Related papers: Parametric divisibility of stochastic losses
Random geometric graphs consist of randomly distributed nodes (points), with pairs of nodes within a given mutual distance linked. In the usual model the distribution of nodes is uniform on a square, and in the limit of infinitely many…
We derive new explicit bounds for the total variation distance between two convolution products of $n$ probability distributions, one of which having identical convolution factors. Approximations by finite signed measures of arbitrary order…
This article provides a general expression for infinitely divisible multivariate gamma distributions defined by their Laplace transforms, as well as the conditional Laplace transform of infinitely divisible multivariate gamma…
We study a resource allocation setting where $m$ discrete items are to be divided among $n$ agents with additive utilities, and the agents' utilities for individual items are drawn at random from a probability distribution. Since common…
We make an application of ideas from partition theory to a problem in multiplicative number theory. We propose a deterministic model of prime number distribution, from first principles related to properties of integer partitions, that…
We propose a distribution-free approach to the study of random geometric graphs. The distribution of vertices follows a Poisson point process with intensity function $nf(\cdot)$, where $n\in \mathbb{N}$, and $f$ is a probability density…
We study some divisibility properties of multiperfect numbers. Our main result is: if $N=p_1^{\alpha_1}... p_s^{\alpha_s} q_1^{2\beta_1}... q_t^{2\beta_t}$ with $\beta_1, ..., \beta_t$ in some finite set S satisfies…
We are concerned with the general problem of proving the existence of joint distributions of two discrete random variables $M$ and $N$ subject to infinitely many constraints of the form $\mathbb{P}\left(M=i,N=j\right)=0$. In particular, the…
We compute analytically, for large N, the probability distribution of the number of positive eigenvalues (the index N_{+}) of a random NxN matrix belonging to Gaussian orthogonal (\beta=1), unitary (\beta=2) or symplectic (\beta=4)…
We study the problem of fairly allocating a set of $m$ goods among $n$ agents in the asymptotic setting, where each item's value for each agent is drawn from an underlying joint distribution. Prior works have shown that if this distribution…
We consider several sequences of random variables whose Fourier-Laplace transforms present the same type of \textit{splitting phenomenon} when suitably rescaled by the Fourier-Laplace transform of a Poisson-distributed random variable…
Accessibility percolation is a new type of percolation problem inspired by evolutionary biology. To each vertex of a graph a random number is assigned and a path through the graph is called accessible if all numbers along the path are in…
It is known that in many cases distributions of exponential integrals of Levy processes are infinitely divisible and in some cases they are also selfdecomposable. In this paper, we give some sufficient conditions under which distributions…
Several numerical evaluations of the density and distribution of convolution of independent gamma variables are compared in their accuracy and speed. In application to renewal processes, an efficient formula is derived for the probability…
Knowing when a graphical model is perfect to a distribution is essential in order to relate separation in the graph to conditional independence in the distribution, and this is particularly important when performing inference from data.…
We derive an exact expression for the probability density function of the cascade size (total progeny) in a continuous state branching process when the generations are Gamma distributed. The distribution has application in the modelling of…
It is argued that there is a need for fat-tailed distributions that become thin in the extreme tail. A 3-parameter distribution is introduced that visually resembles the t-distribution and interpolates between the normal distribution and…
Gaussian distributions can be generalized from Euclidean space to a wide class of Riemannian manifolds. Gaussian distributions on manifolds are harder to make use of in applications since the normalisation factors, which we will refer to as…
An infinite convergent sum of independent and identically distributed random variables discounted by a multiplicative random walk is called perpetuity, because of a possible actuarial application. We give three disjoint groups of sufficient…
The number of parts in the partitions (resp. distinct partitions) of $n$ with parts from a set were considered. Its generating functions were obtained. Consequently, we derive several recurrence identities for the following functions: the…