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We introduce a variant of the replica trick within the nonlinear sigma model that allows calculating the distribution function of the persistent current. In the diffusive regime, a Gaussian distribution is derived. This result holds in the…

Mesoscale and Nanoscale Physics · Physics 2010-11-02 M. Houzet

We review the formalism of center-of-mass tomograms that allows us to describe quantum states in terms of probability distribution functions. We introduce the concept of separable and entangled probability distributions for the…

Quantum Physics · Physics 2024-06-12 Ivan V. Dudinets , Margarita A. Man'ko , Vladimir I. Man'ko

It is well-known that a random variable, i.e., a function defined on a probability space, with values in a Borel space, can be represented on the special probability space consisting of the unit interval with Lebesgue measure. We show an…

Probability · Mathematics 2008-01-03 Svante Janson

We study, in various special cases, total distributions on the product of a finite collection of finite probability spaces and, in particular, the question of when the probability distribution of each factor space is determined by the total…

History and Overview · Mathematics 2013-09-02 Ian Morrison , David Swinarski

We introduce a novel perspective by linking ordered probabilistic choice to copula theory, a mathematical framework for modeling dependencies in multivariate distributions. Each representation of ordered probabilistic choice behavior can be…

Theoretical Economics · Economics 2025-07-10 Christopher P. Chambers , Yusufcan Masatlioglu , Kemal Yildiz

Estimating the probability distribution 'q' governing the behaviour of a certain variable by sampling its value a finite number of times most typically involves an error. Successive measurements allow the construction of a histogram, or…

Statistical Mechanics · Physics 2009-11-07 Ines Samengo

We define an integral, the distributional integral of functions of one real variable, that is more general than the Lebesgue and the Denjoy-Perron-Henstock-Kurzweil integrals, and which allows the integration of functions with…

Functional Analysis · Mathematics 2013-11-12 Ricardo Estrada , Jasson Vindas

We obtain the distribution of the maximal average in a sequence of independent identically distributed exponential random variables. Surprisingly enough, it turns out that the inverse distribution admits a simple closed form. An application…

Probability · Mathematics 2019-06-25 Dimitris Cheliotis , Nickos Papadatos

For a given statistic, A, the cosmic distribution function, Upsilon(VA), is the probability of measuring a value VA in a finite galaxy catalog. For statistics related to count-in-cells, such as factorial moments, F_k, the average…

Astrophysics · Physics 2007-05-23 S. Colombi , I. Szapudi , the VIRGO consortium

$q$-analogs of special functions, including hypergeometric functions, play a central role in mathematics and have numerous applications in physics. In the theory of probability, $q$-analogs of various probability distributions have been…

Probability · Mathematics 2024-09-10 Andrew V. Sills

A new inequality between some functional of probability distribution functions is given. The inequality is based on strict convexity of a function used in functional definition. Equality sign in the inequality gives a characteristic…

Probability · Mathematics 2018-05-18 Lev B. Klebanov , Irina V. Volchenkova

A simple position probability density formulation is presented for the motion of a particle in a spherically symmetric potential. The approach provides an alternative to Newtonian methods for presentation in an elementary course, and…

Physics Education · Physics 2007-05-23 Lorenzo J. Curtis , David G. Ellis

Bivariate partial-sums discrete probability distributions are defined. The question of the existence of a limit distribution for iterated partial summations is solved for finite-support bivariate distributions which satisfy conditions under…

Probability · Mathematics 2019-03-11 Lívia Leššova , Ján Mačutek

The cumulative distribution and quantile functions for the one-sided one sample Kolmogorov-Smirnov probability distributions are used for goodness-of-fit testing. While the Smirnov-Birnbaum-Tingey formula for the CDF appears straight…

Computation · Statistics 2018-02-21 Paul van Mulbregt

The first order loss function and its complementary function are extensively used in practical settings. When the random variable of interest is normally distributed, the first order loss function can be easily expressed in terms of the…

Optimization and Control · Mathematics 2014-09-09 Roberto Rossi , S. Armagan Tarim , Steven Prestwich , Brahim Hnich

A naive theory of additive perturbations on a continuous probability distribution is presented. We propose a new privatization mechanism based on a naive theory of a perturbation on a probability using wavelets, such as a noise perturbs the…

Signal Processing · Electrical Eng. & Systems 2023-04-21 Helio M. de Oliveira , Raydonal Ospina , Victor Leiva , Carlos Martin-Barreiro , Christophe Chesneau

Consider a probability distribution subordinate to a subexponential distribution with finite mean. In this paper, we discuss the second order tail behavior of the subordinated distribution within a rather general framework in which we do…

Probability · Mathematics 2010-11-17 Jianxi Lin

For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…

Statistics Theory · Mathematics 2008-10-10 T. Royen

The beta distribution is a basic distribution serving several purposes. It is used to model data, and also, as a more flexible version of the uniform distribution, it serves as a prior distribution for a binomial probability. The bivariate…

Methodology · Statistics 2014-09-17 Ingram Olkin , Thomas A. Trikalinos

Methods for generating new distributions from old can be thought of as techniques for simplifying integrals used in reverse. Hence integrating a probability density function (pdf) by parts provides a new way of modifying distributions; the…

Statistics Theory · Mathematics 2019-04-04 Rose Baker