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Measuring the correlation (association) between two random variables is one of the important goals in statistical applications. In the literature, the covariance between two random variables is a widely used criterion in measuring the…

Methodology · Statistics 2018-10-30 Majid Asadi , Somayeh Zarezadeh

A remarkable discrete counterpart of the Gaussian function of one continuous variable can be defined by using a Jacobi theta function, that is, as the sum of a convergent series. We extend this approach to Gaussian functions of two…

Classical Analysis and ODEs · Mathematics 2020-01-20 Nicolae Cotfas

In this paper we show that a methodology based on a sampling with the Gaussian function of kind $h\,{e^{ - {{\left( {t/c} \right)}^2}}}/\left( {{c}\sqrt \pi } \right)$, where ${c}$ and $h$ are some constants, leads to the Fourier transform…

General Mathematics · Mathematics 2015-08-06 S. M. Abrarov , B. M. Quine

Learning the multivariate distribution of data is a core challenge in statistics and machine learning. Traditional methods aim for the probability density function (PDF) and are limited by the curse of dimensionality. Modern neural methods…

Machine Learning · Statistics 2022-10-14 Magda Amiridi , Nicholas D. Sidiropoulos

The paper examines the Fractional Fourier Transform (FRFT) based technique as a tool for obtaining probability density function and its derivatives, and mainly for fitting stochastic model with the fundamental probabilistic relationships of…

Methodology · Statistics 2021-07-13 A. H. Nzokem

A sum of lognormal random variables (RVs) appears in many problems of science and engineering. For example, it is invloved in computing the distribution of recevied signal and interference powers for radio channels subject to lognormal…

Signal Processing · Electrical Eng. & Systems 2024-05-16 Fredrik Berggren

In this paper, we study the statistical characterization of the sum of the squared $\kappa-\mu$ shadowed random variables with correlated shadowing components. The probability density function (PDF) of this sum is obtained in the form of a…

Information Theory · Computer Science 2014-09-09 Manav R. Bhatnagar

The gamma function is a good approximation to the luminosity function of astrophysical objects, and a truncated gamma distribution would permit a more rigorous analysis. This paper examines the generalized gamma distribution (GG) and then…

Cosmology and Nongalactic Astrophysics · Physics 2019-12-30 Lorenzo Zaninetti

This paper presents a somewhat exhaustive study on the conformable fractional Gauss hypergeometric function (CFGHF). We start by solving the conformable fractional Gauss hypergeometric equation (CFGHE) about the fractional regular singular…

Classical Analysis and ODEs · Mathematics 2020-09-28 Mahmoud Abul-Ez , Mohra Zayed , Ali Youssef

Normalizing flows model a complex target distribution in terms of a bijective transform operating on a simple base distribution. As such, they enable tractable computation of a number of important statistical quantities, particularly…

Machine Learning · Computer Science 2022-09-01 Chandramouli Shama Sastry , Andreas Lehrmann , Marcus Brubaker , Alexander Radovic

A new method for approximating fractional derivatives of the Gaussian function and Dawson's integral are presented. Unlike previous approaches, which are dominantly based on some discretization of Riemann-Liouville integral using polynomial…

Numerical Analysis · Mathematics 2017-09-08 Can Evren Yarman

We introduce a new approximate multiresolution analysis (MRA) using a single Gaussian as the scaling function, which we call Gaussian MRA (GMRA). As an initial application, we employ this new tool to accurately and efficiently compute the…

Numerical Analysis · Mathematics 2017-06-07 Gregory Beylkin , Lucas Monzon , Ignas Satkauskas

Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the product $XY$ is derived. Some basic distributional properties are also derived, including…

Probability · Mathematics 2024-05-14 Robert E. Gaunt , Siqi Li

The spectrum profile that emerges in molecular spectroscopy and atmospheric radiative transfer as the combined effect of Doppler and pressure broadenings is known as the Voigt profile function. Because of its convolution integral…

Mathematical Physics · Physics 2008-06-12 Gianni Pagnini , Francesco Mainardi

Consider a positive random variable of interest Y depending on a covariate X, and a random observation time T independent of Y given X. Assume that the only knowledge available about Y is its current status at time T: \delta = 1_{Y \leq T}.…

Statistics Theory · Mathematics 2013-04-11 Sandra Plancade

The probability density function (PDF) of some global average quantity plays a fundamental role in critical and highly correlated systems. We explicitly compute this quantity as a function of the magnetization for the two dimensional XY…

High Energy Physics - Lattice · Physics 2009-12-03 G. Palma , D. Zambrano

The form factor of a quantum graph is a function measuring correlations within the spectrum of the graph. It can be expressed as a double sum over the periodic orbits on the graph. We propose a scheme which allows one to evaluate the…

Chaotic Dynamics · Physics 2007-05-23 Gregory Berkolaiko

In this paper, a higher order finite difference scheme is proposed for Generalized Fractional Diffusion Equations (GFDEs). The fractional diffusion equation is considered in terms of the generalized fractional derivatives (GFDs) which uses…

Numerical Analysis · Mathematics 2022-06-08 Kamlesh Kumar , Rajesh K. Pandey

The macroscopic fluctuation theory is a powerful tool to characterise the large scale dynamical properties of diffusive systems, both in- and out-of-equilibrium. It relies on an action formalism in which, at large scales, the dynamics is…

Statistical Mechanics · Physics 2025-09-16 Théotim Berlioz , Olivier Bénichou , Aurélien Grabsch

The cumulative distribution function of the non-central chi-square distribution $\chi_\nu'^2(\lambda),\, \nu\in\mathbb{R}^+$ possesses an integral representation in terms of a generalized Marcum $Q$-function. Regarding some already known…

Classical Analysis and ODEs · Mathematics 2020-11-04 Dragana Jankov Maširević , Tibor K. Pogány
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