Related papers: A simple alternative to the Crystal Ball function
This article studies tail behavior for the error components in the stochastic frontier model, where one component has bounded support on one side, and the other has unbounded support on both sides. Under weak assumptions on the error…
In this study, the Schrodinger equation of a valence electron in a periodic crystal potential is formulated and solved using the elliptic function formalism. The method allows double periodic lattice planes to be represented in the Gauss…
A simple recipe for revealing classical-like contributions in optical potential cross sections is proposed. The recipe is based on the fact that the classical-like properties are not expected to depend on the actual value of $\hbar$. This…
We extend the technique of using the Trapezoidal Rule for efficient evaluation of the Special Functions of Mathematical Physics given by integral representations. This technique was recently used for Bessel functions, and here we treat…
We show that in addition to well known Bessel, Hermite-Gauss, and Laguerre-Gauss beams of electromagnetic radiation, one may also construct exponential beams. These beams are characterized by a fall-off in the transverse direction described…
The purpose of continuum plasticity models is to efficiently predict the behavior of structures beyond their elastic limits. The purpose of multiscale materials science models, among them crystal plasticity models, is to understand the…
In this paper, we report the advantages of using a stochastic algorithm in the context of mineral exploration based on gravity measurements. This approach has the advantage over deterministic methods in that it allows one to find the…
Consider a probability distribution subordinate to a subexponential distribution with finite mean. In this paper, we discuss the second order tail behavior of the subordinated distribution within a rather general framework in which we do…
We present a new adaptive method for electronic structure calculations based on novel fast algorithms for reduction of multivariate mixtures. In our calculations, spatial orbitals are maintained as Gaussian mixtures whose terms are selected…
We develop an efficient simulation algorithm for computing the tail probabilities of the infinite series $S = \sum_{n \geq 1} a_n X_n$ when random variables $X_n$ are heavy-tailed. As $S$ is the sum of infinitely many random variables, any…
We present the derivation of a new model to describe neutron spin echo spectroscopy and quasi-elastic neutron scattering data on liposomes. We compare the new model with existing approaches and benchmark it with experimental data. The…
We explore the use of higher-order tail area approximations for Bayesian simulation. These approximations give rise to an alternative simulation scheme to MCMC for Bayesian computation of marginal posterior distributions for a scalar…
The Eliashberg theory of superconductivity is based on a dynamical electron-phonon interaction as opposed to a static interaction present in BCS theory. The standard derivation of Eliashberg theory is based on an equation of motion…
We establish inequalities for assessing the distance between the distribution of a (possibly multidimensional) functional of a Poisson random measure and that of a Gaussian element. Our bounds only involve add-one cost operators at the…
We study deviation of U-statistics when samples have heavy-tailed distribution so the kernel of the U-statistic does not have bounded exponential moments at any positive point. We obtain an exponential upper bound for the tail of the…
We combine the method of exchangeable pairs with Stein's method for functional approximation. As a result, we give a general linearity condition under which an abstract Gaussian approximation theorem for stochastic processes holds. We apply…
The need for more and more accurate gravitational wave templates requires taking into account all possible contributions to the emission of gravitational radiation from a binary system. Therefore, working within a…
Using a family of modified Weibull distributions, encompassing both sub-exponentials and super-exponentials, to parameterize the marginal distributions of asset returns and their natural multivariate generalizations, we give exact formulas…
We consider solutions to so-called stochastic fixed point equation $R \stackrel{d}{=} \Psi(R)$, where $\Psi $ is a random Lipschitz function and $R$ is a random variable independent of $\Psi$. Under the assumption that $\Psi$ can be…
If the Euclidean norm is strongly concentrated with respect to a measure, the average distribution of an average marginal of this measure has Gaussian asymptotics that captures tail behaviour. If the marginals of the measure have…