Related papers: Discrete broadly stable distributions
Stable distributions are of fundamental importance in probability theory, yet their absolute continuity makes them unsuitable for modeling count data. A discrete analog of strict stability has been previously proposed by replacing scaling…
Discrete stability extends the classical notion of stability to random elements in discrete spaces by defining a scaling operation in a randomised way: an integer is transformed into the corresponding binomial distribution. Similarly…
When the distribution of a random (N) sum of independent copies of a r.v X is of the same type as that of X we say that X is N-sum stable. In this paper we consider a generalization of stability of geometric sums by studying distributions…
Here we introduce some new classes of discrete stable random variables, which are useful for understanding of a new general notion of stability of random variables called us as casual stability. There are given some examples of casual and…
Dispersion is a fundamental concept in statistics, yet standard approaches - especially via stochastic orders - face limitations in the discrete setting. In particular, the classical dispersive order, well-established for continuous…
Linear scalar differential equations with distributed delays appear in the study of the local stability of nonlinear differential equations with feedback, which are common in biology and physics. Negative feedback loops tend to promote…
Stable distributions is an interesting and important class of probability distributions. They were discovered explicitly by Paul L\'{e}vy in 1925 \cite{lk}. They possess many interesting properties, most importantly they are by definiton…
We discuss recently developed methods that quantify the stability and generalizability of statistical findings under distributional changes. In many practical problems, the data is not drawn i.i.d. from the target population. For example,…
Linear scalar differential equations with distributed delays appear in the study of the local stability of nonlinear differential equations with feedback, which are common in biology and physics. Negative feedback loops tend to promote…
We prove the following theorem. Let $X$ be a discrete field, $\xi$ and $\eta$ be independent identically distributed random variables with values in $X$ and distribution $\mu$. The random variables $S=\xi+\eta$ and $D=(\xi-\eta)^2$ are…
Let $\{\xi_1,\xi_2,\ldots\}$ be a sequence of independent random variables, and $\eta$ be a counting random variable independent of this sequence. We consider conditions for $\{\xi_1,\xi_2,\ldots\}$ and $\eta$ under which the distribution…
In some fields of applications of stable distributions, especially in economics, it appears, that data have distributions similar to stable in a large region, but do not have such heavy tails. Our aim in this note is to propose several…
Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…
In the setting where we have $n$ independent observations of a random variable $X$, we derive explicit error bounds in total variation distance when approximating the number of observations equal to the maximum of the sample (in the case…
For a random variable $N = 0, 1, 2, \ldots$ we study the following question: When does the sum of $N$ many independent and identically distributed copies of a random variable $X$ have the same law a a nontrivial rescaling of $X$? We show…
Let X_1,...., X_n be a collection of iid discrete random variables, and Y_1,..., Y_m a set of noisy observations of such variables. Assume each observation Y_a to be a random function of some a random subset of the X_i's, and consider the…
We prove that a temperate distribution on $\mathbb{R}$ whose support and spectrum are uniformly discrete sets, can be obtained from Poisson's summation formula by a finite number of basic operations (shifts, modulations, differentiations,…
In this paper we develop a very general class of bivariate discrete distributions. The basic idea is very simple. The marginals are obtained by taking the random geometric sum of a baseline distribution function. The proposed class of…
Let $\{\xi_1,\xi_2,\ldots\}$ be a sequence of independent random variables, and $\eta$ be a counting random variable independent of this sequence. In addition, let $S_0:=0$ and $S_n:=\xi_1+\xi_2+\cdots+\xi_n$ for $n\geqslant1$. We consider…
We say that a random integer variable $X$ is monotone if the modulus of the characteristic function of $X$ is decreasing on $[0,\pi]$. This is the case for many commonly encountered variables, e.g., Bernoulli, Poisson and geometric random…