Related papers: Fitting Generalized Tempered Stable distribution: …
Using the Feynman-Kac and Cameron-Martin-Girsanov formulas, we obtain a generalized integral fluctuation theorem (GIFT) for discrete jump processes by constructing a time-invariable inner product. The existing discrete IFTs can be derived…
We compute the analytic expression of the probability distributions F{FTSE100,+} and F{FTSE100,-} of the normalized positive and negative FTSE100 (UK) index daily returns r(t). Furthermore, we define the alpha re-scaled FTSE100 daily index…
The random process theory (RPT) has been widely applied to predict the joint probability distribution functions (PDFs) of asperity heights and curvatures of rough surfaces. A check of the predictions of RPT against the actual statistics of…
We present a new integral transform called the Generalized Borel Transform (GBT) and show how to use it to compute some distribution functions used to describe the statistico-mechanical behavior of macromolecules. For this purpose, we…
This work addresses a longstanding theoretical discrepancy using Density Functional Theory (DFT) with experimental observations of CO binding trends on electrocatalytically relevant metals for the CO2 reduction reaction (CO2RR). By…
Recent studies about cryptocurrency returns show that its distribution can be highly-peaked, skewed, and heavy-tailed, with a large excess kurtosis. To accommodate all these peculiarities, we propose the asymmetric Laplace scale mixture…
Introduced by M\"uller et al. in their seminal paper \cite{muller}, fractional stochastic dominance (SD) offers a nuanced approach to ordering distributions. In this paper, we propose a fundamentally new framework by replacing the fixed…
This paper develops a constructive numerical scheme for Fourier-Bessel approximations on disks compatible with convolutions supported on disks. We address accurate finite Fourier-Bessel transforms (FFBT) and inverse finite Fourier-Bessel…
The Fast Fourier Transform (FFT) is an algorithm of paramount importance in signal processing as it allows to apply the Fourier transform in O(n log n) instead of O(n 2) arithmetic operations. Graph Signal Processing (GSP) is a recent…
Contribution of this paper lies in the formulation and estimation of a generalized model for stochastic frontier analysis (SFA) that nests virtually all forms used and includes some that have not been considered so far. The model is based…
The notion of fractional Fourier transform (FrFT) has been used and investigated for many years by various research communities, which finds widespread applications in many diverse fields of research study. The potential applications…
This paper is devoted to the $L^p(\mathbb R)$ theory of the fractional Fourier transform (FRFT) for $1\le p < 2$. In view of the special structure of the FRFT, we study FRFT properties of $L^1$ functions, via the introduction of a suitable…
In this paper we propose to extend the definition of fuzzy transform in order to consider an interpolation of models that are richer than the standard fuzzy transform. We focus on polynomial models, linear in particular, although the…
We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…
Scaling properties in financial fluctuations are reviewed from the standpoint of statistical physics. We firstly show theoretically that the balance of demand and supply enhances fluctuations due to the underlying phase transition…
In this paper, we derive a generalized second fluctuation-dissipation theorem (FDT) for stochastic dynamical systems in the steady state. The established theory is built upon the Mori-type generalized Langevin equation for stochastic…
For the large and chemically diverse GMTKN55 benchmark suite, we have studied the performance of density-corrected density functional theory (HF-DFT), compared to self-consistent DFT, for several pure and hybrid GGA and meta-GGA…
Federated Learning (FL) typically aggregates client model parameters using a weighting approach determined by sample proportions. However, this naive weighting method may lead to unfairness and degradation in model performance due to…
The strong-property-fluctuation theory (SPFT) provides a sophisticated means of estimating the effective constitutive parameters of a homogenized composite material (HCM), which takes account of the statistical distribution of the component…
Bayesian methods constitute a popular approach for estimating the conditional independence structure in Gaussian graphical models, since they can quantify the uncertainty through the posterior distribution. Inference in this framework is…