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In statistical physics lately a specific kind of average, called the q-expectation value, has been extensively used in the context of q-generalized statistics dealing with distributions following power-laws. In this context q-expectation…

Statistical Mechanics · Physics 2009-11-13 Rudolf Hanel , Stefan Thurner

In this paper, we introduce the BMT distribution as an unimodal alternative to continuous univariate distributions supported on a bounded interval. The ideas behind the mathematical formulation of this new distribution come from computer…

Statistics Theory · Mathematics 2017-09-19 Camilo Jose Torres-Jimenez , Alvaro Mauricio Montenegro-Diaz

We consider the set of finite sequences of length n over a finite or countable alphabet C. We consider the function which associate each given sequence with the size of the maximum overlap with a (shifted) copy of itself. We compute the…

Probability · Mathematics 2011-10-28 Miguel Abadi , Rodrigo Lambert

Both Approximate Bayesian Computation (ABC) and composite likelihood methods are useful for Bayesian and frequentist inference, respectively, when the likelihood function is intractable. We propose to use composite likelihood score…

Computation · Statistics 2015-02-25 Erlis Ruli , Nicola Sartori , Laura Ventura

It has long been agreed by academics that the inversion method is the method of choice for generating random variates, given the availability of the quantile function. However for several probability distributions arising in practice a…

Computational Finance · Quantitative Finance 2012-04-03 Asad Munir , William Shaw

In this paper, we investigate a nonlinear inverse problem aimed at recovering a coefficient $a(t, x)$, dependent on both time and a subset of spatial variables, in a diffusion equation \( u_t - \Delta_x u - u_{yy} +a(t, x) u = f(t,x,y) \),…

Analysis of PDEs · Mathematics 2025-08-07 R. R. Ashurov , O. T. Mukhiddinova

Although being powerful, the differential transform method yet suffers from a drawback which is how to compute the differential transform of nonlinear non-autonomous functions that can limit its applicability. In order to overcome this…

Classical Analysis and ODEs · Mathematics 2016-12-28 Essam. R. El-Zahar , Abdelhalim Ebaid

The statistical inverse problem of estimating the probability distribution of an infinite-dimensional unknown given its noisy indirect observation is studied in the Bayesian framework. In practice, one often considers only…

Statistics Theory · Mathematics 2017-11-21 Sari Lasanen

We extend the results in [6] to Besov spaces $B_{p,q}^\alpha$ with $p,q\in[1,\infty]$ and $0<\alpha<1$.

Analysis of PDEs · Mathematics 2020-05-19 Masato Hoshino

The beta normal distribution is a generalization of both the normal distribution and the normal order statistics. Some of its mathematical properties and a few applications have been studied in the literature. We provide a better foundation…

Statistics Theory · Mathematics 2022-06-03 L. C. Rêgo , R. J. Cintra , G. M. Cordeiro

The leading order coefficients of the beta-function of QCD are computed in a large N_f expansion. They are in agreement with the three loop MSbar calculation. The method involves computing the anomalous dimension of the operator (G^2_{mu…

High Energy Physics - Phenomenology · Physics 2009-10-28 J. A. Gracey

Approximate Bayesian computation allows for statistical analysis in models with intractable likelihoods. In this paper we consider the asymptotic behaviour of the posterior distribution obtained by this method. We give general results on…

Methodology · Statistics 2018-05-09 David T. Frazier , Gael M. Martin , Christian P. Robert , Judith Rousseau

A random number generator for the Kappa velocity distribution in particle simulations is proposed. Approximating the cumulative distribution function with the q-exponential function, an inverse transform procedure is constructed. The…

Plasma Physics · Physics 2026-05-12 Seiji Zenitani , Takayuki Umeda

In this paper we describe a theory of a cumulative distribution function on a space with an order from a probability measure defined in this space. This distribution function plays a similar role to that played in the classical case.…

Probability · Mathematics 2019-04-12 J. F. Gálvez-Rodríguez , M. A. Sánchez-Granero

A (p-1)-variate integral representation is given for the cumulative distribution function of the general p-variate non-central gamma distribution with a non-centrality matrix of any admissible rank. The real part of products of well known…

Statistics Theory · Mathematics 2016-07-06 Thomas Royen

In this paper, as a study of reinforcement learning, we converge the Q function to unbounded rewards such as Gaussian distribution. From the central limit theorem, in some real-world applications it is natural to assume that rewards follow…

Optimization and Control · Mathematics 2021-09-14 Konatsu Miyamoto , Masaya Suzuki , Yuma Kigami , Kodai Satake

We prove a novel type of inversion formula for elliptic hypergeometric integrals associated to a pair of root systems. Using the (A,C) inversion formula to invert one of the known C-type elliptic beta integrals, we obtain a new elliptic…

Classical Analysis and ODEs · Mathematics 2008-05-21 Vyacheslav P. Spiridonov , S. Ole Warnaar

This paper is devoted to the convergence and stability analysis of a class of nonlinear subdivision schemes and associated multi-resolution transforms. These schemes are defined as a perturbation of a linear subdivision scheme. Assuming a…

Numerical Analysis · Mathematics 2008-10-08 S. Amat , K. Dadourian , J. Liandrat

We prove generalised concentration inequalities for a class of scaled self-bounding functions of independent random variables, referred to as ${(M,a,b)}$ self-bounding. The scaling refers to the fact that the component-wise difference is…

Probability · Mathematics 2025-09-29 George Crowley , Iñaki Esnaola

\noindent Using the techniques connected with the measure of noncompactness we investigate the neutral difference equation of the following form \begin{equation*} \Delta \left(r_{n}\left(\Delta \left(x_{n}+p_{n}x_{n-k}\right) \right)…

Classical Analysis and ODEs · Mathematics 2014-01-14 Marek Galewski , Magdalena Nockowska Rosiak , Robert Jankowski , Ewa Schmeidel