Related papers: Stochastic comparisons of Tracy-Widom $\beta$ dist…
Generalized statistical models of voids and hierarchical structure in cosmology are developed. The often quoted negative binomial model and frequently used thermodynamic model are shown to be special cases of a more general distribution…
We study the rate of convergence for the largest eigenvalue distributions in the Gaussian unitary and orthogonal ensembles to their Tracy-Widom limits. We show that one can achieve an $O(N^{-2/3})$ rate with particular choices of the…
In this paper we provide a novel family of stochastic orders that generalizes second order stochastic dominance, which we call the $\alpha,[a,b]$-concave stochastic orders. These stochastic orders are generated by a novel set of "very"…
We adopt a physically motivated empirical approach to the characterisation of the distributions of twin and triplet primes within the set of primes, rather than in the set of all natural numbers. Remarkably, the occurrences of twins or…
In this article, we stochastically compare the series and parallel systems having Topp Leone generated family of distributions. We consider that the lifetimes of the components of the systems have either the different shape parameters when…
This paper builds on recent research that focuses on regression modeling of continuous bounded data, such as proportions measured on a continuous scale. Specifically, it deals with beta regression models with mixed effects from a Bayesian…
The general notion of a stochastic ordering is that one probability distribution is smaller than a second one if the second attaches more probability to higher values than the first. Motivated by recent work on barycentric maps on spaces of…
Winner-take-all phenomena are observed in various competitive systems. We find similar phenomena in replicator models with randomly fluctuating growth rates. The disparity between winners and losers increases indefinitely, even if all…
We consider Gibbs distributions, which are families of probability distributions over a discrete space $\Omega$ with probability mass function of the form $\mu^\Omega_\beta(\omega) \propto e^{\beta H(\omega)}$ for $\beta$ in an interval…
In recent years, stochastic dominance for independent and identically distributed (iid) infinite-mean random variables has received considerable attention. The literature has identified several classes of distributions of nonnegative random…
In this paper considering the transformation $X=\frac{Y}{1+Y}$, where $Y \sim\text{Lindley}(\theta)$, we propose the unit-Lindley distribution and investigate some of its mathematical properties. A important fact associated with this new…
We study statistical properties of a class of band random matrices which naturally appears in systems of interacting particles. The local spectral density is shown to follow the Breit-Wigner distribution in both localized and delocalized…
In the last decade there has been increasing interest in the fields of random matrices, interacting particle systems, stochastic growth models, and the connections between these areas. For instance, several objects appearing in the limit of…
We compare results from $\delta$--expansion, in simple theories, with self--consistent calculations as well as calculations involving the principle of minimal sensitivity. We show that the latter methods give relatively more accurate…
We study when a given Gaussian random variable on a given probability space $(\Omega, {\cal{F}}, P) $ is equal almost surely to $\beta_{1}$ where $\beta $ is a Brownian motion defined on the same (or possibly extended) probability space. As…
Motivated by applications to prediction and forecasting, we suggest methods for approximating the conditional distribution function of a random variable Y given a dependent random d-vector X. The idea is to estimate not the distribution of…
We study the Tracy-Widom distribution function for Dyson's $\beta$-ensemble with $\beta = 6$. The starting point of our analysis is the recent work of I. Rumanov where he produces a Lax-pair representation for the Bloemendal-Vir\'ag…
The stochastic comparisons of parallel and series system are worthy of study. In this paper, we present some stochastic comparisons of parallel and series systems having independent components from Gumble distribution with two parameters…
We establish Tracy-Widom asymptotics for the partition function of a random polymer model with gamma-distributed weights recently introduced by Sepp\"al\"ainen. We show that the partition function of this random polymer can be represented…
In the paper we generalize the following characterization of beta distribution to the symmetric cone setting: let $X$ and $Y$ be independent, non-degenerate random variables with values in $(0,1)$, then $U=1-XY$ and $V=\frac{1-X}{U}$ are…