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Generalized gamma distributions arise as limits in many settings involving random graphs, walks, trees, and branching processes. Pek\"oz, R\"ollin, and Ross (2016, arXiv:1309.4183 [math.PR]) exploited characterizing distributional fixed…

Probability · Mathematics 2022-08-08 Tobias Johnson , Erol Peköz

This work provides a survey of the general class of distributions generated from the mixture of the beta random variables. We provide an extensive review of the literature, concerning generating new distributions via the inverse CDF…

Methodology · Statistics 2020-05-12 Palash Sharma

We establish the convergence of the densities of a sequence of nonlinear functionals of an underlying Gaussian process to the density of a Gamma distribution. The key idea of our work is a new density formula for random variables in the…

Probability · Mathematics 2025-11-17 Solesne Bourguin , Thanh Dang , Yaozhong Hu

Through viewing out the literature, many generated distributions took a new special form of probability density function (PDF) in which it is written as a linear combination of n other distributions. Therefore, we define in this paper a new…

Statistics Theory · Mathematics 2022-11-15 Therar Kadri , Amina Halat

The class of $\alpha$-stable distributions with a wide range of applications in economics, telecommunications, biology, applied, and theoretical physics. This is due to the fact that it possesses both the skewness and heavy tails. Since…

Statistics Theory · Mathematics 2018-11-13 Mahdi Teimouri

The two-variable Langevin equations, modeling the Brownian motion of a particle moving in a potential and leading to the Maxwell-Boltzmann distribution of the corresponding Fokker-Planck equation, are shown to give rise to types of…

Statistical Mechanics · Physics 2015-08-10 Jiulin Du

Convolutions of independent random variables often arise in a natural way in many applied problems. In this article, we compare convolutions of two sets of gamma (negative binomial) random variables in the convolution order and the usual…

Probability · Mathematics 2018-11-29 Ying Zhang

A fairly general procedure is studied to perturbate a multivariate density satisfying a weak form of multivariate symmetry, and to generate a whole set of non-symmetric densities. The approach is general enough to encompass a number of…

Methodology · Statistics 2009-11-13 Adelchi Azzalini , Antonella Capitanio

We study a general setting of neutral evolution in which the population is of finite, constant size and can have spatial structure. Mutation leads to different genetic types ("traits"), which can be discrete or continuous. Under minimal…

Populations and Evolution · Quantitative Biology 2018-11-02 Alex McAvoy , Ben Adlam , Benjamin Allen , Martin A. Nowak

In this article, we obtain the exact distribution of a linear combination of bilateral gamma (BG) random variables (r.v.s). Next, we discuss the distributional properties of the linear combination of BG r.v.s, including probability density…

Probability · Mathematics 2026-03-24 Kalyan Barman , Palaniappan Vellaisamy

We introduce a new class of multivariate heavy-tailed distributions that are convolutions of heterogeneous multivariate t-distributions. Unlike commonly used heavy-tailed distributions, the multivariate convolution-t distributions embody…

Econometrics · Economics 2024-04-02 Peter Reinhard Hansen , Chen Tong

We study an evolution cross-diffusion problem with mutualistic Lotka-Volterra reaction term to modelize the long-term spatial distribution of labor and capital. The mutualistic behavior is deduced from the gradient flow associated to…

Analysis of PDEs · Mathematics 2024-01-26 Gonzalo F. de-Córdoba , Gonzalo Galiano

In this paper, we abstract a kind of stochastic processes from evolving processes of growing networks, this process is called growing network Markov chains. Thus the existence and the formulas of degree distribution are transformed to the…

Mathematical Physics · Physics 2015-05-13 Zhenting Hou , Xiangxing Kong , Dinghua Shi , Guanrong Chen , Qinggui Zhao

A theory of systems with long-range correlations based on the consideration of binary N-step Markov chains is developed. In the model, the conditional probability that the i-th symbol in the chain equals zero (or unity) is a linear function…

Data Analysis, Statistics and Probability · Physics 2016-09-08 O. V. Usatenko , V. A. Yampol'skii , K. E. Kechedzhy , S. S. Mel'nyk

The behaviour of sedimenting particles depends on the dust-to-gas ratio of the fluid. Linear stability analysis shows that solids settling in the Epstein drag regime would remain homogeneously distributed in non-rotating incompressible…

Earth and Planetary Astrophysics · Physics 2016-06-29 Michiel Lambrechts , Anders Johansen , Holly L. Capelo , Jürgen Blum , Eberhard Bodenschatz

In this work we propose a two-dimensional extension of a previously defined one-dimensional version of a model of counterflowing particles, which considers an adapted Fermi-Dirac distribution to describe the transition probabilities. In…

Soft Condensed Matter · Physics 2020-09-02 E. V. Stock , R. da Silva

We introduce simple conditions ensuring that invariant distributions of a Feller Markov chain on a compact Riemannian manifold are absolutely continuous with a lower semi-continuous, continuous or smooth density with respect to the…

Probability · Mathematics 2024-10-25 Michel Benaïm , Oliver Tough

We analyze the properties of degree-preserving Markov chains based on elementary edge switchings in undirected and directed graphs. We give exact yet simple formulas for the mobility of a graph (the number of possible moves) in terms of its…

Disordered Systems and Neural Networks · Physics 2012-03-12 E. S. Roberts , A. Annibale , A. C. C. Coolen

Sufficient conditions for comparing the convolutions of heterogeneous gamma random variables in terms of the usual stochastic order are established. Such comparisons are characterized by the Schur convexity properties of the cumulative…

Probability · Mathematics 2016-01-20 Farbod Roosta-Khorasani , Gabor J. Szekely

Heavy-tailed distributions are widely used in robust mixture modelling due to possessing thick tails. As a computationally tractable subclass of the stable distributions, sub-Gaussian $\alpha$-stable distribution received much interest in…

Machine Learning · Statistics 2017-01-25 Mahdi Teimouri , Saeid Rezakhah , Adel Mohammdpour
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