Related papers: Stein Type Characterization for $G$-normal Distrib…

As is known, the convolution $\mu*\nu$ of two $G$-normal distributions $\mu, \nu$ with different intervals of variances may not be $G$-normal. We shows that $\mu*\nu$ is a $G$-normal distribution if and only if…

The generalized hyperbolic (GH) distributions form a five parameter family of probability distributions that includes many standard distributions as special or limiting cases, such as the generalized inverse Gaussian distribution, Student's…

In this article, we develop Stein characterization for two-sided tempered stable distribution. Stein characterizations for normal, gamma, Laplace, and variance-gamma distributions already known in the literature follow easily. One can also…

We obtain a Stein characterisation of the distribution of the product of two correlated normal random variables with non-zero means, and more generally the distribution of the sum of independent copies of such random variables. Our Stein…

It has been a well-known problem in the $G$-framework that it is hard to compute the sublinear expectation of the $G$-normal distribution $\hat{\mathbb{E}}[\varphi(X)]$ when $\varphi$ is neither convex nor concave, if not involving any PDE…

This work presents the first systematic development of Stein's method for matrix distributions. We establish the basic essential ingredients of Stein's method for matrix normal approximation: we derive a generator-based Stein identity from…

Starting from the probability distribution of finite N-body systems, which maximises the Havrda--Charv\'at entropy, we build a Stein-type goodness-of-fit test. The Maxwell--Boltzmann distribution is exact only in the thermodynamic limit,…

This paper provides a general framework for Stein's density method for multivariate continuous distributions. The approach associates to any probability density function a canonical operator and Stein class, as well as an infinite…

This paper presents likelihood-based inference methods for the family of univariate gamma-normal distributions GN({\alpha}, r, {\mu}, {\sigma}^2 ) that result from summing independent gamma({\alpha}, r) and N({\mu}, {\sigma}^2 ) random…

Let $G = O^{p'}(\bar{G}^F)$ be a finite simple group of Lie type defined over a field of characteristic $p$, where $F$ is a Steinberg endomorphism of the ambient simple algebraic group $\bar{G}$. Let $\bar{T}$ be an $F$-stable maximal torus…

A $G$-normal random variable $X\sim \mathcal{N}(0,[\underline{\sigma}^2,\overline{\sigma}^2])$ does not admit a unique probability law due to volatility uncertainty. For a given test function $\phi$, the $G$-expectation admits the…

We propose a Stein characterization of the Kummer distribution on (0, $\infty$). This result follows from our observation that the density of the Kummer distribution satisfies a certain differential equation, leading to a solution of the…

We investigate some aspects of the problem of the estimation of birth distributions (BD) in multi-type Galton-Watson trees (MGW) with unobserved types. More precisely, we consider two-type MGW called spinal-structured trees. This kind of…

This paper reviews advances in Stein-type shrinkage estimation for spherically symmetric distributions. Some emphasis is placed on developing intuition as to why shrinkage should work in location problems whether the underlying population…

Given a finite group scheme $G$ over a field and a $G$-variety $X$, we obtain a criterion for $X$ to be $G$-normal in the sense of \cite{Br24}. When $G$ is diagonalizable, we describe the local structure of $G$-normal varieties in…

In many fields, data appears in the form of direction (unit vector) and usual statistical procedures are not applicable to such directional data. In this study, we propose non-parametric goodness-of-fit testing procedures for general…

We study the distribution of the magnetization of the critical mean-field O(N) model with N > 1. Specifically, we bound the Wasserstein distance between the finite-volume and limiting distributions, in terms of the number of spins. To…

The gamma difference distribution is defined as the difference of two gamma distributions, with in general different shape and rate parameters. Starting with knowledge of the corresponding characteristic function, a second order linear…

We construct an $\infty$-category $\mathcal{G}$ as a model for the Ground State of physical phenomena and we provide properties of its manifestations $\chi = \text{Fun}(\mathcal{G}, \text{Cat}_{\infty})$ in $\text{Cat}_{\infty}$ as well as…

Several characterizations of the Generalized Inverse Gaussian (GIG) distribution have been proposed in the literature, especially over the past two decades. These characterization theorems are surveyed, and two new characterizations are…