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The double Pareto distribution is a heavy-tailed distribution with a power-law tail, that is generated via geometric Brownian motion with an exponentially distributed observation time. In this study, we examine a modified model wherein the…

Statistical Mechanics · Physics 2024-04-30 Ken Yamamoto , Takashi Bando , Hirokazu Yanagawa , Yoshihiro Yamazaki

This work studies the estimation of many statistical quantiles under differential privacy. More precisely, given a distribution and access to i.i.d. samples from it, we study the estimation of the inverse of its cumulative distribution…

Machine Learning · Statistics 2023-12-27 Clément Lalanne , Aurélien Garivier , Rémi Gribonval

We introduce a new class of multiplications of distributions in one dimension merging together two different regularizations of distributions. Some of the features of these multiplications are discussed in a certain detail. We use our…

Mathematical Physics · Physics 2009-04-02 F. Bagarello

In ref [math.ST/0411462] the notion of statistically dual distributions is introduced. The reconstruction of confidence density [AIP Conference Proceedings 803 (2005) 398] for the location parameter for several pairs of statistically dual…

Data Analysis, Statistics and Probability · Physics 2013-11-26 S. Bityukov , N. Krasnikov , V. Smirnova , V. Taperechkina

This study reports on the evolution of the probability distribution in the configuration space of the two-dimensional Toda system. The distribution is characterized by singularities, which predominantly take two forms: double-cusped…

Exactly Solvable and Integrable Systems · Physics 2025-03-18 Srdjan Petrovic , Nikola Starcevic , Nace Stojanov , Liang Huang

A novel over-dispersed discrete distribution, namely the PoiTG distribution is derived by the convolution of a Poisson variate and an independently distributed transmuted geometric random variable. This distribution generalizes the…

Statistics Theory · Mathematics 2024-08-02 Anupama Nandi , Subrata Chakraborty , Aniket Biswas

In this article we recover the distribution function (and possible density) of an arbitrary random variable that is subject to an additive measurement error. This problem is also known as deconvolution and has a long tradition in…

Statistics Theory · Mathematics 2025-10-07 Henrik Kaiser

A new set of discrete ordinates is proposed for one-dimensional radiative transfer in spheres with central symmetry. The set is structured with un-normalized circular functions. This resulted in a conservative and closed set of discrete…

Astrophysics · Physics 2007-05-23 Charles H. Aboughantous

In a recent paper, Mazucheli et al. (2019) introduced the unit-Gompertz (UG) distribution and studied some of its properties. It is a continuous distribution with bounded support, and hence may be useful for modelling life-time phenomena.…

Statistics Theory · Mathematics 2020-06-12 M. Z. Anis , Debsurya De

The skewing mechanism of Azzalini for continuous distributions is used for the first time to derive a new generalization of the geometric distribution. Various structural properties of the proposed distribution are investigated.…

Statistics Theory · Mathematics 2020-10-12 Seng Huat Ong , Subrata Chakraborty , Aniket Biswas

From the distributional characterizations that lie at the heart of Stein's method we derive explicit formulae for the mass functions of discrete probability laws that identify those distributions. These identities are applied to develop…

Methodology · Statistics 2022-02-16 Steffen Betsch , Bruno Ebner , Franz Nestmann

The statistical theory of certain complex wave interference phenomena, like the statistical fluctuations of transmission and reflection of waves, is of considerable interest in many fields of physics. In this article we shall be mainly…

Disordered Systems and Neural Networks · Physics 2016-08-16 P. A. Mello , M. Yépez , L. S. Froufe , J. J. Sáenz

We propose and study a simple model of dynamical redistribution of capital in a diversified portfolio. We consider a hypothetical situation of a portfolio composed of N uncorrelated stocks. Each stock price follows a multiplicative random…

Statistical Mechanics · Physics 2015-06-25 Matteo Marsili , Sergei Maslov , Yi-Cheng Zhang

A statistical model of discrete finite length random processes with negative power law spectral densities is presented. The definition of terms is followed by a description of the spectral density trend. An algorithmic construction of…

Instrumentation and Methods for Astrophysics · Physics 2023-02-13 Robert Kimberk , Keara Carter , Todd Hunter

A naive theory of additive perturbations on a continuous probability distribution is presented. We propose a new privatization mechanism based on a naive theory of a perturbation on a probability using wavelets, such as a noise perturbs the…

Signal Processing · Electrical Eng. & Systems 2023-04-21 Helio M. de Oliveira , Raydonal Ospina , Victor Leiva , Carlos Martin-Barreiro , Christophe Chesneau

This article is concerned with the mathematical analysis of a family of adaptive importance sampling algorithms applied to diffusion processes. These methods, referred to as Adaptive Biasing Potential methods, are designed to efficiently…

Probability · Mathematics 2018-05-10 Michel Benaïm , Charles-Edouard Bréhier

We study a new kind of proximity graphs called proportional-edge proximity catch digraphs (PCDs)in a randomized setting. PCDs are a special kind of random catch digraphs that have been developed recently and have applications in statistical…

Combinatorics · Mathematics 2010-03-30 Elvan Ceyhan

The polygonal distributions are a class of distributions that can be defined via the mixture of triangular distributions over the unit interval. The class includes the uniform and trapezoidal distributions, and is an alternative to the beta…

Methodology · Statistics 2017-01-18 Hien D Nguyen , Geoffrey J McLachlan

In this paper introduces a new family of continuous distributions namely the Poison transmuted-G family of distribution is proposed by inducing two addition parameter on the base line G distribution. Some of its mathematical properties…

Statistics Theory · Mathematics 2020-05-12 Laba Handique , Subrata Chakraborty

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…

Combinatorics · Mathematics 2022-06-17 Ivan Cherednik
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