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We provide evidence that cumulative distributions of absolute normalized returns for the $100$ American companies with the highest market capitalization, uncover a critical behavior for different time scales $\Delta t$. Such cumulative…

Statistical Finance · Quantitative Finance 2017-11-15 G. Ruiz López , A. Fernández de Marcos

The current and future developments of electric power systems are pushing the boundaries of reliability assessment to consider distribution networks with renewable generators. Given the stochastic features of these elements, most modeling…

Other Computer Science · Computer Science 2012-07-02 Yan-Fu Li , Enrico Zio

The gradient flow transformation can be interpreted as continuous real-space renormalization group transformation if a coarse-graining step is incorporated as part of calculating expectation values. The method allows to predict critical…

High Energy Physics - Lattice · Physics 2019-12-19 Anna Hasenfratz , Oliver Witzel

The break-by-one gamma distribution has a probability density function resembling the Schechter function, but with the small-argument behavior modified so it is normalizable in commonly arising cases where the Schechter function is not. Its…

Cosmology and Nongalactic Astrophysics · Physics 2020-07-31 Thomas J. Loredo

We investigate stochastic comparisons between exponential family distributions and their mixtures with respect to the usual stochastic order, the hazard rate order, the reversed hazard rate order, and the likelihood ratio order. A general…

Statistics Theory · Mathematics 2009-10-05 Yaming Yu

Decode-and-forward (DF) cooperative communication based on free space optical (FSO) links is studied in this letter. We analyze performance of the DF protocol in the FSO links following the Gamma-Gamma distribution. The cumulative…

Information Theory · Computer Science 2015-06-05 Manav R. Bhatnagar

In this paper we study a parametric class of stochastic processes to model both fast and slow anomalous diffusion. This class, called generalized grey Brownian motion (ggBm), is made up off self-similar with stationary increments processes…

Mathematical Physics · Physics 2009-11-13 Antonio Mura , Gianni Pagnini

In this article, a generalized version of Negative binomial-beta exponential distribution with five parameters have been introduced. Some interesting submodels have been derived from it. A comprehensive mathematical treatment of proposed…

Statistics Theory · Mathematics 2019-05-31 Anwar Hassan , Ishfaq Shah Ahmad , Peer Bilal Ahmad

Using a probabilistic approach, we derive some interesting combinatorial identities involving gamma and beta functions. These results generalize certain well-known combinatorial identities involving binomial coefficients and special…

Probability · Mathematics 2026-05-15 Palaniappan Vellaisamy , Puja Pandey

Several analytical forms of cloud particle size distributions (PSDs) have been used in numerical modeling and remote sensing retrieval studies of clouds and precipitation, including exponential, gamma, lognormal, and Weibull distributions.…

Atmospheric and Oceanic Physics · Physics 2018-01-11 Wei Wu , Greg M McFarquhar

The Fisher-Bingham distribution ($\mathrm{FB}_8$) is an eight-parameter family of probability density functions (PDF) on $S^2$ that, under certain conditions, reduce to spherical analogues of bivariate normal PDFs. Due to difficulties in…

Data Analysis, Statistics and Probability · Physics 2021-04-06 Tianlu Yuan

Let $1/2\leq\beta<1$, $p$ be a generic prime number and $f_\beta$ be a random multiplicative function supported on the squarefree integers such that $(f_\beta(p))_{p}$ is an i.i.d. sequence of random variables with distribution…

Number Theory · Mathematics 2020-09-22 Marco Aymone

In the present paper a generalization of Gurland distribution [3] is obtained as a beta mixture of the generalized Poisson distribution (GPD) of Consul and Jain [2]. The first two moments of the distribution and a recurrence relation among…

Statistics Theory · Mathematics 2008-12-18 Yashwant Singh

One of the standard generalized-gradient approximations (GGAs) in use in modern electronic-structure theory, PBE, and a recently proposed modification designed specifically for solids, PBEsol, are identified as particular members of a…

Materials Science · Physics 2015-05-13 Luana S. Pedroza , Antonio J. R. da Silva , Klaus Capelle

We consider a generalization of the variance-gamma (generalized asymmetric Laplace) distribution, defined as a normal mean - variance mixture with a gamma mixing distribution. While this model is typically studied in the univariate setting,…

Methodology · Statistics 2026-05-04 Tomasz J. Kozubowski , Andrey Sarantsev , James A. Spiker

We present a derivation and theoretical investigation of the Adams-Bashforth and Adams-Moulton family of linear multistep methods for solving ordinary differential equations, starting from a Gaussian process (GP) framework. In the limit,…

Numerical Analysis · Mathematics 2018-10-10 Onur Teymur , Konstantinos Zygalakis , Ben Calderhead

The variance-gamma (VG) distributions form a four-parameter family which includes as special and limiting cases the normal, gamma and Laplace distributions. Some of the numerous applications include financial modelling and distributional…

Statistics Theory · Mathematics 2023-03-13 Adrian Fischer , Robert E. Gaunt , Andrey Sarantsev

Kinetic energy stored in ISM bulk/turbulent motions is a crucial ingredient to properly describe most properties of observed galaxies. By using Monte Carlo simulations, we investigate how this energy is injected by supernovae and dissipated…

Astrophysics · Physics 2009-11-07 Massimo Ricotti , Andrea Ferrara

Similar to the generalized extreme value (GEV) family, the generalized extreme value distributions under power normalization are introduced by Roudsari (1999) and Barakat et al. (2013). In this article, we study the asymptotic behavior of…

Applications · Statistics 2017-12-01 Ali Saeb

(Abridged) We discuss the probability distribution function (PDF) of column density resulting from density fields with lognormal PDFs, applicable to isothermal gas (e.g., probably molecular clouds). We suggest that a ``decorrelation…

Astrophysics · Physics 2009-11-06 Enrique Vazquez-Semadeni , Nieves Garcia