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Let $X=(X_t)$ be a one-dimensional Ornstein-Uhlenbeck process with an initial density function $f$ supported on the positive real-line that is a regularly varying function with exponent $-(1+\eta)$, with $\eta\in (0,1)$. We prove the…

Probability · Mathematics 2007-06-13 Manuel Lladser , Jaime San Martin

We consider the distribution of the sum and the maximum of a collection of independent exponentially distributed random variables. The focus is laid on the explicit form of the density functions (pdf) of non-i.i.d. sequences. Those are…

Probability · Mathematics 2013-07-16 Markus Bibinger

We study with some details a lifetime model of the class of beta generalized models, called the beta inverse Rayleigh distribution, which is a special case of the Beta Fr\'echet distribution. We provide a better foundation for some…

Statistics Theory · Mathematics 2022-06-06 J. Leão , H. Saulo , M. Bourguignon , R. J. Cintra , L. C. Rêgo , G. M. Cordeiro

In this paper, we study the asymptotic (large time) behavior of a selection-mutation-competition model for a population structured with respect to a phenotypic trait, when the rate of mutation is very small. We assume that the reproduction…

Analysis of PDEs · Mathematics 2015-11-17 Àngel Calsina , Sílvia Cuadrado , Laurent Desvillettes , Gaël Raoul

We numerically study the extreme-value statistics of the Schmidt eigenvalues of reduced density matrices obtained from the ergodic eigenstates. We start by exploring the extreme value statistics of the ultrametric random matrices and then…

Quantum Physics · Physics 2025-02-03 Tanay Pathak

Let ${\bf L}$ be the unit exponential random variable and ${\bf Z}_\alpha$ the standard positive $\alpha$-stable random variable. We prove that $\{(1-\alpha) \alpha^{\gamma_\alpha} {\bf Z}_\alpha^{-\gamma_\alpha}, 0< \alpha <1\}$ is…

Probability · Mathematics 2014-01-28 Thomas Simon

Time evolutions whose infinitesimal generator is a fractional time derivative arise generally in the long time limit. Such fractional time evolutions are considered here for random walks. An exact relationship is given between the…

Statistical Mechanics · Physics 2015-06-24 R. Hilfer

We display several examples of generalized gamma convoluted and hyperbolically completely monotone random variables related to positive $\alpha$-stable laws. We also obtain new factorizations for the latter, refining Kanter's and…

Statistics Theory · Mathematics 2013-12-11 Wissem Jedidi , Thomas Simon

We consider a string with fixed endpoints where the mass density and/or the elastic coefficient vary in a self-affine way as function of position. It is demonstrated how the eigenvalues in the asymptotic limit are distributed. Scaling laws…

Disordered Systems and Neural Networks · Physics 2007-05-23 Ingve Simonsen , Alex Hansen

A sequence of accompanying laws is suggested in the limit theorem of B. V. Gnedenko for maximums of independent random variables belonging to maximum domain of attraction of the Gumbel distribution. It is shown that this sequence gives an…

Probability · Mathematics 2020-10-22 V. I. Piterbarg , Yu. A. Scherbakova

A 2022 paper arXiv:2009.10305v4 introduced the notion of true positive and negative skewness for continuous random variables via Fr\'echet $p$-means. In this work, we find novel criteria for true skewness, establish true skewness for the…

Probability · Mathematics 2022-09-23 Yevgeniy Kovchegov , Alex Negrón , Clarice Pertel , Christopher Wang

We examine a random model consisting of objects with positive weights and evolving in discrete time steps, which generalizes certain random graph models. We prove almost sure convergence for the weight distribution and show scale-free…

Probability · Mathematics 2014-11-10 Ágnes Backhausz , Tamás F. Móri

In this paper, we investigate the inhomogeneous spatial distribution of solar faculae. The focus is on the latitudinal and longitudinal distributions of these highly localised features covering ubiquitously the solar surface. The…

Solar and Stellar Astrophysics · Physics 2018-08-22 A. Elek , N. Gyenge , M B. Korsós , R. Erdélyi

We prove that many of beta, beta prime, gamma, inverse gamma, Student t- and ultraspherical distributions are freely infinitely divisible, but some of them are not. The latter negative result follows from a local property of probability…

Probability · Mathematics 2014-09-19 Takahiro Hasebe

We investigate the evolution of the empirical distribution of the complex roots of high-degree random polynomials, when the polynomial undergoes the heat flow. In one prominent example of Weyl polynomials, the limiting zero distribution…

Probability · Mathematics 2025-12-05 Brian C. Hall , Ching-Wei Ho , Jonas Jalowy , Zakhar Kabluchko

We consider the totally asymmetric simple exclusion processes on quenched random energy landscapes. We show that the current and the diffusion coefficient differ from those for homogeneous environments. Using the mean-field approximation,…

Statistical Mechanics · Physics 2023-05-29 Issei Sakai , Takuma Akimoto

We continue the research of an extension $\widetilde{\mid}$ of the divisibility relation to the Stone-\v Cech compactification $\beta N$. First we prove that ultrafilters we call prime actually possess the algebraic property of primality.…

Logic · Mathematics 2019-10-03 Boris Šobot

This paper is devoted to study a new three- parameters model called the Exponential Flexible Weibull extension (EFWE) distribution which exhibits bathtub-shaped hazard rate. Some of it's statistical properties are obtained including…

Statistics Theory · Mathematics 2016-05-27 Beih S. El-Desouky , Abdelfattah Mustafa , Shamsan AL-Garash

We develop a model for the strahl population in the solar wind -- a narrow, low-density and high-energy electron beam centered on the magnetic field direction. Our model is based on the solution of the electron drift-kinetic equation at…

Genetic and evolution algebras arise naturally from applied probability and stochastic processes. Gibbs measures describe interacting systems commonly studied in thermodynamics and statistical mechanics with applications in several fields.…

Mathematical Physics · Physics 2025-05-05 Cristian F. Coletti , Lucas R. de Lima , Denis A. Luiz