Related papers: Integrals of incomplete beta functions, with appli…
We derive new reduction formulas for the incomplete beta function and the Lerch transcendent in terms of elementary functions. As an application, we calculate some new integrals. Also, we use these reduction formulas to test the performance…
A random walk problem with particles on discrete double infinite linear grids is discussed. The model is based on the work of Montroll and others. A probability connected with the problem is given in the form of integrals containing…
Generalized linear mixed models (GLMM) encompass large class of statistical models, with a vast range of applications areas. GLMM extends the linear mixed models allowing for different types of response variable. Three most common data…
We analyze fluctuations of random walks with generally distributed increments. Integral representations for key performance measures are obtained by extending an inversion theorem of Hewitt [11] for Laplace-Stieltjes transforms. Another…
We give recurrences, generating functions and explicit exact expressions for the enumeration of fundamental quantities involving runs in binary strings. We first focus on enumerations concerning runs of ones, and we then analyse the same…
In this paper, martingales related to simple random walks and their maximum process are investigated. First, a sufficient condition under which a function with three arguments, time, the random walk, and its maximum process becomes a…
Beta-sorted portfolios -- portfolios comprised of assets with similar covariation to selected risk factors -- are a popular tool in empirical finance to analyze models of (conditional) expected returns. Despite their widespread use, little…
Let $\mathcal{P}_{\beta}^{(V)} (N_{\cal I})$ be the probability that a $N\times N$ $\beta$-ensemble of random matrices with confining potential $V(x)$ has $N_{\cal I}$ eigenvalues inside an interval ${\cal I}=[a,b]$ of the real line. We…
We consider a simple dice game, which leads to an intriguing study of multinomial walks, with surprising and seemingly paradoxical properties. The winning and losing probabilities of a general version of the game are investigated via…
In this paper, we extend Stein's method to products of independent beta, gamma, generalised gamma and mean zero normal random variables. In particular, we obtain Stein operators for mixed products of these distributions, which include the…
Let the sets of functions $Z$ and $\Omega$ be given on the time interval $T$, let there also be a multifunction (m/f) $\alpha$ acting from $\Omega$ to $Z$ and a finite set of moments $\Delta$ from $T$. The work deals with two questions: the…
The non-elementary integrals involving elementary exponential, hyperbolic and trigonometric functions, $ \int x^\alpha e^{\eta x^\beta}dx, \int x^\alpha \cosh\left(\eta x^\beta\right)dx, \int x^\alpha \sinh\left(\eta x^\beta\right)dx, \int…
The parametric maximum likelihood estimation problem is addressed in the context of quantum walk theory for quantum walks on the lattice of integers. A coin action is presented, with the real parameter $\theta$ to be estimated identified…
We consider the distribution of the binomial probability mass function (pmf) among arithmetic progressions and obtain an average-type theorem. As applications, we consider the possible visits to a kind of sieved sets of integers or lattice…
We introduce a new model for sums of exchangeable binary random variables. The proposed distribution is an approximation to the exact distributional form, and relies on the theory of completely monotone functions and the Laplace transform…
This article gives a formula for associated Stirling numbers of the second kind based on the moment of a sum of independent random variables having a beta distribution. From this formula we deduce, using probabilistic approaches, lower and…
This is an expository note on useful expressions for the density function of a product of independent random variables where each variable has a Beta distribution.
In this paper, we derive closed-form exact expressions for the main statistics of the ratio of squared alpha-mu random variables, which are of interest in many scenarios for future wireless networks where generalized distributions are more…
In this work we introduce the class of beta autoregressive fractionally integrated moving average models for continuous random variables taking values in the continuous unit interval $(0,1)$. The proposed model accommodates a set of…
We focus on the problem of performing random walks efficiently in a distributed network. Given bandwidth constraints, the goal is to minimize the number of rounds required to obtain a random walk sample. We first present a fast sublinear…