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The family of q-Gaussian and q-exponential probability densities fit the statistical behavior of diverse complex self-similar non-equilibrium systems. These distributions, independently of the underlying dynamics, can rigorously be obtained…
Let $\{\xi_1,\xi_2,\ldots\}$ be a sequence of independent random variables (not necessarily identically distributed), and $\eta$ be a counting random variable independent of this sequence. We obtain sufficient conditions on…
In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parametrized non-extensive statistics power-law distribution are investigated. In the limit as q->1 the well known Gaussian…
We investigate the analytical properties of the $\alpha-$Sun random variable, which arises from the domain of attraction of certain storage models involving a maximum and a sum. In the Fr\'echet case we show that this random variable is…
Let $A$ be a subset of $\mathbb{Z} / N\mathbb{Z}$ and let $\mathcal{R}$ be the set of large Fourier coefficients of $A$. Properties of $\mathcal{R}$ have been studied in works of M.-- C. Chang, B. Green and the author. In the paper we…
First derivatives with respect to the parameters of the Whittaker function $\mathrm{W}_{\kappa ,\mu }\left( x\right) $ are calculated. Using the confluent hypergeometric function, these derivarives can be expressed as infinite sums of…
This paper presents a unified and novel estimation framework for the Weibull, Gamma, and Log-normal distributions based on arbitrary-order moment pairs. Traditional estimation techniques, such as Maximum Likelihood Estimation (MLE) and the…
We provide a generalization of Theorem 1 in Bartkiewicz, Jakubowski, Mikosch and Wintenberger (2011) in the sense that we give sufficient conditions for weak convergence of finite dimensional distributions of the partial sum processes of a…
In order to study the analytic properties of the Goldbach generating function we consider a smooth version, similar to the Chebyshev function for the Prime Number Theorem. In this paper, we obtain explicit numerical estimates for the…
Weibull distribution is widely used in modelling health data. However, its lack of sufficient tail flexibility often results in poor fit in extreme events. We proposed another three-parameter extension of the Weibull distribution with…
We propose a novel parametrization of Cumulative Prospect Theory (CPT), as developed by Daniel Kahneman and Amos Tversky, that yields an explicit gamble valuation formula for Gaussian reward distributions. Specifically, we define parametric…
We offer further results on a general size-biased distribution related to the Riemann xi-function we presented in [9] using the work of Ferrar. Curious properties associated with its expected value are presented, which are related to…
We form the Jacobi theta distribution through discrete integration of exponential random variables over an infinite inverse square law surface. It is continuous, supported on the positive reals, has a single positive parameter, is unimodal,…
We investigate exponential sums modulo primes whose phase function is a sparse polynomial, with exponents growing with the prime. In particular, such sums model those which appear in the study of the quantum cat map. While they are not…
First derivatives of the Whittaker function $\mathrm{M}_{\kappa ,\mu }\left(x\right) $ with respect to the parameters are calculated. Using the confluent hypergeometric function, these derivarives can be expressed as infinite sums of…
Motivated by applications in Bayesian analysis we introduce a multidimensional beta distribution in an ordered simplex. We study properties of this distribution and connect them with the generalized incomplete beta function. This function…
We introduce a class of distributions originating from an exponential family and having a property related to the strict stability property. A characteristic function representation for this family is obtained and its properties are…
Let $f(y|\theta), \; \theta \in \Omega$ be a parametric family, $\eta(\theta)$ a given function, and $G$ an unknown mixing distribution. It is desired to estimate $E_G (\eta(\theta))\equiv \eta_G$ based on independent observations…
A new expansion for integral powers of the hypergeometric function corresponding to a special case of the incomplete beta function is summarized, and consequences, including two new sums involving digamma (psi) functions are presented.
The geometric sum plays a significant role in risk theory and reliability theory \cite{Kala97} and a prototypical example of the geometric sum is R\'enyi's theorem~\cite{Renyi56} saying a sequence of suitably parameterised geometric sums…