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More than one billion data sampled with different frequencies from several financial instruments were investigated with the aim of testing whether they involve power law. As a result, a known power law with the power exponent around -4 was…

Statistical Finance · Quantitative Finance 2020-10-06 Caglar Tuncay

Statistical system models provide the basis for the examination of various sorts of distributions. Classification distributions are a very common and versatile form of statistics in e.g. real economic, social, and IT systems. The…

Computation · Statistics 2019-12-20 Uwe Petersohn , Thomas Dedek , Sandra Zimmer , Hans Biskupski

Computing the similarity between two probability distributions is a recurring theme across control. We introduce a unified family of distances between the probability distributions of two random variables that is based on the discrepancy…

Systems and Control · Electrical Eng. & Systems 2025-10-03 Alexandros E. Tzikas , Arec Jamgochian , Nazim Kemal Ure , Mykel J. Kochenderfer , Stephen P. Boyd

In this paper, we consider sums of values of degenerate falling factorials and give a probabilistic proof of a recurrence relation for them. This may be viewed as a degenerate version of the recent probabilistic proofs on sums of powers of…

Number Theory · Mathematics 2024-09-13 Taekyun Kim , Dae san Kim

In this paper, we characterize compatibility of distributions and probability measures on a measurable space. For a set of indices $\mathcal J$, we say that the tuples of probability measures $(Q_i)_{i\in \mathcal J} $ and distributions…

Probability · Mathematics 2019-04-16 Jie Shen , Yi Shen , Bin Wang , Ruodu Wang

The notion of a descent polynomial, a function in enumerative combinatorics that counts permutations with specific properties, enjoys a revived recent research interest due to its connection with other important notions in combinatorics,…

Combinatorics · Mathematics 2021-09-13 Angel Raychev

The paper considers the problem of calculating the distribution function of a strictly stable law at $x\to\infty$. To solve this problem, an expansion of the distribution function in a power series was obtained, and an estimate of the…

Statistics Theory · Mathematics 2023-03-23 Viacheslav V. Saenko

Power-law distributions with various exponents are studied. We first introduce a simple and generic model that reproduces Zipf's law. We can regard this model both as the time evolution of the population of cities and that of the asset…

Statistical Mechanics · Physics 2007-05-23 Kenji Kawamura , Naomichi Hatano

We present a new symbolic execution semantics of probabilistic programs that include observe statements and sampling from continuous distributions. Building on Kozen's seminal work, this symbolic semantics consists of a countable collection…

Programming Languages · Computer Science 2023-07-20 Erik Voogd , Einar Broch Johnsen , Alexandra Silva , Zachary J. Susag , Andrzej Wąsowski

The theory of normal variance mixture distributions is used to provide elementary derivations of closed-form expressions for the definite integrals $\int_0^\infty x^{-2\nu}\cos(bx)\gamma(\nu,\alpha x^2)\,\mathrm{d}x$ (for $\nu>1/2$, $b>0$…

Probability · Mathematics 2024-05-29 Robert E. Gaunt

As a generalization of the sum of digits function and other digital sequences, sequences defined as the sum of the output of a transducer are asymptotically analyzed. The input of the transducer is a random integer in $[0, N)$. Analogues in…

Combinatorics · Mathematics 2015-09-16 Clemens Heuberger , Sara Kropf , Helmut Prodinger

Suppose that in the four tests Alice's scores are 90, 95, 85, 90, and Bob's scores are 85, 95, 90, 90. How to evaluate their scores? In this paper, we introduce the concept of ordered probability mass function which can be used to find a…

Discrete Mathematics · Computer Science 2013-09-06 Zhengjun Cao , Lihua Liu

We introduce the boolean convolution for probability measures on the unit circle. Roughly speaking, it describes the distribution of the product of two boolean independent unitary random variables. We find an analogue of the characteristic…

Functional Analysis · Mathematics 2009-06-13 Uwe Franz

We prove an upper bound for the exponential sum associated to a localized $k-$divisor function, i.e., the counting function of the number of ways to write a positive integer $n$ as a product of $k\ge 2$ positive integers, each of them…

Number Theory · Mathematics 2019-04-25 Giovanni Coppola , Maurizio Laporta

Let $\left(\Omega,\Sigma,p\right)$ be a probability measure space and let $X:\Omega\to{\mathbb{R}}^k$ be a (vector valued) random variable. We suppose that the probability $p_X$ induced by $X$ is absolutely continuous with respect to the…

Probability · Mathematics 2021-12-06 Luigi Negro

Nguyen has shown that on averaging over $a=1,...,q$ the 3-fold divisor function has exponent of distribution 2/3, following \cite {banks}. We follow [2] which leads to stronger bounds.

Number Theory · Mathematics 2024-09-04 Tomos Parry

Previous derivations of the sum and product rules of probability theory relied on the algebraic properties of Boolean logic. Here they are derived within a more general framework based on lattice theory. The result is a new foundation of…

General Mathematics · Mathematics 2015-05-14 Kevin H. Knuth

We present parton distribution functions which include a quantitative estimate of its uncertainties. The parton distribution functions are optimized with respect to deep inelastic proton data, expressing the uncertainties as a density…

High Energy Physics - Phenomenology · Physics 2007-05-23 Walter T. Giele , Stephane A. Keller , David A. Kosower

First passage distributions of semi-Markov processes are of interest in fields such as reliability, survival analysis, and many others. The problem of finding or computing first passage distributions is, in general, quite challenging. We…

Methodology · Statistics 2020-08-10 Richard L. Warr

The Macdonald symmetric functions are used to define measures on the set of all partitions of all integers. Probabilistic algorithms are given for growing partitions according to these measures. The case of Hall-Littlewood polynomials is…

Combinatorics · Mathematics 2007-05-23 Jason Fulman
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