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Discrete-time queueing system has widespread applications in packet switching networks, internet protocol, Broadband Integrated Services Digital Network (B-ISDN), circuit switched time-division multiple access etc. In this paper, we analyze…
In the paper is discussed complete probabilistic description of quantum systems with application to multiqubit quantum computations. In simplest case it is a set of probabilities of transitions to some fixed set of states. The probabilities…
The unified skew-t (SUT) is a flexible parametric multivariate distribution that accounts for skewness and heavy tails in the data. A few of its properties can be found scattered in the literature or in a parameterization that does not…
We propose a class of models of random walks in a random environment where an exact solution can be given for a stationary distribution. The tool is the detailed balance equations.
In this note we define summable families in tempered distribution spaces and we state some their properties and characterizations. Summable families are the analogous of summable sequences in separable Hilbert spaces, but in tempered…
A random vector $X$ with representation $X=\sum_{j\geq0}A_jZ_j$ is considered. Here, $(Z_j)$ is a sequence of independent and identically distributed random vectors and $(A_j)$ is a sequence of random matrices, `predictable' with respect to…
Statistical properties of infinite products of random isotropically distributed matrices are investigated. Both for continuous processes with finite correlation time and discrete sequences of independent matrices, a formalism that allows to…
We provide the analytic forms of the distributions for the sum of ordered spacings. We do this both for the case where the boundaries are included in the calculation of the spacings and the case where they are excluded. Both the probability…
This paper proposes a unified approach to enable the study of diverse distributions in the real, complex, quaternion and octonion cases, simultaneously. In particular, the central, nonsingular matricvariate and matrix multivariate Pearson…
Mathematical theory of selection is developed within the frameworks of general models of inhomogeneous populations with continuous time. Methods that allow us to study the distribution dynamics under natural selection and to construct…
Iterative imputation, in which variables are imputed one at a time each given a model predicting from all the others, is a popular technique that can be convenient and flexible, as it replaces a potentially difficult multivariate modeling…
We establish optimal logarithmic rates of convergence in the strong invariance principle for multivariate cumulative processes in the Smith's sense. Exponential probabilistic inequalities of Koml\'{o}s-Major-Tusn\'{a}dy type are obtained.…
We show how a commutative monad gives rise to a theory of extensive quantities, including (under suitable further conditions) a differential calculus of such. The relationship to Schwartz distributions is dicussed. The paper is a companion…
This paper consider a highly general dissemination model that keeps track of the stochastic evolution of the distribution of wealth over a set of agents. There are two types of events: (i) units of wealth externally arrive, and (ii) units…
We introduce the notion of symmetric covariation, which is a new measure of dependence between two components of a symmetric $\alpha$-stable random vector, where the stability parameter $\alpha$ measures the heavy-tailedness of its…
For the family of multivariate probability distributions variously denoted as unified skew-normal, closed skew-normal and other names, a number of properties are already known, but many others are not, even some basic ones. The present…
In this paper we review some general properties of probability distributions which exibit a singular behavior. After introducing the matter with several examples based on various models of statistical mechanics, we discuss, with the help of…
Approximate distributions for sum and difference of linearly correlated $\chi^{2}$ distributed random variables are derived. It is shown that they can be reduced to conveniently parametrized gamma and Variance-Gamma distributions,…
We consider a model for a queue in which only a fixed number $N$ of customers can join. Each customer joins the queue independently at an exponentially distributed time. Assuming further that the service times are independent and follow an…
For a general quantum theory that is describable by a path integral formalism, we construct a mathematical model of the universe as a sample point of an accumulative stochastic process. The model give predictions that are nearly identical…