Related papers: Equilibrium distributions and discrete Schur-const…
In the present paper new light is shed on the non-central extensions of the Dirichlet distribution. Due to several probabilistic and inferential properties and to the easiness of parameter interpretation, the Dirichlet distribution proves…
Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…
The dynamics of models described by a one-dimensional discrete nonlinear Schr\"odinger equation is studied. The nonlinearity in these models appears due to the coupling of the electronic motion to optical oscillators which are treated in…
The Poisson distribution is the default choice of likelihood for probabilistic models of count data. However, due to the equidispersion contraint of the Poisson, such models may have predictive uncertainty that is artificially inflated.…
Dispersion is a fundamental concept in statistics, yet standard approaches - especially via stochastic orders - face limitations in the discrete setting. In particular, the classical dispersive order, well-established for continuous…
A three-parameter discrete distribution is developed to describe the multiplicity distributions observed in total- and limited phase space volumes in different collision processes. The probability law is obtained by the Poisson transform of…
Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…
In [19] there is an approach to the investigation of the pseudocontinuability of Schur functions in terms of Schur parameters. In particular, there was obtained a criterion for the pseudocontinuability of Schur functions and the Schur…
This paper revisits the performance of Rademacher random projections, establishing novel statistical guarantees that are numerically sharp and non-oblivious with respect to the input data. More specifically, the central result is the…
The vast majority of the literature on stochastic semidefinite programs (stochastic SDPs) with recourse is concerned with risk-neutral models. In this paper, we introduce mean-risk models for stochastic SDPs and study structural properties…
We study the process of equilibration between two non-extensive subsystems in the framework of a particular non-extensive Boltzmann equation. We have found that even subsystems with different non-extensive properties achieve a common…
Quasi-stationary distributions, as discussed by Darroch & Seneta (1965), have been used in biology to describe the steady state behaviour of population models which, while eventually certain to become extinct, nevertheless maintain an…
Shannon information entropy is a natural measure of probability (de)localization and thus (un)predictability in various procedures of data analysis for model systems. We pay particular attention to links between the Shannon entropy and the…
A new descent set statistic on involutions, defined geometrically via their interpretation as matchings, is introduced in this paper, and shown to be equi-distributed with the standard one. This concept is then applied to construct explicit…
Count data take on non-negative integer values and are challenging to properly analyze using standard linear-Gaussian methods such as linear regression and principal components analysis. Generalized linear models enable direct modeling of…
We proposed a new type of soliton equation, whose solutions may describe some statistical distributions, for example, Cauchy distribution, normal distribution and student distribution, etc. The equation possesses two characters. Further,…
Distribution data refers to a data set where each sample is represented as a probability distribution, a subject area receiving burgeoning interest in the field of statistics. Although several studies have developed…
The class of $\alpha$-stable distributions received much interest for modelling impulsive phenomena occur in engineering, economics, insurance, and physics. The lack of non-analytical form for probability density function is considered as…
Motivated by recently investigated results on dependence measures and robust risk models, this paper provides an overview of dependence properties of many well-known bivariate copula families, where the focus is on the Schur order for…
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…