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We obtain a Stein characterisation of the distribution of the product of two correlated normal random variables with non-zero means, and more generally the distribution of the sum of independent copies of such random variables. Our Stein…

Probability · Mathematics 2024-09-11 Robert E. Gaunt , Siqi Li , Heather L. Sutcliffe

Random flights in $\mathbb{R}^d,d\geq 2,$ with Dirichlet-distributed displacements and uniformly distributed orientation are analyzed. The explicit characteristic functions of the position $\underline{\bf X}_d(t),\,t>0,$ when the number of…

Probability · Mathematics 2011-08-01 Alessandro De Gregorio , Enzo Orsingher

The basic goal of quantization for probability distribution is to reduce the number of values, which is typically uncountable, describing a probability distribution to some finite set and thus approximation of a continuous probability…

Probability · Mathematics 2020-07-03 Mrinal Kanti Roychowdhury , Wasiela Salinas

Granular convergence is a property of a granular pack as it is repeatedly sheared in a cyclic, quasistatic fashion, as the packing configuration changes via discrete events. Under suitable conditions the set of microscopic configurations…

Soft Condensed Matter · Physics 2023-08-25 Anna Movsheva , Thomas A. Witten

A variation of Choquet random sup-measures is introduced. These random sup-measures are shown to arise as the scaling limits of empirical random sup-measures of a general aggregated model. Because of the aggregations, the finite-dimensional…

Probability · Mathematics 2021-05-18 Yizao Wang

For functions of independent random variables, various upper and lower variance bounds are revisited in diverse settings. These are then specialized to the Bernoulli, Gaussian, infinitely divisible cases and to Banach space valued random…

Probability · Mathematics 2024-10-16 Clément Deslandes , Christian Houdré

The QQ plot is a commonly used technique for informally deciding whether a univariate random sample of size n comes from a specified distribution F. The QQ plot graphs the sample quantiles against the theoretical quantiles of F and then a…

Probability · Mathematics 2007-06-13 Bikramjit Das , Sidney I. Resnick

Let $X$ be an arbitrary real-valued random variable (r.v.), with the characteristic function (c.f.) $f$. Integral expressions for the c.f.\ of the r.v.'s $\max(0,X)$ in terms of $f$ are given, as well as other related results. Applications…

Probability · Mathematics 2017-01-17 Iosif Pinelis

In this paper relations among some kinds of cumulative entropies and moments of order statistics are presented. By using some characterizations and the symmetry of a non negative and absolutely continuous random variable X, lower and upper…

Statistics Theory · Mathematics 2020-09-07 Narayanaswamy Balakrishnan , Francesco Buono , Maria Longobardi

In quantum theory, observables with a continuous spectrum are known to be fundamentally different from those with a discrete and finite spectrum. While some fundamental tests and applications of quantum mechanics originally formulated for…

Quantum Physics · Physics 2014-05-21 P. Vernaz-Gris , A. Ketterer , A. Keller , S. P. Walborn , T. Coudreau , P. Milman

A generalization of stable and casual stable probability distribution is proposed. The notion of $\go G$-casual stability can be used to introduce discrete analogues of stable distributions on the sent $\mathbb Z$ of integers. In contrary…

Probability · Mathematics 2015-06-09 Lev B. Klebanov

We introduce a notion of computable randomness for infinite sequences that generalises the classical version in two important ways. First, our definition of computable randomness is associated with imprecise probability models, in the sense…

Probability · Mathematics 2020-09-23 Floris Persiau , Jasper De Bock , Gert de Cooman

We propose novel smooth approximations to the classical rounding function, suitable for differentiable optimization and machine learning applications. Our constructions are based on two approaches: (1) localized sigmoid window functions…

Machine Learning · Computer Science 2025-04-29 Stanislav Semenov

This paper introduces some new characterizations of COM-Poisson random variables. First, it extends Moran-Chatterji characterization and generalizes Rao-Rubin characterization of Poisson distribution to COM-Poisson distribution. Then, it…

Probability · Mathematics 2018-09-26 Bo Li , Huiming Zhang , Jiao He

This note examines the infinite divisibility of density-based transformations of normal random variables. We characterize a class of density-based transformations of normal variables which produces non-infinitely divisible distributions. We…

Statistics Theory · Mathematics 2011-08-03 A. Murillo-Salas , F. J. Rubio

In this note we present a series expansion of inverse moments of a non-negative discrete random variate in terms of its factorial cumulants, based on the Poisson-Charlier expansion of a discrete distribution. We apply the general method to…

Statistics Theory · Mathematics 2008-09-25 Koenraad M. R. Audenaert

The diffraction of various random subsets of the integer lattice $\mathbb{Z}^{d}$, such as the coin tossing and related systems, are well understood. Here, we go one important step beyond and consider random point sets in $\mathbb{R}^{d}$.…

Mathematical Physics · Physics 2011-05-18 Michael Baake , Holger Koesters

A $\widetilde{Q}-$representation of real numbers is introduced as a generalization of the $p-$adic and $Q-$representations. It is shown that the $\widetilde{Q}-$representation may be used as a convenient tool for the construction and study…

Probability · Mathematics 2007-06-13 Sergio Albeverio , Volodymyr Koshmanenko , Mykola Pratsiovytyi , Grygoriy Torbin

It is shown that space-time may possess the differentiability properties of manifolds as well as the ultraviolet finiteness properties of lattices. Namely, if a field's amplitudes are given on any sufficiently dense set of discrete points…

General Relativity and Quantum Cosmology · Physics 2016-11-09 Achim Kempf

We investigate explicit functions that can produce truly random numbers. We use the analytical properties of the explicit functions to show that certain class of autonomous dynamical systems can generate random dynamics. This dynamics…

Chaotic Dynamics · Physics 2009-11-07 J. A. Gonzalez , L. I. Reyes , J. J. Suarez , L. E. Guerrero , G. Gutierrez