Related papers: Distributions based on Stable Mixtures and Gamma-S…
We propose new analytical tools for describing growth-rate distributions generated by stationary time-series. Our analysis shows how deviations from normality are not pathological behaviour, as suggested by some traditional views, but…
Mixture transition distribution time series models build high-order dependence through a weighted combination of first-order transition densities for each one of a specified number of lags. We present a framework to construct stationary…
The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to…
The Lindley distribution was first introduced by Lindley in 1958 for Bayesian computations. Over the past years, various generalizations of this distribution have been proposed by different authors. The generalized Lindley distributions…
The product of two zero mean correlated normal random variables, and more generally the sum of independent copies of such random variables, has received much attention in the statistics literature and appears in many application areas.…
In this paper introduces a new family of continuous distributions namely the Poison transmuted-G family of distribution is proposed by inducing two addition parameter on the base line G distribution. Some of its mathematical properties…
In this article we survey properties of mixed Poisson distributions and probabilistic aspects of the Stirling transform: given a non-negative random variable $X$ with moment sequence $(\mu_s)_{s\in\mathbb{N}}$ we determine a discrete random…
In this paper we define the class of matrix Mittag-Leffler distributions and study some of its properties. We show that it can be interpreted as a particular case of an inhomogeneous phase-type distribution with random scaling factor, and…
In this paper we give a first attempt to define and study stable distributions with respect to the weak generalized convolution, focusing our attention on the symmetric weakly stable distribution. As in the case of the classical…
The polygonal distributions are a class of distributions that can be defined via the mixture of triangular distributions over the unit interval. The class includes the uniform and trapezoidal distributions, and is an alternative to the beta…
We review and classify stochastic processes without detailed balance condition. We obtain stationary distributions and investigate their stability in terms of generalized entropic divergences beyond the Kullback-Leibler formula. A simple…
We consider the general character of the spatial distribution of a population that grows through reproduction and subsequent local resettlement of new population members. We present several simple one and two-dimensional point placement…
In this paper we introduce a new parametric distribution, the Mixed Tempered Stable. It has the same structure of the Normal Variance Mean Mixtures but the normality assumption leaves place to a semi-heavy tailed distribution. We show that,…
This paper consider a highly general dissemination model that keeps track of the stochastic evolution of the distribution of wealth over a set of agents. There are two types of events: (i) units of wealth externally arrive, and (ii) units…
A discrete-time stochastic process derived from a model of basketball is used to generalize any discrete distribution. The generalized distributions can have one or two more parameters than the parent distribution. Those derived from…
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 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…
In a communication scheme, there exist points at the transmitter and at the receiver where the wave is reduced to a finite set of functions of time which describe amplitudes and phases. For instance, the information is summarized in…
We have discovered an invariant distribution for local packing configurations in static granular media. This distribution holds in experiments for packing fractions covering most of the range from random loose packed to random close packed,…
We study the stochastic dynamics of a system of interacting species in a stochastic environment by means of a continuous-time Markov chain with transition rates depending on the state of the environment. Models of gene regulation in systems…