Related papers: The Jacobi Theta Distribution
As a generalization of the ring spectrum of topological modular forms, we construct a graded ring spectrum of topological Jacobi forms, $\operatorname{TJF}_*$. This is constructed as the global sections of a sheaf of $E_\infty$-ring spectra…
In this paper we give a birational model for the theta divisor of the intermediate Jacobian of a generic cubic threefold $X$. We use the standard realization of $X$ as a conic bundle and a $4-$dimensional family of plane quartics which are…
The problem of inferring the distribution of a random vector given that its norm is large requires modeling a homogeneous limiting density. We suggest an approach based on graphical models which is suitable for high-dimensional vectors. We…
The probabilistic study of the value-distributions of zeta-functions is one of the modern topics in analytic number theory. In this paper, we study a certain probability measure related to the value-distribution of the Lerch zeta-function.…
We consider the problem of estimating the joint distribution of a continuous-time perpetuity and the underlying factors which govern the cash flow rate, in an ergodic Markov model. Two approaches are used to obtain the distribution. The…
The polygonal distributions are a class of distributions that can be defined via the mixture of triangular distributions over the unit interval. The class includes the uniform and trapezoidal distributions, and is an alternative to the beta…
The beta distribution is a two-parameter family of probability distributions whose distribution function is the (regularised) incomplete beta function. In this paper, the inverse incomplete beta function is studied analytically as…
This note examines the infinite divisibility of density-based transformations of normal random variables. We characterize a class of density-based transformations of normal variables which produces non-infinitely divisible distributions. We…
The Jacobi-Stirling numbers were discovered as a result of a problem involving the spectral theory of powers of the classical second-order Jacobi differential expression. Specifically, these numbers are the coefficients of integral…
Let $X=\sum_{k=1}^\infty X_k \beta^{-k}$ be the base-$\beta$ expansion of a continuous random variable $X$ on the unit interval where $\beta$ is the golden ratio. We study the asymptotic distribution and convergence rate of the scaled…
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…
We introduce a novel stochastic volatility model where the squared volatility of the asset return follows a Jacobi process. It contains the Heston model as a limit case. We show that the joint density of any finite sequence of log returns…
We study Birkhoff sums as distributions. We obtain regularity results on such distributions for various dynamical systems with hyperbolicity, as hyperbolic linear maps on the torus and piecewise expanding maps on the interval. We also give…
A new three-parameter cumulative distribution function defined on $(\alpha,\infty)$, for some $\alpha\geq0$, with asymmetric probability density function and showing exponential decays at its both tails, is introduced. The new distribution…
We introduce the beta generalized exponential distribution that includes the beta exponential and generalized exponential distributions as special cases. We provide a comprehensive mathematical treatment of this distribution. We derive the…
We study the asymptotic distribution of integers sharing the same rooted-tree structure that encodes their complete prime factorization tower. For each tree we derive an explicit density formula depending only on a pair $(m,k)$, the density…
Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…
We obtain matching direct and inverse theorems for the degree of weighted $L_p$-approximation by polynomials with the Jacobi weights $(1-x)^\alpha (1+x)^\beta$. Combined, the estimates yield a constructive characterization of various…
Consider a $1$-dimensional centered Gaussian process $W$ with $\alpha$-H\"older continuous paths on the compact intervals of $\mathbb R_+$ ($\alpha\in ]0,1[$) and $W_0 = 0$, and $X$ the local solution in rough paths sense of Jacobi's…
We derive the exact probability density function of the product of $N$ independent variance-gamma random variables with zero location parameter. We then apply this formula to derive formulas for the cumulative distribution function and…