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We consider the problem of learning two families of time-evolving random measures from indirect observations. In the first model, the signal is a Fleming--Viot diffusion, which is reversible with respect to the law of a Dirichlet process,…

Statistics Theory · Mathematics 2014-11-19 Omiros Papaspiliopoulos , Matteo Ruggiero , Dario Spanò

We study measures on random partitions, arising from condensing stochastic particle systems with stationary product distributions. We provide fairly general conditions on the stationary weights, which lead to Poisson-Dirichlet statistics of…

Probability · Mathematics 2023-03-06 Paul Chleboun , Simon Gabriel , Stefan Grosskinsky

We provide a general result for bounding the difference between point probabilities of integer supported distributions and the translated Poisson distribution, a convenient alternative to the discretized normal. We illustrate our theorem in…

Probability · Mathematics 2017-12-05 A. D. Barbour , Adrian Röllin , Nathan Ross

We introduce a large and flexible class of discrete tempered stable distributions, and analyze the domains of attraction for both this class and the related class of positive tempered stable distributions. Our results suggest that these are…

Probability · Mathematics 2020-01-22 Michael Grabchak

In this paper we develop a very general class of bivariate discrete distributions. The basic idea is very simple. The marginals are obtained by taking the random geometric sum of a baseline distribution function. The proposed class of…

Methodology · Statistics 2018-05-22 Debasis Kundu

We consider a Markov chain on the space of (countable) partitions of the interval [0,1], obtained first by size biased sampling twice (allowing repetitions) and then merging the parts (if the sampled parts are distinct) or splitting the…

Probability · Mathematics 2016-09-07 Persi Diaconis , Eddy Mayer-Wolf , Ofer Zeitouni , Martin Zerner

Mixture distributions arise in many application areas, for example as marginal distributions or convolutions of distributions. We present a method of constructing an easily tractable discrete mixture distribution as an approximation to a…

Computation · Statistics 2017-02-20 Christian Röver , Tim Friede

We show the convolution equivalence property of univariate tempered stable distributions in the sense of Rosi\'nsky (2007). This makes rigorous various classic heuristic arguments on the asymptotic similarity between the probability and…

Probability · Mathematics 2024-01-17 Lorenzo Torricelli

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

The Poisson distribution of order $k$ is a special case of a compound Poisson distribution. Its mean and variance are known, but results for its median and mode are difficult to obtain, although a few cases have been solved and upper/lower…

Probability · Mathematics 2023-09-28 S. R. Mane

The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent terms by the accompanying compound Poisson laws may be interpreted as rather sharp quantitative estimates…

Probability · Mathematics 2022-08-04 Friedrich Götze , Andrei Yu. Zaitsev

Numerical analysis is conducted for a generalized particle method for a Poisson equation. Unique solvability is derived for the discretized Poisson equation by introducing a connectivity condition for particle distributions. Moreover, by…

Numerical Analysis · Mathematics 2019-07-03 Y. Imoto

In this paper we study a wide and flexible family of discrete distributions, the so-called generalized negative binomial (GNB) distributions that are mixed Poisson distributions in which the mixing laws belong to the class of generalized…

Probability · Mathematics 2018-06-26 V. Yu. Korolev , A. I. Zeifman

The Poisson distribution of order $k$ is a special case of a compound Poisson distribution. For $k=1$ it is the standard Poisson distribution. Our main result is a proof that for sufficiently small values of the rate parameter $\lambda$,…

Probability · Mathematics 2023-10-03 S. R. Mane

In this article, we first obtain, for the Kolmogorov distance, an error bound between a tempered stable and a compound Poisson distribution and also an error bound between a tempered stable and an alpha stable distribution via Stein method.…

Probability · Mathematics 2024-08-20 Kalyan Burman , Neelesh S Upadhye , Palaniappan Vellaisamy

A discretization of a continuum theory with constraints or conserved quantities is called mimetic if it mirrors the conserved laws or constraints of the continuum theory at the discrete level. Such discretizations have been found useful in…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Cayetano Di Bartolo , Rodolfo Gambini , Jorge Pullin

Two approaches are suggested to the definition of asymmetric generalized Weibull distribution. These approaches are based on the representation of the two-sided Weibull distributions as variance-mean normal mixtures or more general…

Probability · Mathematics 2015-06-23 Victor Korolev , Lily Kurmangazieva , Alexander Zeifman

The Mellin transform is usually applied in probability theory to the product of independent random variables. In recent times the machinery of the Mellin transform has been adopted to describe the L\'evy stable distributions, and more…

Probability · Mathematics 2007-05-23 Francesco Mainardi , Gianni Pagnini , Rudolf Gorenflo

In this paper we discuss the basic properties of a discrete distribution introduced by Harris in 1948 and obtain a characterization of it. The divisibility properties of the distribution are also studied. We derive the moment and maximum…

Statistics Theory · Mathematics 2007-06-13 E. Sandhya , S. Sherly , N. Raju

The family of skew-symmetric distributions is a wide set of probability density functions obtained by combining in a suitable form a few components which are selectable quite freely provided some simple requirements are satisfied. Intense…

Probability · Mathematics 2010-12-22 Adelchi Azzalini , Giuliana Regoli