Related papers: Boolean Extremes and Dagum Distributions
There are given characterizations of the exponential distribution by the properties of the independence of linear forms with random coefficients. Related results based on the constancy of regression of one statistic on a linear form are…
In a vast area of probabilistic limit theorems for dynamical systems with chaotic behaviors always only functional form (exponential, power, etc) of the asymptotic laws and of convergence rates were studied. However, for basically all…
For many environmental processes, recent studies have shown that the dependence strength is decreasing when quantile levels increase. This implies that the popular max-stable models are inadequate to capture the rate of joint tail decay,…
We give necessary and sufficient conditions for two sub-vectors of a random vector with a multivariate extreme value distribution, corresponding to the limit distribution of the maximum of a multidimensional stationary sequence with…
Suppose $k$ balls are dropped into $n$ boxes independently with uniform probability, where $n, k$ are large with ratio approximately equal to some positive real $\lambda$. The maximum box count has a counterintuitive behavior: first of all,…
Chaotic dynamics is always characterized by swarms of unstable trajectories, unpredictable individually, and thus generally studied statistically. It is often the case that such phase-space densities relax exponentially fast to a limiting…
Positive dependencies have been compared in the literature under rather strong assumptions such as equality of conditional distributions, exchangeability, or stationarity. We establish supermodular ordering results for distributions that…
We compute the limiting distributions of the lengths of the longest monotone subsequences of random (signed) involutions with or without conditions on the number of fixed points (and negated points) as the sizes of the involutions tend to…
Hydrodynamic equations for an inelastic Maxwell model are derived from the inelastic Boltzmann equation based on a systematic Chapman-Enskog perturbative scheme. Transport coefficients appear in Navier-Stokes order have been determined as a…
We pursue a systematic study of the following problem. Let f:{0,1}^n -> {0,1} be a (usually monotone) Boolean function whose behaviour is well understood when the input bits are identically independently distributed. What can be said about…
We discuss the possibility of deriving an H-theorem for the nonlinear discrete time evolution known as Ulam's redistribution of energy problem. In this model particles are paired at random and then their total energy is redistributed…
Quantile aggregation with dependence uncertainty has a long history in probability theory with wide applications in finance, risk management, statistics, and operations research. Using a recent result on inf-convolution of quantile-based…
A novel probabilistic framework for modelling anomalous diffusion is presented. The resulting process is Markovian, non-homogeneous, non-stationary, non-ergodic, and state-dependent. The fundamental law governing this process is driven by…
We develop new variational principles to study stability and equilibrium of axisymmetric flows. We show that there is an infinite number of steady state solutions. We show that these steady states maximize a (non-universal) $H$-function. We…
In this paper, we continue Voiculescu's recent work on the analogous extreme value theory in the context of bi-free probability theory. We derive various equivalent conditions for a bivariate distribution function to be bi-freely…
Behavior of condensed matter systems deviating from the standard equilibrium conditions is discussed. Statistical properties of coupled dynamic-stochastic systems are studied within a combination of the maximum information principle and the…
A map is given showing that convolutions of independent random variables over a finite group and matrix multiplications of doubly stochastic matrices are homomorphic. As an application, a short proof is given to the theorem that the…
The coefficients determining the dilepton decay angular distribution of vector particles obey certain positivity constraints and a rotation-invariant identity. These relations are a direct consequence of the covariance properties of angular…
This paper investigates the asymptotic behavior of higher-order conditional tail moments, which quantify the contribution of individual losses in the event of systemic collapse. The study is conducted within a framework comprising two…
Max-stable processes are natural models for spatial extremes because they provide suitable asymptotic approximations to the distribution of maxima of random fields. In the recent past, several parametric families of stationary max-stable…