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A class of discrete probability distributions contains distributions with limited support, i.e. possible argument values are limited to a set of numbers (typically consecutive). Examples of such data are results from subjective experiments…

Methodology · Statistics 2019-09-11 Lucjan Janowski , Bogdan Ćmiel , Krzysztof Rusek , Jakub Nawała , Zhi Li

The study of properties of mean functionals of random probability measures is an important area of research in the theory of Bayesian nonparametric statistics. Many results are now known for random Dirichlet means, but little is known,…

Statistics Theory · Mathematics 2010-02-24 Lancelot F. James , Antonio Lijoi , Igor Prünster

In two recent articles we have examined a generalization of the binomial distribution associated with a sequence of positive numbers, involving asymmetric expressions of probabilities that break the symmetry {\it win-loss}. We present in…

Mathematical Physics · Physics 2015-06-17 H. Bergeron , E. M. F. Curado , J. P. Gazeau , Ligia M. C. S. Rodrigues

For an integer $n\geq1$, consider a random partition $\Pi_{n}$ of $\{1,\ldots,n\}$ into $K_{n}$ partition sets with $K_{r,n}$ partition subsets of size $r=1,\ldots,n$, and assume $\Pi_{n}$ distributed according to the Ewens-Pitman model…

Probability · Mathematics 2026-01-19 Bernard Bercu , Stefano Favaro

This paper introduces a new discrete distribution suggested by curtailed sampling rules common in early-stage clinical trials. We derive the distribution of the smallest number of independent Bernoulli(p) trials needed in order to observe…

Statistics Theory · Mathematics 2018-02-16 Michelle DeVeaux , Michael J. Kane , Daniel Zelterman

We investigate the asymptotic behavior of the distribution of primitive lattice points in a symmetric Borel set $S_d\subset\mathbb R^d$ as $d$ goes to infinity, under certain volume conditions on $S_d$. Our main technique involves exploring…

Number Theory · Mathematics 2024-07-04 Jiyoung Han

Let $(U_t)_{t \geq 0}$ be a Brownian motion valued in the complex projective space $\mathbb{C}P^{N-1}$. Using unitary spherical harmonics of homogeneous degree zero, we derive the densities of $|U_t^{1}|^2$ and of $(|U_t^{1}|^2,…

Probability · Mathematics 2014-03-14 Nizar Demni

The negative binomial distribution NB$(k,r)$ of Type I is the probability distribution for a sequence of independent Bernoulli trials (with success parameter $p\in(0,1)$) with $r$ nonoverlapping success runs of length $\ge k$. We present a…

Probability · Mathematics 2024-01-30 S. R. Mane

Capital distribution curve is defined as log-log plot of normalized stock capitalizations ranked in descending order. The curve displays remarkable stability over periods of time. Theory of exchangeable distributions on set partitions,…

Mathematical Finance · Quantitative Finance 2015-07-09 Sergey Sosnovskiy

We introduce the beta generalized normal distribution which is obtained by compounding the beta and generalized normal [Nadarajah, S., A generalized normal distribution, \emph{Journal of Applied Statistics}. 32, 685--694, 2005]…

Statistics Theory · Mathematics 2022-06-06 R. J. Cintra , L. C. Rêgo , G. M. Cordeiro , A. D. C. Nascimento

The Hartman-Watson distribution with density $f_r(t)$ is a probability distribution defined on $t \geq 0$ which appears in several problems of applied probability. The density of this distribution is expressed in terms of an integral…

Probability · Mathematics 2024-12-20 Dan Pirjol

In this paper we consider the Riemann--Liouville fractional integral $\mathcal{N}^{\alpha,\nu}(t)= \frac{1}{\Gamma(\alpha)} \int_0^t (t-s)^{\alpha-1}N^\nu(s) \, \mathrm ds $, where $N^\nu(t)$, $t \ge 0$, is a fractional Poisson process of…

Probability · Mathematics 2014-03-06 Enzo Orsingher , Federico Polito

Motivated by real-world machine learning applications, we analyze approximations to the non-asymptotic fundamental limits of statistical classification. In the binary version of this problem, given two training sequences generated according…

Information Theory · Computer Science 2018-12-07 Lin Zhou , Vincent Y. F. Tan , Mehul Motani

Modeling spatial overdispersion requires point processes models with finite dimensional distributions that are overdisperse relative to the Poisson. Fitting such models usually heavily relies on the properties of stationarity, ergodicity,…

Probability · Mathematics 2018-01-12 Mimoza Zografi , Evdokia Xekalaki

We introduce a class of two-parameter discrete dispersion models, obtained by combining convolution with a factorial tilting operation, similar to exponential dispersion models which combine convolution and exponential tilting. The…

Statistics Theory · Mathematics 2014-09-29 Bent Jørgensen , Célestin C. Kokonendji

We discuss necessary conditions for the existence of probability distribution on particle configurations in $d$-dimensions i.e. a point process, compatible with a specified density $\rho$ and radial distribution function $g({\bf r})$. In…

Statistical Mechanics · Physics 2007-05-23 O. Costin , J. L. Lebowitz

We study weak convergence of a sequence of point processes to a scale-invariant simple point process. For a deterministic sequence $(z_n)_{n\in\mathbb{N}}$ of positive real numbers increasing to infinity as $n \to \infty$ and a sequence…

Probability · Mathematics 2020-06-16 Chinmoy Bhattacharjee , Ilya Molchanov

We are interested in estimating the location of what we call "smooth change-point" from $n$ independent observations of an inhomogeneous Poisson process. The smooth change-point is a transition of the intensity function of the process from…

Statistics Theory · Mathematics 2021-02-17 A. Amiri , S Dachian

We focus on the distribution regression problem: regressing to a real-valued response from a probability distribution. Although there exist a large number of similarity measures between distributions, very little is known about their…

Statistics Theory · Mathematics 2015-01-28 Zoltan Szabo , Arthur Gretton , Barnabas Poczos , Bharath Sriperumbudur

In the framework of distributionally generalized quantum theory, the object $H\psi$ is defined as a distribution. The mathematical significance is a mild generalization for the theory of para- and pseudo-differential operators (as well as a…

Quantum Physics · Physics 2024-05-08 Michael Maroun
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