Related papers: Equilibrium distributions and discrete Schur-const…
This paper gives a review of concentration inequalities which are widely employed in non-asymptotical analyses of mathematical statistics in a wide range of settings, from distribution-free to distribution-dependent, from sub-Gaussian to…
In the setting of dominated statistical models, we provide conditions yielding strong continuity of the posterior distribution with respect to the observed data. We show some applications, with special focus on exponential models.
We discuss application of methods from the Kraichnan model of turbulent advection to the study of non-equilibrium concentration fluctuations arising during diffusion in liquid mixtures at high Schmidt numbers. This approach treats nonlinear…
We present a series of three-dimensional discrete Boltzmann (DB) models for compressible flows in and out of equilibrium. The key formulating technique is the construction of discrete equilibrium distribution function through inversely…
We investigate the parametrization issue for discrete-time stable all-pass multivariable systems by means of a Schur algorithm involving a Nudelman interpolation condition. A recursive construction of balanced realizations is associated…
A new two-parameter discrete distribution, namely the PoiG distribution is derived by the convolution of a Poisson variate and an independently distributed geometric random variable. This distribution generalizes both the Poisson and…
Suppose that univariate data are drawn from a mixture of two distributions that are equal up to a shift parameter. Such a model is known to be nonidentifiable from a nonparametric viewpoint. However, if we assume that the unknown mixed…
We present a nonvariational setting for the Neumann problem for the Poisson equation for solutions that are H\"{o}lder continuous and that may have infinite Dirichlet integral. We introduce a distributional normal derivative on the boundary…
Non-parametric estimation of a convex discrete distribution may be of interest in several applications, such as the estimation of species abundance distribution in ecology. In this paper we study the least squares estimator of a discrete…
We study evolution equations of drift-diffusion type when various parameters are random. Motivated by applications in pedestrian dynamics, we focus on the case when the total mass is, due to boundary or reaction terms, not conserved. After…
Motivated by the need, in some Bayesian likelihood free inference problems, of imputing a multivariate counting distribution based on its vector of means and variance-covariance matrix, we define a generic multivariate discrete…
We establish Schauder-type estimates for linear parabolic systems driven by variable-coefficient nonlocal pseudo-differential operators of order $s>0$. These estimates are formulated in critical time-weighted H\"older/Besov-type spaces and…
Stable distributions are an important class of infinitely-divisible probability distributions, of which two special cases are the Cauchy distribution and the normal distribution. Aside from a few special cases, the density function for…
Gamma distributions, which contain the exponential as a special case, have a distinguished place in the representation of near-Poisson randomness for statistical processes; typically, they represent distributions of spacings between events…
The univariate Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this article, we define a skewed version of the Birnbaum-Saunders…
The bivariate Gaussian distribution has been a key model for many developments in statistics. However, many real-world phenomena generate data that follow asymmetric distributions, and consequently bivariate normal model is inappropriate in…
A general framework for constructing discrete Boltzmann model for non-equilibrium flows based on the Shakhov model is presented. The Hermite polynomial expansion and a set of discrete velocity with isotropy are adopted to solve the kinetic…
The shear viscosity in the dilute regime of a model for confined granular matter is studied by simulations and kinetic theory. The model consists on projecting into two dimensions the motion of vibrofluidized granular matter in shallow…
The difference diffusion model with two equilibrium states is given by a stochastic equation with two components: the predicted one, which is determined by the regression function of increments with two equilibriums, and the stochastic one,…
Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…