Related papers: Taylor's Law for some infinitely divisible probabb…
The Maxwell distribution is derived from the $F$-distribution in the limit where one of the degrees of freedom of the $\chi^2$ variates tends to infinity. The estimator of the temperature is consistent, and, hence coincides with the…
The two-parameter Poisson-Dirichlet distribution is the law of a sequence of decreasing nonnegative random variables with total sum one. It can be constructed from stable and Gamma subordinators with the two-parameters, $\alpha$ and…
An application of Levy's continuity theorem and Hankel transform allow us to establish a law limit theorem for the sequence $V_n=f(U)\sin(n U)$, where $U$ is uniformly distributed in $(0,1)$ and $f$ a given function. Further, we investigate…
We numerically investigate a two-time Lagrangian velocity correlation function (TTLVCF) for particle pairs in two-dimensional energy inverse-cascade turbulence. We consider self similarity of the correlation function by means of incomplete…
Benford's law is a famous law in statistics which states that the leading digits of random variables in diverse data sets appear not uniformly from 1 to 9; the probability that d (d=1,...,9) appears as a leading digit is given by…
A wide range of natural and social phenomena result in observables whose distributions can be well approximated by a power-law decay. The well-known Hill estimator of the tail exponent provides results which are in many respects superior to…
Three versions of the Weak Law of Large Numbers are proposed for weakly dependent and generally speaking non-equally distributed random variables, with finite or possibly infinite expectations.
We relate the intermittent fluctuations of velocity gradients in turbulence to a whole range of local dissipation scales generalizing the picture of a single mean dissipation length. The statistical distribution of these local dissipation…
Abel-Tauberian theorems relate power law behavior of distributions and their transforms. We formulate and prove a multivariate version for non-standard regularly varying measures on $\mathbb{R}_+^p$ and then apply it to prove that the joint…
This study addresses the often-overlooked issue of measurability at intermediate points when applying Taylor's theorems to random functions and random vectors (e.g., likelihood functions with respect to estimators) in statistics. Classical…
Consider the sample covariance matrix $$\Sigma^{1/2}XX^T\Sigma^{1/2}$$ where $X$ is an $M\times N$ random matrix with independent entries and $\Sigma$ is an $M\times M$ diagonal matrix. It is known that if $\Sigma$ is deterministic, then…
Power-law distributions occur in many situations of scientific interest and have significant consequences for our understanding of natural and man-made phenomena. Unfortunately, the detection and characterization of power laws is…
Certain fluctuations in particle number at fixed total energy lead exactly to a cut-power law distribution in the one-particle energy, via the induced fluctuations in the phase-space volume ratio. The temperature parameter is expressed…
Scale invariance and the resulting power law behaviours are seen in diverse systems. In this work we consider translation, rotational and scale invariant systems defined on a lattice, such that the variables defining the state at every…
By random complex zeroes we mean the zero set of a random entire function whose Taylor coefficients are independent complex-valued Gaussian variables, and the variance of the k-th coefficient is 1/k!. This zero set is distribution invariant…
The Fluctuation Theorem (FT) gives an analytic expression for the probability, in a nonequilibrium system of finite size observed for a finite time, that the dissipative flux will flow in the reverse direction to that required by the Second…
We provide experimental measurements for the effective scaling of the Taylor-Reynolds number within the bulk $\text{Re}_{\lambda,\text{bulk}}$, based on local flow quantities as a function of the driving strength (expressed as the Taylor…
We introduce a stochastic model to explain a double power-law distribution which exhibits two different Paretian behaviors in the upper and the lower tail and widely exists in social and economic systems. The model incorporates fitness…
A general formulation of translationally invariant, parametrically correlated random matrix ensembles, is used to classify universality in correlation functions. Surprisingly, the range of possible physical systems is bounded, and can be…
We study the time evolution of Solar Flares activity by looking at the statistics of quiescent times $\tau_{L}$ between successive bursts. The analysis of 20 years of data reveals a power law distribution with exponent $\alpha \simeq 2.4$…