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The Conway-Maxwell-Poisson (CMP) distribution is a natural two-parameter generalisation of the Poisson distribution which has received some attention in the statistics literature in recent years by offering flexible generalisations of some…

Probability · Mathematics 2017-03-17 Fraser Daly , Robert E. Gaunt

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

We propose a family of four-parameter distributions that contain the K-distribution as special case. The family is derived as a mixture distribution that uses the three-parameter reflected Gamma distribution as parental and the…

Statistics Theory · Mathematics 2021-07-09 Stylianos E. Trevlakis , Nestor D. Chatzidiamantis , George K. Karagiannidis

We expand the Askey--Wilson (AW) density in a series of products of continuous $q-$Hermite polynomials times the density that makes these polynomials orthogonal. As a by-product we obtain the value of the AW integral as well as the values…

Classical Analysis and ODEs · Mathematics 2014-12-08 Paweł J. Szabłowski

We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…

Statistical Mechanics · Physics 2014-01-08 Florian Angeletti , Eric Bertin , Patrice Abry

We calculate moments and moment generating functions of two distributions: the so called $q-$Normal and the so called conditional $q-$Normal distributions. These distributions generalize both Normal ($q=1),$ Wigner ($% q=0,$ $q-$Normal) and…

Probability · Mathematics 2015-07-20 Paweł J. Szabłowski

We study diagonal multipoint Pad\'e approximants to sums of a Cauchy transform of a complex measure and a rational function. The measure is assumed to have compact regular support included into the real line and an argument of bounded…

Classical Analysis and ODEs · Mathematics 2009-06-04 L. Baratchart , M. Yattselev

We present a new perspective of assessing the rates of convergence to the Gaussian and Poisson distributions in the Erd\"os-Kac theorem for additive arithmetic functions $\psi$ of a random integer $J_n$ uniformly distributed over…

Probability · Mathematics 2021-02-11 Louis H. Y. Chen , Arturo Jaramillo , Xiaochuan Yang

We study a new class of so-called rational-infinitely (or quasi-infinitely) divisible probability laws on the real line. The characteristic functions of these distributions are ratios of the characteristic functions of classical infinitely…

Probability · Mathematics 2025-10-29 Alexey Khartov

Generalized superstatistics, i.e., a "statistics of superstatistics," is proposed. A generalized superstatistical system comprises a set of superstatistical subsystems and represents a generalized hyperensemble. There exists a random…

Statistical Mechanics · Physics 2011-11-30 Denis Nikolaevich Sob'yanin

An atomic random complex measure defined on the unit disk with Normally distributed moments is considered. An approximation to the distribution of the zeros of its Cauchy transform is computed. Implications of this result for solving…

Statistics Theory · Mathematics 2014-04-17 Piero Barone

The wrapped normal distribution arises when a the density of a one-dimensional normal distribution is wrapped around the circle infinitely many times. At first look, evaluation of its probability density function appears tedious as an…

Computation · Statistics 2018-01-01 Gerhard Kurz , Igor Gilitschenski , Uwe D. Hanebeck

This papers presents a generalization of the Weitzman overlapping coefficient, originally defined for two probability density functions, to a setting involving k independent distributions, denoted by Delta. To estimate this generalized…

Methodology · Statistics 2026-03-24 Omar Eidous , Noura Almasri

} The main goal of this note is to provide new, mostly multidimensional densities, compactly supported and list many of its properties that enable effective calculations. The idea of obtaining such densities is firstly to build some…

Classical Analysis and ODEs · Mathematics 2018-08-08 Paweł J. Szabłowski

We develop a general method to quantify the uncertainties of parton distribution functions and their physical predictions, with emphasis on incorporating all relevant experimental constraints. The method uses the Hessian formalism to study…

High Energy Physics - Phenomenology · Physics 2008-12-18 J. Pumplin , D. Stump , R. Brock , D. Casey , J. Huston , J. Kalk , H. L. Lai , W. K. Tung

We study properties of arithmetic sets coming from multiplicative number theory and obtain applications in the theory of uniform distribution and ergodic theory. Our main theorem is a generalization of K\'atai's orthogonality criterion.…

Number Theory · Mathematics 2022-05-16 V. Bergelson , J. Kułaga-Przymus , M. Lemańczyk , F. K. Richter

This paper aims to examine the characteristics of the posterior distribution of covariance/precision matrices in a "large $p$, large $n$" scenario, where $p$ represents the number of variables and $n$ is the sample size. Our analysis…

Statistics Theory · Mathematics 2026-02-02 Partha Sarkar , Kshitij Khare , Malay Ghosh , Matt P. Wand

We propose a second order differential calculus to analyze the regularity and the stability properties of the distribution semigroup associated with McKean-Vlasov diffusions. This methodology provides second order Taylor type expansions…

Probability · Mathematics 2020-01-07 M Arnaudon , P del Moral

The analysis of strings of $n$ random variables with geometric distribution has recently attracted renewed interest: Archibald et al. consider the number of distinct adjacent pairs in geometrically distributed words. They obtain the…

Probability · Mathematics 2024-02-14 Guy Louchard , Werner Schachinger , Mark Daniel Ward

The two-parameter Poisson--Dirichlet distribution is a probability distribution on the totality of positive decreasing sequences with sum 1 and hence considered to govern masses of a random discrete distribution. A characterization of the…

Probability · Mathematics 2010-01-12 Kenji Handa