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We extend the investigation of the Generalized Parton Distribution for a charged pion within a fully covariant constituent quark model, in two respects: (i) calculating the tensor distribution and (ii) adding the treatment of the evolution,…
The Zipf distribution also known as scale-free distribution or discrete Pareto distribution, is the particular case of Power Law distribution with support the strictly positive integers. It is a one-parameter distribution with a linear…
The spectrum profile that emerges in molecular spectroscopy and atmospheric radiative transfer as the combined effect of Doppler and pressure broadenings is known as the Voigt profile function. Because of its convolution integral…
Parametric distributions are an important part of statistics. There is now a voluminous literature on different fascinating formulations of flexible distributions. We present a selective and brief overview of a small subset of these…
Stochastic linear combinations of some random vectors are studied where the distribution of the random vectors and the joint distribution of their coefficients are Dirichlet. A method is provided for calculating the distribution of these…
Random variables of the generalized Pareto distribution, can be transformed to that of the Pareto distribution. Explicit expressions exist for the maximum likelihood estimators of the parameters of the Pareto distribution. The performance…
Let A be an n by n random matrix with iid entries taken from the p-adic integers or Z/NZ. Then under mild non-degeneracy conditions the cokernel of A has a universal probability distribution. In particular, the p-part of an iid random…
We construct multiple representations relative to different bases of the generalized Tschebyscheff polynomials of second kind. We build the change-of-basis matrices between the generalized Tschebyscheff of the second kind polynomial basis…
This article brings in two new discrete distributions: multidimensional Binomial distribution and multidimensional Poisson distribution. Those distributions were created in eventology as more correct generalizations of Binomial and Poisson…
We give a formula for the tail of the distribution of the non-commutative Rademacher series, which generalizes the result that is already available in the commutative case. As a result, we are able to calculate the norm of these series in…
In this paper we propose an objective Bayesian estimation approach for the parameters of the generalized gamma distribution. Various reference priors are obtained, but showing that they lead to improper posterior distributions. We overcome…
We consider the singular values of certain Young diagram shaped random matrices. For block-shaped random matrices, the empirical distribution of the squares of the singular eigenvalues converges almost surely to a distribution whose moments…
We discuss Bayesian inference for a known-mean Gaussian model with a compound symmetric variance-covariance matrix. Since the space of such matrices is a linear subspace of that of positive definite matrices, we utilize the methods of…
Generalized Maxwell distribution is an extension of the classic Maxwell distribution. In this paper, we concentrate on the joint distributional asymptotics of normalized maxima and minima. Under optimal normalizing constants, asymptotic…
An expression for the joint probability distribution of the principal curvatures at an arbitrary point in the ensemble of isosurfaces defined on isotropic Gaussian random fields on Rn is derived. The result is obtained by deriving symmetry…
The analysis of many problems of interest associated with Markov chains, e.g. stationary distributions, moments of first passage time distributions and moments of occupation time random variables, involves the solution of a system of linear…
The contribution of this work is the introduction of a multivariate circular-linear (or poly- cylindrical) distribution obtained by combining the projected and the skew-normal. We show the flexibility of our proposal, its property of…
Asymptotic distribution for the proportional covariance model under multivariate normal distributions is derived. To this end, the parametrization of the common covariance matrix by its Cholesky root is adopted. The derivations are made in…
For the extended skew-normal distribution, which represents an extension of the normal (or Gaussian) distribution, we focus on the properties of the log-likelihood function and derived quantities in the the bivariate case. Specifically, we…
Non-uniform estimates are obtained for Poisson, compound Poisson, translated Poisson, negative binomial and binomial approximations to sums of of m-dependent integer-valued random variables. Estimates for Wasserstein metric also follow…