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Gamma ray burst (GRB) time series is a non-stationary time series with all its statistical properties varying with time. Considering that each GRB is a different manifestation of the same stochastic process we studied the time dependent as…

High Energy Astrophysical Phenomena · Physics 2015-06-03 Nilay Bhatt , Subir Bhattacharyya

We study two one-parameter families of point processes connected to random matrices: the Sine_beta and Sch_tau processes. The first one is the bulk point process limit for the Gaussian beta-ensemble. For beta=1, 2 and 4 it gives the limit…

Probability · Mathematics 2013-11-19 Diane Holcomb , Benedek Valkó

In this paper we have introduced a generalized version of alpha beta skew normal distribution in the same line of Sharafi et al. (2017) and investigated some of its basic properties. The extensions of the proposed distribution have also…

Statistics Theory · Mathematics 2019-10-22 Sricharan Shah , Subrata Chakraborty , Partha Jyoti Hazarika , M. Masoom Ali

The paper investigates the rich class of Generalized Tempered Stable distribution, an alternative to Normal distribution and the $\alpha$-Stable distribution for modelling asset return and many physical and economic systems. Firstly, we…

Statistical Finance · Quantitative Finance 2022-06-07 A. H. Nzokem , V. T. Montshiwa

We propose a family of four-parameter distributions that contain the K-distribution as special case. The family is derived as a mixture distribution that uses the three-parameter reflected Gamma distribution as parental and the…

Statistics Theory · Mathematics 2021-07-09 Stylianos E. Trevlakis , Nestor D. Chatzidiamantis , George K. Karagiannidis

This paper presents a study of power series distributions (PSD) with prescribed covariance characteristics. Such distributions constitute a fundamental class in probability theory and mathematical statistics, as they generalize a wide range…

Statistics Theory · Mathematics 2025-12-23 Oleksandr Volkov , Yurii Volkov , Nataliia Voinalovych

The probability distribution function (PDF) of the mass surface density is an essential characteristic of the structure of molecular clouds or the interstellar medium in general. Observations of the PDF of molecular clouds indicate a…

Astrophysics of Galaxies · Physics 2015-06-18 Joerg Fischera

This paper explores mixture distributions induced by a product of the positive stable random variable and a power of another positive random variable. The paper also considers the convolution of the stable density with a gamma density.…

Probability · Mathematics 2025-07-10 Nomvelo Karabo Sibisi

Motivated by problems from statistical analysis for discretely sampled SPDEs, first we derive central limit theorems for higher order finite differences applied to stochastic process with arbitrary finitely regular paths. These results are…

Probability · Mathematics 2021-03-09 Igor Cialenco , Hyun-Jung Kim , Gregor Pasemann

Measuring the concentration of random variables is a fundamental concept in probability and statistics. Here, we explore a type of concentration measure for continuous random variables with bounded support and use it to provide a notion of…

Statistics Theory · Mathematics 2024-06-06 S. Portnoy , N. Torrado , J. J. P. Veerman

This paper presents a new generalization error analysis for Decentralized Stochastic Gradient Descent (D-SGD) based on algorithmic stability. The obtained results overhaul a series of recent works that suggested an increased instability due…

Machine Learning · Computer Science 2024-06-14 Batiste Le Bars , Aurélien Bellet , Marc Tommasi , Kevin Scaman , Giovanni Neglia

The generalized gamma distribution shows up in many problems related to engineering, hydrology as well as survival analysis. Earlier work has been done that estimated the deviation of the exponential and the Weibull distribution from…

Probability · Mathematics 2022-11-10 Zelong Bi , Irfan Durmić , Steven J. Miller

We focus on the probability distribution function (pdf) $P(\Delta \gamma; \gamma)$ where $\Delta \gamma$ are the {\em measured} strain intervals between plastic events in an athermal strained amorphous solids, and $\gamma$ measures the…

Soft Condensed Matter · Physics 2016-01-20 H. G. E. Hentschel , Prabhat K. Jaiswal , Itamar Procaccia , Srikanth Sastry

Graph generative models have broad applications in biology, chemistry and social science. However, modelling and understanding the generative process of graphs is challenging due to the discrete and high-dimensional nature of graphs, as…

Machine Learning · Computer Science 2022-12-06 Han Huang , Leilei Sun , Bowen Du , Yanjie Fu , Weifeng Lv

Mixture of factor analyzer (MFA) model is an efficient model for the analysis of high dimensional data through which the factor-analyzer technique based on the covariance matrices reducing the number of free parameters. The model also…

Methodology · Statistics 2022-12-05 Hamid Reza Safaeyan , Karim Zare , Mohamad R. Mahmoudi , Amir Mosavi

We propose a new generator for the generalized inverse Gaussian (GIG) distribution by decomposing the density of GIG into two components. The first component is a truncated inverse Gamma density, in order to sample from which we improve the…

Computation · Statistics 2022-11-24 Xiaozhu Zhang , Jerome P. Reiter

Eleven density functionals are compared with regard to their performance for the lattice constants of solids. We consider standard functionals, such as the local-density approximation and the Perdew-Burke-Ernzerhof (PBE)…

Irregular errors such as heteroscedasticity and nonnormality remain major challenges in linear modeling. These issues often lead to biased inference and unreliable measures of uncertainty. Classical remedies, such as robust standard errors…

Methodology · Statistics 2026-03-05 Elsayed Elamir

The probability distribution functions (PDFs) for atomic, molecular, and total gas surface densities of M33 are determined at a resolution of about 50~pc over regions that share coherent morphological properties to unveil fingerprints of…

Astrophysics of Galaxies · Physics 2018-10-03 Edvige Corbelli , Bruce G. Elmegreen , Jonathan Braine , David Thilker

The generalised extreme value (GEV) distribution is a three parameter family that describes the asymptotic behaviour of properly renormalised maxima of a sequence of independent and identically distributed random variables. If the shape…

Applications · Statistics 2022-05-10 Daniela Castro-Camilo , Raphaël Huser , Håvard Rue