Related papers: On some compound distributions with Borel summands
An asymptotic expansion for inverse moments of positive binomial and Poisson distributions is derived. The expansion coefficients of the asymptotic series are given by the positive central moments of the distribution. Compared to previous…
We suggest a new hardcore Poisson-type distribution for Young diagrams with the row lengths from some finite list. A discrete variant of the time-ordered Mat\'{e}rn II process in 1D is employed. This approach is related to that based on the…
An information-theoretic development is given for the problem of compound Poisson approximation, which parallels earlier treatments for Gaussian and Poisson approximation. Let $P_{S_n}$ be the distribution of a sum $S_n=\Sumn Y_i$ of…
Commonly observed patterns typically follow a few distinct families of probability distributions. Over one hundred years ago, Karl Pearson provided a systematic derivation and classification of the common continuous distributions. His…
We propose investigating a summation analog of the paradigm for parallel integration. We make some first steps towards an indefinite summation method applicable to summands that rationally depend on the summation index and a P-recursive…
We show that various identities from [1] and [3] involving Gould-Hopper polynomials can be deduced from the real but also complex orthogonal invariance of multivariate Gaussian distributions. We also deduce from this principle a useful…
Count data are omnipresent in many applied fields, often with overdispersion. With mixtures of Poisson distributions representing an elegant and appealing modelling strategy, we focus here on how the tail behaviour of the mixing…
A generalised summation method is considered based on the Fourier series of periodic distributions. It is shown that $$ e^{it}-2e^{2it}+3e^{3it}-4e^{4it}+-\cdots = {\mathrm P\mathrm f} {\displaystyle \frac{e^{it}}{(1+e^{it})^2}} +i\pi…
Based on a discrete version of the Pollaczeck-Khinchine formula, a general method to calculate the ultimate ruin probability in the Gerber-Dickson risk model is provided when claims follow a negative binomial mixture distribution. The…
Summation formulae are classical tools in analysis: Taylor-MacLaurin, Euler-MacLaurin, Poisson, Vorono\"i, Circle formulae\ldots We will show how, from a single equation - referred to as the mother-equation - it is possible to unify these…
The statistics of the sum of random weights where the number of weights is Poisson distributed has important applications in nuclear physics, particle physics and astrophysics. Events are frequently weighted according to their acceptance or…
We propose a novel algebraic framework for treating probability distributions represented by their cumulants such as the mean and covariance matrix. As an example, we consider the unsupervised learning problem of finding the subspace on…
We prove that a Poisson-Newton formula, in a broad sense, is associated to each Dirichlet series with a meromorphic extension to the whole complex plane. These formulas simultaneously generalize the classical Poisson formula and Newton…
If a given aggregate process $S$ is a compound mixed renewal process under a probability measure $P$, we provide a characterization of all probability measures $Q$ on the domain of $P$ such that $Q$ and $P$ are progressively equivalent and…
In a Cox model, the partial likelihood, as the product of a series of conditional probabilities, is used to estimate the regression coefficients. In practice, those conditional probabilities are approximated by risk score ratios based on a…
We study combinatorial structures arising from finite-time transition probabilities of the Totally Asymmetric Simple Exclusion Process with open boundary conditions. While much of the existing combinatorial theory regarding the TASEP…
On the basis of integral representations of Poisson and binomial distribution functions via complete and incomplete Euler \Gamma- and B-functions, we introduce and discuss continuous counterparts of the Poisson and binomial distributions.…
We study generalized sums of linear orders. These are binary operations that, given linear orders $A$ and $B$, return an order $A \oplus B$ that can be decomposed as an isomorphic copy of $A$ interleaved with a copy of $B$. We show that…
In classical random matrix theory the Gaussian and chiral Gaussian random matrix models with a source are realized as shifted mean Gaussian, and chiral Gaussian, random matrices with real $(\beta = 1)$, complex ($\beta = 2)$ and real…
Article presents a short investigation into some properties of the Moser polynomials which appear in various problems from algebraic combinatorics. For instance, these polynomials can be used to solve the Generalized Moser's Problem on…