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Recently, a generalized Bernoulli process (GBP) was developed as a stationary binary sequence whose covariance function obeys a power law. In this paper, we further develop generalized Bernoulli processes, reveal their asymptotic behaviors,…

Probability · Mathematics 2023-11-21 Jeonghwa Lee

We observe that a probability distribution supported by $\mathbb{N}$, induces a representation of real numbers in [0, 1) with digits in $\mathbb{N}$. We first study the Hausdorff dimension of sets with prescribed digits with respect to…

Dynamical Systems · Mathematics 2024-06-18 Jörg Neunhäuserer

This article presents a modern deterministic framework for the study of leading significant digit distributions in numerical data. Rather than relying on traditional probabilistic or mixture-based explanations, we demonstrate that the…

Machine Learning · Statistics 2025-08-20 Vladimir Berman

We establish general versions of a variety of results for quasiconvex, lower-semicontinuous, and law-invariant functionals. Our results extend well-known results from the literature to a large class of spaces of random variables. We…

Pricing of Securities · Quantitative Finance 2021-01-21 Fabio Bellini , Pablo Koch-Medina , Cosimo Munari , Gregor Svindland

We study the limiting distributions of Birkhoff sums of a large class of cost functions (observables) evaluated along orbits, under the Gauss map, of rational numbers in $(0,1]$ ordered by denominators. We show convergence to a stable law…

Number Theory · Mathematics 2022-01-31 Sandro Bettin , Sary Drappeau

We consider an interval map which is a generalization of the R\'enyi transformation. For the continued fraction expansion arising from this transformation, we prove a result concerning the asymptotic behavior of the distribution functions…

Number Theory · Mathematics 2020-07-14 Dan Lascu , Gabriela Ileana Sebe

We form the Jacobi theta distribution through discrete integration of exponential random variables over an infinite inverse square law surface. It is continuous, supported on the positive reals, has a single positive parameter, is unimodal,…

Probability · Mathematics 2021-11-11 Caleb Deen Bastian , Grzegorz Rempala , Herschel Rabitz

We provide conditions on dependent and on non-stationary random variables $X_n$ ensuring that the mantissa of the sequence of products $\left(\prod_{1}^{n}X_k\right)$ is almost surely distributed following the Benford's law or converges in…

Probability · Mathematics 2015-12-21 Nicolas Chenavier , Bruno Masse , Dominique Schneider

In this article we generalize the classical Edgeworth expansion for the probability density function (PDF) of sums of a finite number of symmetric independent identically distributed random variables with a finite variance to sums of…

Statistical Mechanics · Physics 2015-05-20 Netanel Hazut , Shlomi Medalion , David A. Kessler , Eli Barkai

Recently, Babson and Steingrimsson (see \cite{BS}) introduced generalized permutations patterns that allow the requirement that two adjacent letters in a pattern must be adjacent in the permutation. Following \cite{BCS}, let $e_k\pi$…

Combinatorics · Mathematics 2007-05-23 T. Mansour

Benford's Law (BL) or the Significant Digit Law defines the probability distribution of the first digit of numerical values in a data sample. This Law is observed in many naturally occurring datasets. It can be seen as a measure of…

Machine Learning · Computer Science 2021-10-25 Surya Kant Sahu , Abhinav Java , Arshad Shaikh , Yannic Kilcher

We revisit multivariate extreme value theory modeling by emphasizing multivariate regular variations and the multivariate Breiman Lemma. This allows us to recover in a simple framework the most popular multivariate extreme value…

Methodology · Statistics 2017-12-27 Zhen Wai Olivier Ho , Clement Dombry

In this article we show the relationship between the Pareto distribution and the gamma distribution. This shows that the second one, appropriately extended, explains some anomalies that arise in the practical use of extreme value theory.…

Statistics Theory · Mathematics 2012-11-02 Joan del castillo , Jalila Daoudi , Isabel Serra

We derive an explicit formula for the fundamental solution $K_{T_{q+1}}(x,x_{0};t)$ to the discrete-time diffusion equation on the $(q+1)$-regular tree $T_{q+1}$ in terms of the discrete $I$-Bessel function. We then use the formula to…

Probability · Mathematics 2023-03-27 Carlos A. Cadavid , Paulina Hoyos , Jay Jorgenson , Lejla Smajlović , Juan D. Vélez

A fractional binomial distribution, introduced by Hino and Namba (2024) via the generalized binomial theorem, is a fractional variant of the classical binomial distribution. Building upon previous work that established limit theorems, such…

Probability · Mathematics 2025-06-13 Masanori Hino , Ryuya Namba

We show that the laws of Zipf and Benford, obeyed by scores of numerical data generated by many and diverse kinds of natural phenomena and human activity are related to the focal expression of a generalized thermodynamic structure. This…

Statistical Mechanics · Physics 2015-05-19 Carlo Altamirano , Alberto Robledo

The classical approach to analyzing extreme value data is the generalized Pareto distribution (GPD). When the GPD is used to explain a target variable with the large dimension of covariates, the shape and scale function of covariates…

Statistics Theory · Mathematics 2025-11-21 Takuma Yoshida

The paper deals with a new class of random walks strictly connected with the Pareto distribution. We consider stochastic processes in the sense of generalized convolution or weak generalized convolution following the idea given in [1]. The…

Probability · Mathematics 2014-12-02 Barbara H. Jasiulis-Gołdyn

We develop two complementary generative mechanisms that explain when and why Benford's first-digit law arises. First, a probabilistic Turing machine (PTM) ensemble induces a geometric law for codelength. Maximizing its entropy under a…

Information Theory · Computer Science 2025-11-25 Alexander Kolpakov , Aidan Rocke

In [BS] Babson and Steingrimsson introduced generalized permutation patterns that allow the requirement that two adjacent letters in a pattern must be adjacent in the permutation. Let $f_{\tau;r}(n)$ be the number of $1\mn3\mn2$-avoiding…

Combinatorics · Mathematics 2007-05-23 T. Mansour