Related papers: Multivariate geometric distributions, (logarithmic…
We treat all the bivariate lack-of-memory (BLM) distributions in a unified approach and develop some new general properties of the BLM distributions, including joint moment generating function, product moments and dependence structure.…
Multivariate hypergeometric distribution arises frequently in elementary statistics and probability courses, for simultaneously studying the occurence law of specified events, when sampling without replacement from a finite population with…
A well-known challenge in the semantics of programming languages is how to combine non-determinism and probability. At a technical level, the problem arises from the fact that there is a no distributive law between the powerset monad and…
Multifractal properties of the distribution of topological invariants for a model of trajectories randomly entangled with a nonsymmetric lattice of obstacles are investigated. Using the equivalence of the model to random walks on a locally…
A theory of systems with long-range correlations based on the consideration of binary N-step Markov chains is developed. In the model, the conditional probability that the i-th symbol in the chain equals zero (or unity) is a linear function…
This paper takes the so-called probabilistic approach to the Strong Renewal Theorem (SRT) for multivariate distributions in the domain of attraction of a stable law. A version of the SRT is obtained that allows any kind of…
A theory of symbolic dynamic systems with long-range correlations based on the consideration of the binary N-step Markov chains developed earlier in Phys. Rev. Lett. 90, 110601 (2003) is generalized to the biased case (non equal numbers of…
Extended geometric distribution is defined and its mixture is characterized by the property of having completely monotone probability sequence. Also, convolution equations and probability generating functions are used to characterize…
In this article we introduce a three-parameter extension of the bivariate exponential-geometric (BEG) law (Kozubowski and Panorska, 2005). We refer to this new distribution as bivariate gamma-geometric (BGG) law. A bivariate random vector…
We consider an inference on the eigenvalues of the covariance matrix of a multivariate normal distribution. The family of multivariate normal distributions with a fixed mean is seen as a Riemannian manifold with Fisher information metric.…
Combinatorial aspects of multivariate diagonal invariants of the symmetric group are studied. As a consequence it is proved the existence of a multivariate extension of the classical Robinson-Schensted correspondence. Further byproduct are…
A theory of systems with long-range correlations based on the consideration of binary N-step Markov chains is developed. In our model, the conditional probability that the i-th symbol in the chain equals zero (or unity) is a linear function…
This paper proposes famillies of multimatricvariate and multimatrix variate distributions based on elliptically contoured laws in the context of real normed division algebras. The work allows to answer the following inference problems about…
In the paper, multivariate probability distributions are considered that are representable as scale mixtures of multivariate elliptically contoured stable distributions. It is demonstrated that these distributions form a special subclass of…
Motivated by studies on the recurrent properties of animal and human mobility, we introduce a path-dependent random walk model with long range memory for which not only the mean square displacement (MSD) can be obtained exactly in the…
Geometric quantiles are popular location functionals to build rank-based statistical procedures in multivariate settings. They are obtained through the minimization of a non-smooth convex objective function. As a result, the singularity of…
It has been observed that the statistical distribution of the eigenvalues of random matrices possesses universal properties, independent of the probability law of the stochastic matrix. In this article we find the correlation functions of…
We derive geometrically linearized theories for incompressible materials from nonlinear elasticity theory in the small displacement regime. Our nonlinear stored energy densities may vary on the same (small) length scale as the typical…
Nonmonotone missing data arise routinely in empirical studies of social and health sciences, and when ignored, can induce selection bias and loss of efficiency. In practice, it is common to account for nonresponse under a missing-at-random…
A probability distribution is n-divisible if its nth convolution root exists. While modeling the dependence structure between several (re)insurance losses by an additive risk factor model, the infinite divisibility, that is the…