. The author proved that the results obtained…

Number Theory · Mathematics 2015-09-30 Victor Volfson

The general relationship between an arbitrary frequency distribution and the expectation value of the frequency distributions of its samples is esablished. A set of combinations of expectation values whose value does not in general depend…

Data Analysis, Statistics and Probability · Physics 2012-10-05 Paolo Rossi

The Mellin transform and several Dirichlet series related with the Riemann zeta function are used to deduce some identities similar to the classical M\"untz formula [4]. These formulas are derived in the critical strip and in the half-plane…

Classical Analysis and ODEs · Mathematics 2017-05-29 Hélder Lima

Stable distributions is an interesting and important class of probability distributions. They were discovered explicitly by Paul L\'{e}vy in 1925 \cite{lk}. They possess many interesting properties, most importantly they are by definiton…

Probability · Mathematics 2007-05-23 Jussi I. Tyhtila

We consider a two dimensional Turing like system with two diffusing species which interact with each other. Considering the species to be charged, we include the effect of an electric field along a given direction which can lead to a drift…

Other Condensed Matter · Physics 2008-12-31 B K Agarwalla , J K Bhattacharjee , P Titum

In this article we prove a generalization of the Ejsmont characterization of the multivariate normal distribution. Based on it, we propose a new test for independence and normality. The test uses an integral of the squared modulus of the…

Statistics Theory · Mathematics 2023-05-30 Wiktor Ejsmont , Bojana Milošević , Marko Obradović

Numerical investigations around a transformation of Landau's formula suggest certain statistical regularities in the distribution of zeros of the Riemann zeta function.

Number Theory · Mathematics 2007-05-23 A. M. Edgington

Superstatistics generalizes Boltzmann statistics by assuming spatio-temporal fluctuations of the intensive variables. It has many applications in the analysis of experimental and simulated data. The fluctuation of the intensity variable is…

Statistical Mechanics · Physics 2024-06-21 Shaohua Guan , Qiang Chang , Wen Yao
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