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In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…

Probability · Mathematics 2010-07-07 Gyorgy Steinbrecher , Xavier Garbet , Boris Weyssow

Consensus about the universality of the power law feature in complex networks is experiencing profound challenges. To shine fresh light on this controversy, we propose a generic theoretical framework in order to examine the power law…

Physics and Society · Physics 2021-05-24 Xiaojun Zhang , Zheng He , Liwei Zhang , Lez Rayman-Bacchus , Yue Xiao , Shuhui Shen

Power laws have been found to describe a wide variety of natural (physical, biological, astronomic, meteorological, geological) and man-made (social, financial, computational) phenomena over a wide range of magnitudes, although their…

Computers and Society · Computer Science 2021-05-25 Sam Ma

With the rise of the "big data" phenomenon in recent years, data is coming in many different complex forms. One example of this is multi-way data that come in the form of higher-order tensors such as coloured images and movie clips.…

Methodology · Statistics 2021-06-17 Michael P. B. Gallaugher , Peter A. Tait , Paul D. McNicholas

Heavy tailed distributions present a tough setting for inference. They are also common in industrial applications, particularly with Internet transaction datasets, and machine learners often analyze such data without considering the biases…

Applications · Statistics 2016-10-14 Matt Taddy , Hedibert Freitas Lopes , Matt Gardner

To know the statistical distribution of a variable is an important problem in management of resources. Distributions of the power law type are observed in many real systems. However power law distributions have an infinite variance and thus…

Statistical Mechanics · Physics 2008-12-02 Hari M. Gupta , Jose R. Campanha

We introduce a solvable model of randomly growing systems consisting of many independent subunits. Scaling relations and growth rate distributions in the limit of infinite subunits are analysed theoretically. Various types of scaling…

Physics and Society · Physics 2015-06-12 Misako Takayasu , Hayafumi Watanabe , Hideki Takayasu

A phase-type distribution is the distribution of the time until absorption in a finite state-space time-homogeneous Markov jump process, with one absorbing state and the rest being transient. These distributions are mathematically tractable…

Statistics Theory · Mathematics 2021-12-08 Martin Bladt , Jorge Yslas

The recursive and hierarchical structure of full rooted trees is applicable to represent statistical models in various areas, such as data compression, image processing, and machine learning. In most of these cases, the full rooted tree is…

Machine Learning · Statistics 2022-03-24 Yuta Nakahara , Shota Saito , Akira Kamatsuka , Toshiyasu Matsushima

The current distribution of language size in terms of speaker population is generally described using a lognormal distribution. Analyzing the original real data we show how the double-Pareto lognormal distribution can give an alternative…

Physics and Society · Physics 2015-05-13 V. Schwämmle , Silvio M. D. Queirós , E. Brigatti , T. Tchumatchenko

We present a simple model of a stock market where a random communication structure between agents gives rise to a heavy tails in the distribution of stock price variations in the form of an exponentially truncated power-law, similar to…

Statistical Mechanics · Physics 2014-01-14 Rama Cont , Jean-Philippe Bouchaud

We propose a multivariate generative model to capture the complex dependence structure often encountered in business and financial data. Our model features heterogeneous and asymmetric tail dependence between all pairs of individual…

Machine Learning · Computer Science 2025-12-10 Xiangqian Sun , Xing Yan , Qi Wu

A common bottleneck in evaluating extremal performance measures is that, due to their very nature, tail data are often very limited. The conventional approach selects the best probability distribution from tail data using parametric…

Computation · Statistics 2018-01-03 Henry Lam , Clementine Mottet

Heavy-tailed distributions are widely used in robust mixture modelling due to possessing thick tails. As a computationally tractable subclass of the stable distributions, sub-Gaussian $\alpha$-stable distribution received much interest in…

Machine Learning · Statistics 2017-01-25 Mahdi Teimouri , Saeid Rezakhah , Adel Mohammdpour

Weibull distribution is widely used in modelling health data. However, its lack of sufficient tail flexibility often results in poor fit in extreme events. We proposed another three-parameter extension of the Weibull distribution with…

Methodology · Statistics 2026-04-07 Isqeel Ogunsola , Nurudeen Ajadi , Gboyega Adepoju

Interpretation of empirical results based on a taxa's lifetime distribution shows apparently conflicting results. Species' lifetime is reported to be exponentially distributed, whereas higher order taxa, such as families or genera, follow a…

Populations and Evolution · Quantitative Biology 2009-11-11 S. Pigolotti , A. Flammini , M. Marsili , A. Maritan

Generative models have fundamentally reshaped the landscape of decision-making, reframing the problem from pure scalar reward maximization to high-fidelity trajectory generation and distribution matching. This paradigm shift addresses…

Skewness and kurtosis are fundamental statistical moments commonly used to quantify asymmetry and tail behavior in probability distributions. Despite their widespread application in statistical mechanics, condensed matter physics, and…

Mathematical Physics · Physics 2025-06-23 Carlo De Michele , Samuele De Bartolo

In this paper we define the class of matrix Mittag-Leffler distributions and study some of its properties. We show that it can be interpreted as a particular case of an inhomogeneous phase-type distribution with random scaling factor, and…

Statistics Theory · Mathematics 2020-04-28 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt

This paper considers learning deep features from long-tailed data. We observe that in the deep feature space, the head classes and the tail classes present different distribution patterns. The head classes have a relatively large spatial…

Computer Vision and Pattern Recognition · Computer Science 2020-04-14 Jialun Liu , Yifan Sun , Chuchu Han , Zhaopeng Dou , Wenhui Li