Related papers: Logarithmic concavity of the inverse incomplete be…
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…
First passage distributions of semi-Markov processes are of interest in fields such as reliability, survival analysis, and many others. The problem of finding or computing first passage distributions is, in general, quite challenging. We…
We give a stochastic comparison and ordering of the Tracy-Widom distribution with parameter $\beta$. In particular, we show that as $\beta$ grows, the Tracy-Widom random variables get smaller modulo a multiplicative coefficient.
We consider an estimation problem of expected functionals of a general random element that values in a metric space. If the functional forms an explicit function of some unknown parameters, we can estimate it by plugging-in a suitable…
It is well-known that the semi-circle law, which is the limiting distribution in the Wigner theorem, is the minimizer of the logarithmic energy penalized by the second moment. A very similar fact holds for the Girko and Marchenko--Pastur…
In many areas of engineering and sciences, decision rules and control strategies are usually designed based on nominal values of relevant system parameters. To ensure that a control strategy or decision rule will work properly when the…
We introduce and study a subclass of joint Bernoulli distributions which has the palindromic property. For such distributions the vector of joint probabilities is unchanged when the order of the elements is reversed. We prove for binary…
Machine learning systems are often applied to data that is drawn from a different distribution than the training distribution. Recent work has shown that for a variety of classification and signal reconstruction problems, the…
A new family of probability distributions $\beta_{M, N},$ $M=0\cdots N,$ $N\in\mathbb{N}$ on the unit interval $(0, 1]$ is defined by the Mellin transform. The Mellin transform of $\beta_{M, N}$ is characterized in terms of products of…
The theory of Barnes beta probability distributions is advanced and related to the Riemann xi function. The scaling invariance, multiplication formula, and Shintani factorization of Barnes multiple gamma functions are reviewed using the…
This note focuses on the properties of two blocks of elements of the probability mass function (pmf) of the Poisson distribution of order $k\ge2$. The first block is the elements for $n\in[1,k]$ and the second block is the elements for…
We study the beta functions for the dimensionless couplings in quadratic curvature gravity, and find that there is a simple argument to restrict the possible form of the beta functions as derived from the counterterms at an arbitrary loop.…
In the paper, the authors establish integral representations of some functions related to the remainder of Burnside's formula for the gamma function and find the (logarithmically) complete monotonicity of these and related functions. These…
Fundamental inconsistencies of superstatistics are highlighted. There is no such thing as a superposition of Boltzmann factors; what is actually derived is a generating function and not a normalizable probability density. The beta density…
A probability distribution over the Boolean cube is monotone if flipping the value of a coordinate from zero to one can only increase the probability of an element. Given samples of an unknown monotone distribution over the Boolean cube, we…
We investigate stochastic comparisons between exponential family distributions and their mixtures with respect to the usual stochastic order, the hazard rate order, the reversed hazard rate order, and the likelihood ratio order. A general…
Let $\Omega_n$ stand for the volume of the unit ball in $\mathbb{R}^n$ for $n\in\mathbb{N}$. In the present paper, we prove that the sequence $\Omega_{n}^{1/(n\ln n)}$ is logarithmically convex and that the sequence…
According to Benford's Law, many data sets have a bias towards lower leading digits (about $30\%$ are $1$'s). The applications of Benford's Law vary: from detecting tax, voter and image fraud to determining the possibility of match-fixing…
Hyperbolic complete monotonicity property ($\mathrm{HCM}$) is a way to check if a distribution is a generalized gamma ($\mathrm{GGC}$), hence is infinitely divisible. In this work, we illustrate to which extent the Mittag-Leffler functions…
The random beta-transformation K is isomorphic to a full shift. This relation gives an invariant measure for K that yields the Bernoulli convolution by projection. We study the local dimension of the invariant measure for K for special…