Related papers: Log normal claim models with common shocks
The detection of anomalies is essential mining task for the security and reliability in computer systems. Logs are a common and major data source for anomaly detection methods in almost every computer system. They collect a range of…
Large scale networks delineating collective dynamics often exhibit cascading failures across nodes leading to a system-wide collapse. Prominent examples of such phenomena would include collapse on financial and economic networks.…
Recurrences of the form \begin{equation*} T(n,k) = (\alpha n+\beta k +\gamma) \ T(n-1,k) + (\alpha'n+\beta'k+\gamma')\ T(n-1,k-1)+\delta_{n,0}\delta_{k,0}. \end{equation*} show up as the recurrence for many well-studied combinatorial…
We deal with the random combinatorial structures called assemblies. By weakening the logarithmic condition which assures regularity of the number of components of a given order, we extend the notion of logarithmic assemblies. Using the…
Linear structural equation models relate the components of a random vector using linear interdependencies and Gaussian noise. Each such model can be naturally associated with a mixed graph whose vertices correspond to the components of the…
Even a single neuron may be able to produce significant lognormal features in its firing statistics due to noise in the charging ion current. A mathematical scheme introduced in advanced nanotechnology is relevant for the analysis of this…
Let $P$ be a set of points and $L$ a set of lines in the (extended) Euclidean plane, and $I \subseteq P\times L$, where $i =(p,l) \in I$ means that point $p$ and line $l$ are incident. The incidences can be interpreted as quadratic…
We introduce two classes of multivariate log skewed distributions with normal kernel: the log canonical fundamental skew-normal (log-CFUSN) and the log unified skew-normal (log-SUN). We also discuss some properties of the log-CFUSN family…
We propose a multivariate framework for modeling dependent default times that extends the classical Cox process by incorporating both common and idiosyncratic shocks. Our construction uses c\`adl\`ag, increasing processes to model…
Sums of lognormal random variables (RVs) occur in many important problems in wireless communications especially in interferences calculation. Several methods have been proposed to approximate the lognormal sum distribution. Most of them…
Uncovering causal relationships is a fundamental problem across science and engineering. However, most existing causal discovery methods assume acyclicity and direct access to the system variables -- assumptions that fail to hold in many…
The standard linear and logistic regression models assume that the response variables are independent, but share the same linear relationship to their corresponding vectors of covariates. The assumption that the response variables are…
We propose a general framework to construct self-normalized multiple-change-point tests with time series data. The only building block is a user-specified one-change-point detecting statistic, which covers a wide class of popular methods,…
Gradually Truncated Log-normal distribution - Size distribution of firms Abstract Many natural and economical phenomena are described through power law or log- normal distributions. In these cases, probability decreases very slowly with…
Normalizing flows are a class of generative models that enable exact likelihood evaluation. While these models have already found various applications in particle physics, normalizing flows are not flexible enough to model many of the…
Causality analysis is an important problem lying at the heart of science, and is of particular importance in data science and machine learning. An endeavor during the past 16 years viewing causality as real physical notion so as to…
We study specific properties of particles transport by exploring an exact solvable model, a so-called comb structure, where diffusive transport of particles leads to subdiffusion. A performance of L\'evy -- like process enriches this…
We consider all radiative corrections to the total electron-positron cross section showing how the renormalization group equation can be used to sum the logarithmic contributions in two ways. First of all, one can sum leading-log etc.…
Insurers are faced with the challenge of estimating the future reserves needed to handle historic and outstanding claims that are not fully settled. A well-known and widely used technique is the chain-ladder method, which is a deterministic…
We analyze the linear stability of monoclinal traveling waves on a constant incline, which connect uniform flowing regions of differing depths. The classical shallow-water equations are employed, subject to a general resistive drag term.…