Related papers: A note on the $\alpha-$Sun distribution
We study the (generalized) one-dimensional population model developed by Anguige \& Schmeiser [1], which reflects cell-cell adhesion and volume filling under no-flux boundary condition. In this generalized model, depending on the adhesion…
Using some rigorous results by Wiener [(1930). {\em Acta Math.} {\bf 30}, 118-242] on the Fourier integral of a bounded function and the condition that small-angle scattering intensities of amorphous samples are almost everywhere…
We propose extreme value analogues of natural exponential families and exponential dispersion models, and introduce the slope function as an analogue of the variance function. The set of quadratic and power slope functions characterize…
The Weibull function is widely used to describe skew distributions observed in nature. However, the origin of this ubiquity is not always obvious to explain. In the present paper, we consider the well-known Galton-Watson branching process…
Many statistics are based on functions of sample moments. Important examples are the sample variance $s_{n-1}^2$, the sample coefficient of variation SV(n), the sample dispersion SD(n) and the non-central $t$-statistic $t(n)$. The…
We investigate the long term behavior in terms of global attractors, as time goes to infinity, of solutions to a continuum model for biological aggregations in which individuals experience long-range social attraction and short range…
We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…
For each probability distribution on a countable alphabet, a sequence of positive functionals are developed as tail indices based on Turing's perspective. By and only by the asymptotic behavior of these indices, domains of attraction for…
Analyses of recent helioseismic data have produced ample evidence for substantial dynamical variation of the differential rotation within the solar convection zone. Given the inevitable difficulties in resolving the precise nature of…
We introduce a model of evolving preferential attachment trees where vertices are assigned weights, and the evolution of a vertex depends not only on its own weight, but also on the weights of its neighbours. We study the distribution of…
The existence of a Landau-Siegel zero leads to the Deuring-Heilbronn phenomenon, here appearing in the 1-level density in a family of quadratic twists of a fixed genus character L-function. We obtain explicit lower order terms describing…
Non-closedness of subexponentiality by the convolution operation is well-known. We go a step further and show that subexponentiality and non-subexponentiality are generally changeable by the convolution. We also give several conditions, by…
In this work, we consider the outer Stefan problem for the short-time prediction of the spread of a volatile asset traded in a financial market. The stochastic equation for the evolution of the density of sell and buy orders is the Heat…
We consider point process convergence for sequences of iid random walks. The objective is to derive asymptotic theory for the largest extremes of these random walks. We show convergence of the maximum random walk to the Gumbel or the…
In random matrix theory (RMT), the Tracy-Widom (TW) distribution describes the behavior of the largest eigenvalue. We consider here two models in which TW undergoes transformations. In the first one disorder is introduced in the Gaussian…
Typically, aggregation-diffusion is modeled by parabolic equations that combine linear or nonlinear diffusion with a Fokker-Planck convection term. Under very general suitable assumptions, we prove that radial solutions of the evolution…
We consider models of gradient type, which are the densities of a collection of real-valued random variables $\phi :=\{\phi_x: x \in \Lambda\}$ given by $Z^{-1}\exp({-\sum\nolimits_{j \sim k}V(\phi_j-\phi_k)})$. We focus our study on the…
This paper focuses on testing for the presence of alpha in time-varying factor pricing models, specifically when the number of securities N is larger than the time dimension of the return series T. We introduce a maximum-type test that…
We define data transformations that leave certain classes of distributions invariant, while acting in a specific manner upon the parameters of the said distributions. It is shown that under such transformations the maximum likelihood…
First, we systemize ealier results the uniform persistence for discrete model $A_{n+1}=A_nF(A_{n-m})$ of population growth, where $F:(0,\infty)\to(0,\infty)$ is continuous and strictly decreasing. Second, we investigation the effect of…