Related papers: The variance-gamma product distribution
In this paper, we derive tail approximations of integrals of exponential functions of Gaussian random fields with varying mean functions and approximations of the associated point processes. This study is motivated naturally by multiple…
By extrapolating the explicit formula of the zero-bias distribution occurring in the context of Stein's method, we construct characterization identities for a large class of absolutely continuous univariate distributions. Instead of trying…
We derive a large deviation principle for families of random variables in the basin of attraction of spectrally positive stable distributions by proving a uniform version of the Tauberian theorem for Laplace-Stieltjes transforms. The main…
A number of recent studies have estimated the inter-galactic void probability function and investigated its departure from various random models. We study a family of parametric statistical models based on gamma distributions, which do give…
In this paper, the sum of L independent but not necessarily identically distributed (i.n.i.d.) extended $\eta$-$\mu$ variates is considered. In particular, novel expressions for the probability density function and cumulative distribution…
In this paper we study the Exponentiated Hypoexponential Distribution with different parameters. The distribution added a parameter to the n parameters of the Hypoexponenial distribution. We first derive a closed expression of the…
We consider the asymmetric random average process which is a one-dimensional stochastic lattice model with nearest neighbour interaction but continuous and unbounded state variables. First, the explicit functional representations, so-called…
We propose a method for deterministic sampling of arbitrary continuous angular density functions. With deterministic sampling, good estimation results can typically be achieved with much smaller numbers of samples compared to the commonly…
We study a new class of so-called rational-infinitely (or quasi-infinitely) divisible probability laws on the real line. The characteristic functions of these distributions are ratios of the characteristic functions of classical infinitely…
Over the last 80 years there has been much interest in the problem of finding an explicit formula for the probability density function of two zero mean correlated normal random variables. Motivated by this historical interest, we use a…
Context: Two-point correlation functions are used throughout cosmology as a measure for the statistics of random fields. When used in Bayesian parameter estimation, their likelihood function is usually replaced by a Gaussian approximation.…
This paper derives the exact transition density and cumulative distribution function of a linear combination of two independent Cox-Ingersoll-Ross (CIR) processes. By combining the Poisson Gamma mixture representation of the noncentral…
The problem of inferring the distribution of a random vector given that its norm is large requires modeling a homogeneous limiting density. We suggest an approach based on graphical models which is suitable for high-dimensional vectors. We…
We study the probability distribution function of the long-time values of observables being time-evolved by Hamiltonians modeling clean and disordered one-dimensional chains of many spin-1/2 particles. In particular, we analyze the return…
This work studies the product and ratio statistics of independent and non-identically distributed (i.n.i.d) $ \alpha-\kappa - \mu $ shadowed random variables. We derive the series expression for the probability density function (PDF),…
We build upon recent advances on the distributional aspect of Stein's method to propose a novel and flexible technique for computing Stein operators for random variables that can be written as products of independent random variables. We…
Consider a random matrix $\mathbf{A}\in\mathbb{C}^{m\times n}$ ($m \geq n$) containing independent complex Gaussian entries with zero mean and unit variance, and let $0<\lambda_1\leq \lambda_{2}\leq ...\leq \lambda_n<\infty$ denote the…
We derive the stationary probability distribution for a non-equilibrium system composed by an arbitrary number of degrees of freedom that are subject to Gaussian colored noise and a conservative potential. This is based on a…
We introduce a nonparametric way to estimate the global probability density function for a random persistence diagram. Precisely, a kernel density function centered at a given persistence diagram and a given bandwidth is constructed. Our…
We introduce a powerful analytic method to study the statistics of the number $\mathcal{N}_{\textbf{A}}(\gamma)$ of eigenvalues inside any contour $\gamma \in \mathbb{C}$ for infinitely large non-Hermitian random matrices ${\textbf A}$. Our…