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This review is devoted to the detailed consideration of the universal statistical properties of one-dimensional directed polymers in a random potential. In terms of the replica Bethe ansatz technique we derive several exact results for…

Statistical Mechanics · Physics 2017-03-14 Victor Dotsenko

The different between the inverse power function and the negative exponential function is significant. The former suggests a complex distribution, while the latter indicates a simple distribution. However, the association of the power-law…

Physics and Society · Physics 2018-12-19 Yanguang Chen

Often, the unknown diffusivity in diffusive processes is structured by piecewise constant patches. This paper is devoted to efficient methods for the determination of such structured diffusion parameters by exploiting shape calculus. A…

Optimization and Control · Mathematics 2021-04-12 Volker Schulz , Martin Siebenborn , Kathrin Welker

We propose new small-sphere distributional families for modeling multivariate directional data on $(\mathbb{S}^{p-1})^K$ for $p \ge 3$ and $K \ge 1$. In a special case of univariate directions in $\Re^3$, the new densities model random…

Methodology · Statistics 2020-06-29 Byungwon Kim , Stephan Huckemann , Jörn Schulz , Sungkyu Jung

Recently, Lee and Cha (2015, `On two generalized classes of discrete bivariate distributions', {\it American Statistician}, 221 - 230) proposed two general classes of discrete bivariate distributions. They have discussed some general…

Methodology · Statistics 2018-05-01 Debasis Kundu , Vahid Nekoukhou

A six parameter distribution so-called the McDonald modified Weibull distribution is defined and studied. The new distribution contains, as special submodels, several important distributions discussed in the literature, such as the beta…

Methodology · Statistics 2013-09-13 Faton Merovci , Ibrahim Elbatal

Statistical properties of coherent radiation propagating in a quasi - 1D random media is studied in the framework of random matrix theory. Distribution functions for the total transmission coefficient and the angular transmission…

Condensed Matter · Physics 2009-10-28 Eugene Kogan , Moshe Kaveh

In this paper, a new three-parameter lifetime distribution is introduced and many of its standard properties are discussed. These include shape of the probability density function, hazard rate function and its shape, quantile function,…

Methodology · Statistics 2013-08-21 Min Wang

In probability theory, there exist discrete and continuous distributions. Generally speaking, we do not have sufficient kinds and properties of discrete ones compared to the continuous ones. In this paper, we treat the Riemann zeta…

Probability · Mathematics 2023-06-05 Takahiro Aoyama , Ryuya Namba , Koki Ota

Azzalini & Dalla Valle (1996) have recently discussed the multivariate skew-normal distribution which extends the class of normal distributions by the addition of a shape parameter. The first part of the present paper examines further…

Methodology · Statistics 2009-11-12 Adelchi Azzalini , Antonella Capitanio

George R. Terrell (1983, {Ann. Probab., vol. 11(3), pp. 823--826) showed that the Pearson coefficient of correlation of an ordered pair from a random sample of size two is at most one-half, and the equality is attained only for rectangular…

Probability · Mathematics 2022-05-31 Nickos Papadatos

Triangular distributions are a well-known class of distributions that are often used as an elementary example of a probability model. Maximum likelihood estimation of the mode parameter of the triangular distribution over the unit interval…

Other Statistics · Statistics 2016-11-08 Hien D Nguyen , Geoffrey J McLachlan

In this paper we develop a very general class of bivariate discrete distributions. The basic idea is very simple. The marginals are obtained by taking the random geometric sum of a baseline distribution function. The proposed class of…

Methodology · Statistics 2018-05-22 Debasis Kundu

Geometrical random multiplicative cascade processes are often used to model positive-valued multifractal fields such as for example the energy dissipation field of fully developed turbulence. A dynamical generalisation of these models is…

Statistical Mechanics · Physics 2007-05-23 Juergen Schmiegel , Hans C. Eggers , Martin Greiner

In this paper we propose a family of multivariate asymmetric distributions over an arbitrary subset of set of real numbers which is defined in terms of the well-known elliptically symmetric distributions. We explore essential properties,…

Methodology · Statistics 2024-09-02 Roberto Vila , Helton Saulo , Leonardo Santos , João Monteiros , Felipe Quintino

A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…

Optimization and Control · Mathematics 2019-03-15 Melike Sirlanci , Susan E. Luczak , I. Gary Rosen

Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…

Numerical Analysis · Mathematics 2022-04-12 Kai Diethelm

This paper presents a study of power series distributions (PSD) with prescribed covariance characteristics. Such distributions constitute a fundamental class in probability theory and mathematical statistics, as they generalize a wide range…

Statistics Theory · Mathematics 2025-12-23 Oleksandr Volkov , Yurii Volkov , Nataliia Voinalovych

In this paper a randomized version of the Beverton-Holt type discrete model is proposed. Its solution stochastic process and the random steady state are determined. Its first probability density function and second probability density…

General Mathematics · Mathematics 2019-01-23 J. -C. Cortés , A. Navarro-Quiles , J. -V. Romero , M. -D. Roselló

In this paper, we propose a new class of distributions by exponentiating the random variables associated with the probability density functions of composite distributions. We also derive some mathematical properties of this new class of…

Methodology · Statistics 2022-04-05 Bowen Liu , Malwane M. A. Ananda