Related papers: A characterization of signed discrete infinitely d…
We present a class of positive discrete random variables extending the Conway--Maxwell-Poisson distribution. This class emerges in a natural way from an application in queueing theory and contains distributions exhibiting quite different…
We examine a generalization of the binomial distribution associated with a strictly increasing sequence of numbers and we prove its Poisson-like limit. Such generalizations might be found in quantum optics with imperfect detection. We…
We present a new form of randomness, called Deep Randomness, generated in such a way that probability distribution of the output signal is made unknowledgeable for an observer. By limiting, thanks to Deep Randomness, the capacity of the…
Complex continuous or mixed joint distributions (e.g., P(Y | z_1, z_2, ..., z_N)) generally lack closed-form solutions, often necessitating approximations such as MCMC. This paper proposes Indeterminate Probability Theory (IPT), which makes…
Simultaneous predictive distributions for independent Poisson observables are investigated. A class of improper prior distributions for Poisson means is introduced. The Bayesian predictive distributions based on priors from the introduced…
We introduce a nonasymptotic framework for sub-Poisson distributions with moment generating function dominated by that of a Poisson distribution. At its core is a new notion of optimal sub-Poisson variance proxy, analogous to the variance…
We prove a long-standing conjecture which characterises the Ewens-Pitman two-parameter family of exchangeable random partitions, plus a short list of limit and exceptional cases, by the following property: for each $n = 2,3, >...$, if one…
The multidimensional distributions with heavy tails attracted recently the attention of several papers on Applied Probability. However, the most of the works of the last decades are focused on multivariate regular variation, while the rest…
In this paper, we focus on the COM-type negative binomial distribution with three parameters, which belongs to COM-type $(a,b,0)$ class distributions and family of equilibrium distributions of arbitrary birth-death process. Besides, we show…
We propose a new class of discrete generalized linear models based on the class of Poisson-Tweedie factorial dispersion models with variance of the form $\mu + \phi\mu^p$, where $\mu$ is the mean, $\phi$ and $p$ are the dispersion and…
In this paper a new generalization of the hyper-Poisson distribution is proposed using the Mittag-Leffler function. The hyper-Poisson, displaced Poisson, Poisson and geometric distributions among others are seen as particular cases. This…
Poissonian pair correlations have sparked interest within the mathematical community, because of their number theoretic properties, and their connections to quantum physics and probability theory, particularly uniformly distributed random…
Polarization quasiprobability distribution defined in the Stokes space shares many important properties with the Wigner function for the position and momentum. Most notably, they both give correct one-dimensional marginal probability…
This work presents a non-parametric estimator for the cumulative distribution function (CDF) of the job-size distribution for a queue with compound Poisson input. The workload process is observed according to an independent Poisson sampling…
This paper explores large sample properties of the two-parameter $(\alpha,\theta)$ Poisson--Dirichlet Process in two contexts. In a Bayesian context of estimating an unknown probability measure, viewing this process as a natural extension…
In this article, we propose a new three parameter distribution by compounding negative binomial with reciprocal inverse Gaussian model called negative binomial-reciprocal inverse Gaussian distribution. This model is tractable with some…
Commonly observed patterns typically follow a few distinct families of probability distributions. Over one hundred years ago, Karl Pearson provided a systematic derivation and classification of the common continuous distributions. His…
It is shown that probability densities of finite-time Lyapunov exponents, corresponding to chimera states, have a characteristic shape. Such distributions could be used as a signature of chimera states, particularly in systems for which the…
Statistical system models provide the basis for the examination of various sorts of distributions. Classification distributions are a very common and versatile form of statistics in e.g. real economic, social, and IT systems. The…
We give a necessary and sufficient condition for symmetric infinitely divisible distribution to have Gaussian component. The result can be applied to approximation the distribution of finite sums of random variables. Particularly, it shows…