Related papers: Distributions based on Stable Mixtures and Gamma-S…
We investigate the class of tempered stable distributions and their associated processes. Our analysis of tempered stable distributions includes limit distributions, parameter estimation and the study of their densities. Regarding tempered…
Although the specification of bivariate probability models using a collection of assumed conditional distributions is not a novel concept, it has received considerable attention in the last decade. In this study, a bivariate…
The Gutenberg-Richter power law distribution of earthquake sizes is one of the most famous example illustrating self-similarity. It is well-known that the Gutenberg-Richter distribution has to be modified for large seismic moments, due to…
Recent results have shown that for a linear tilt to a reference measure, the scores that would be produced under convolution with a normal variable can be expressed in terms of convolutions of the original density. Here, we extend that…
A class of conserved models of wealth distributions are studied where wealth (or money) is assumed to be exchanged between a pair of agents in a population like the elastically colliding molecules of a gas exchanging energy. All sorts of…
A new family of tree-structured Markov random fields for a vector of discrete counting random variables is introduced. According to the characteristics of the family, the marginal distributions of the Markov random fields are all Poisson…
We study a two-dimensional granular system where external driving force is applied to each particle in the system in such a way that the system is driven into a steady state by balancing the energy input and the dissipation due to inelastic…
The mathematical properties of a family of generalized beta distribution, including beta-normal, skewed-t, log-F, beta-exponential, beta-Weibull distributions have recently been studied in several publications. This paper applies these…
Multistable distributions, which have been introduced recently by Falconer, L\'evy V\'ehel and their co-authors, are natural generalizations of symmetric "alpha" stable distributions; roughly speaking, they are obtained by replacing the…
Stable random variables are motivated by the central limit theorem for densities with (potentially) unbounded variance and can be thought of as natural generalizations of the Gaussian distribution to skewed and heavy-tailed phenomenon. In…
We show that the general two-variable Langevin equations with inhomogeneous noise and friction can generate many different forms of power-law distributions. By solving the corresponding stationary Fokker-Planck equation, we can obtain a…
The family of skew-symmetric distributions is a wide set of probability density functions obtained by combining in a suitable form a few components which are selectable quite freely provided some simple requirements are satisfied. Intense…
We construct an autoregressive model with random coefficients that has a stationary distribution after proper normalization. This limit distribution is found to be stable.
This paper proposes another constant that can be associated with Fibonacci sequence. In this work, we look at the probability distributions generated by the linear convolution of Fibonacci sequence with itself, and the linear convolution of…
We analyse deterministic diffusion in a simple, one-dimensional setting consisting of a family of four parameter dependent, chaotic maps defined over the real line. When iterated under these maps, a probability density function spreads out…
In this paper, we introduce a new distribution generated by Lindley random variable which offers a more flexible model for modelling lifetime data. Various statistical properties like distribution function, survival function, moments,…
We investigate the statistics of trees grown from some initial tree by attaching links to preexisting vertices, with attachment probabilities depending only on the valence of these vertices. We consider the asymptotic mass distribution that…
In this paper we propose a family of multivariate asymmetric distributions over an arbitrary subset of set of real numbers which is defined in terms of the well-known elliptically symmetric distributions. We explore essential properties,…
We define decorated $\alpha$-stable trees which are informally obtained from an $\alpha$-stable tree by blowing up its branchpoints into random metric spaces. This generalizes the $\alpha$-stable looptrees of Curien and Kortchemski, where…
Many studies in Economics and other disciplines have been reporting distributions following power-law behavior (i.e distributions of incomes (Pareto's law), city sizes (Zipf's law), frequencies of words in long sequences of text etc.)[1, 6,…