Related papers: r-Lah Distribution: Properties, Limit Theorems and…
A new distribution on (0, 1), generalized Log-Lindley distribution, is proposed by extending the Log-Lindley distribution. This new distribution is shown to be a weighted Log-Lindley distribution. Important probabilistic and statistical…
It is possible to discuss the propagation of an electronic current through certain layered nanostructures modeling them as a collection of random one-dimensional interfaces, through which a coherent signal can be transmitted or reflected…
We consider random walks in dynamic random environments which arise naturally as spatial embeddings of ancestral lineages in spatial locally regulated population models. In particular, as the main result, we prove the quenched central limit…
This paper is concerned with the limit theory of the extreme order statistics derived from random walks. We establish the joint convergence of the order statistics near the minimum of a random walk in terms of the Feller chains. Detailed…
We study mod-$\varphi$ convergence of several probability distributions on the set of positive integers that involve Stirling numbers of both kinds and, as a consequence, derive various limit theorems for these distributions. We also derive…
Sampling from various kinds of distributions is an issue of paramount importance in statistics since it is often the key ingredient for constructing estimators, test procedures or confidence intervals. In many situations, the exact sampling…
The entropy per coordinate in a log-concave random vector of any dimension with given density at the mode is shown to have a range of just 1. Uniform distributions on convex bodies are at the lower end of this range, the distribution with…
We survey some geometrical properties of trajectories of $d$-dimensional random walks via the application of functional limit theorems. We focus on the functional law of large numbers and functional central limit theorem (Donsker's…
The gamma density function is usually defined in interval between zero and infinity. This paper introduces an upper and a lower boundary to this distribution. The parameters which characterize the truncated gamma distribution are evaluated.…
We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…
The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to…
We characterise the class of distributions of random stochastic matrices $X$ with the property that the products $X(n)X(n-1) ... X(1)$ of i.i.d. copies $X(k)$ of $X$ converge a.s. as $n \rightarrow \infty$ and the limit is Dirichlet…
We prove distributional limit theorems and one-sided laws of the iterated logarithm for a class of positive, mixing, stationary, stochastic processes which contains those obtained from non-integrable observables over certain piecewise…
We study the distribution of hard-, soft-, and adaptive soft-thresholding estimators within a linear regression model where the number of parameters k can depend on sample size n and may diverge with n. In addition to the case of known…
This paper describes the Difference-of-Log-Normals (DLN) distribution. A companion paper makes the case that the DLN is a fundamental distribution in nature, and shows how a simple application of the CLT gives rise to the DLN in many…
We investigate quantitative implications of the notion of log-concavity through a probabilistic interpretation. In particular, we derive concentration inequalities, moment and entropy bounds for random variables satisfying a precise degree…
Concentration of measure is a phenomenon in which a random variable that depends in a smooth way on a large number of independent random variables is essentially constant. The random variable will "concentrate" around its median or…
We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…
Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise uncertainty quantification is required. A popular methodology…
We discuss some applications of the Mittag-Leffler function and related probability distributions in the theory of renewal processes and continuous time random walks. In particular we show the asymptotic (long time) equivalence of a generic…