Related papers: Generalised matricvariate Pearson type II- distrib…
In this paper we investigate some methods on calculating the spaces of generalized semi-invariant distributions on p-adic spaces. Using homological methods, we give a criterion of automatic extension of (generalized) semi-invariant…
In this paper, we develop local expansions for the ratio of the centered matrix-variate $T$ density to the centered matrix-variate normal density with the same covariances. The approximations are used to derive upper bounds on several…
This paper proposes famillies of multimatricvariate and multimatrix variate distributions based on elliptically contoured laws in the context of real normed division algebras. The work allows to answer the following inference problems about…
In this note we present a series expansion of inverse moments of a non-negative discrete random variate in terms of its factorial cumulants, based on the Poisson-Charlier expansion of a discrete distribution. We apply the general method to…
A generalization of Gauss's principle is used to derive the error laws corresponding to Types II and VII distributions in Pearson's classification scheme. Student's $r$-pdf (Type II) governs the distribution of the internal energy of a…
One of the main concepts in quantum physics is a density matrix, which is a symmetric positive definite matrix of trace one. Finite probability distributions can be seen as a special case when the density matrix is restricted to be…
We study the difference between the probability density of a random variable $F$ on Markov diffusion chaos and the probability density of a general target distribution $Z$. In the special case where $F$ is a chaotic random variables and $Z$…
The purpose of this paper is to explore some mixtures of Kies distributions -- discrete and continuous. The last ones are also known as compound distributions. Some conditions for convergence are established. We study the probabilistic…
In this article, a generalized version of Negative binomial-beta exponential distribution with five parameters have been introduced. Some interesting submodels have been derived from it. A comprehensive mathematical treatment of proposed…
In this paper the generalization of the Poisson distribution is derived for the case when each consecutive event changes event rate. A simple formula for the probability of observing of a given number of events for the selected period of…
This paper develops a bias correction scheme for a multivariate normal model under a general parameterization. In the model, the mean vector and the covariance matrix share the same parameters. It includes many important regression models…
We discuss non-Gaussian random matrices whose elements are random variables with heavy-tailed probability distributions. In probability theory heavy tails of the distributions describe rare but violent events which usually have dominant…
We discuss a bivariate beta distribution that can model arbitrary beta-distributed marginals with a positive correlation. The distribution is constructed from six independent gamma-distributed random variates. We show how the parameters of…
The superbosonisation identity of Littelmann-Sommers-Zirnbauer is a new tool to study universality of random matrix ensembles via supersymmetry, which is applicable to non-Gaussian invariant distributions. In this note, we identify the…
We apply Tsallis's q-indexed entropy to formulate a non-extensive random matrix theory (RMT), which may be suitable for systems with mixed regular-chaotic dynamics. The joint distribution of the matrix elements is given by folding the…
The Gaussian mixture distribution is important in various statistical problems. In particular it is used in the Gaussian-sum filter and smoother for linear state-space model with non-Gaussian noise inputs. However, for this method to be…
A class of discrete distributions can be derived from stationary renewal processes. They have the useful property that the mean is a simple function of the model parameters. Thus regressions of the distribution mean on covariates can be…
This paper proposes a general class of regression models for continuous proportions when the data contain zeros or ones. The proposed class of models assumes that the response variable has a mixed continuous-discrete distribution with…
We obtain quenched hitting distributions to be compound Poissonian for a certain class of random dynamical systems. The theory is general and designed to accommodate non-uniformly expanding behavior and targets that do not overlap much with…
An approach is described to calculate Generalized Parton Distributions (GPDs) in Constituent Quark Models (CQM). The GPDs are obtained from wave functions to be evaluated in a given CQM. The general relations linking the twist-two GPDs to…