Related papers: Discrete broadly stable distributions
Recently it has been shown that a large variety of different networks have power-law (scale-free) distributions of connectivities. We investigate the robustness of such a distribution in discrete threshold networks under neutral evolution.…
For a multivariate normal distribution, the sparsity of the covariance and precision matrices encodes complete information about independence and conditional independence properties. For general distributions, the covariance and precision…
We study the fair strike of a discrete variance swap for a general time-homogeneous stochastic volatility model. In the special cases of Heston, Hull-White and Schobel-Zhu stochastic volatility models we give simple explicit expressions…
Dispersion-managed solitons are reviewed within a Gaussian variational approximation and an integral evolution model. In the normal regime of the dispersion map (when the averaged path dispersion is negative), there are two solitons of…
Circular variables that represent directions or periodic observations arise in many fields, such as biology and environmental sciences. An important issue when dealing with circular data is how to estimate their dispersion robustly,…
Motivated by networked systems, stochastic control, optimization, and a wide variety of applications, this work is devoted to systems of switching jump diffusions. Treating such nonlinear systems, we focus on stability issues. First…
We derive the probability distribution of product of two independent random variables, each distributed according the one-dimensional stable law. We represent the density by its power series and its asymptotic expansions. As Fox's…
In this paper we take up Bayesian inference in general multivariate stable distributions. We exploit the representation of Matsui and Takemura (2009) for univariate projections, and the representation of the distributions in terms of their…
Multivariate Poisson distributions have numerous applications. Fast computation of these distributions, holding constant a fixed set of linear combinations of these variables, has been explored by Sontag and Zeilberger. This elaborates on…
We give conditions under which a scalar random variable T can be coupled to a random scaling factor $\xi$ such that T and $\xi$T are rendered stochastically independent. A similar result is obtained for random measures. One consequence is a…
In this paper, we prove a $p$-Hardy inequality on the discrete half-line with weights $n^{\alpha}$ for all real $p > 1$. Building on the work of Miclo for $p = 2$ and Muckenhoupt in the continuous settings, we develop a quantitative…
In this article we develop a fully discrete variational scheme that approximates the equations of three dimensional elastodynamics with polyconvex stored energy. The fully discrete scheme is based on a time-discrete variational scheme…
In probability theory, there is a tendency to treat one random variable with a given distribution as being just as good as any other. By and large this is fine because probability is (mostly) concerned with distributional properties of…
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…
Bounds of the accuracy of the normal approximation to the distribution of a sum of independent random variables are improved under relaxed moment conditions, in particular, under the absence of moments of orders higher than the second.…
The (general) hypoexponential distribution is the distribution of a sum of independent exponential random variables. We consider the particular case when the involved exponential variables have distinct rate parameters. We prove that the…
In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson…
We study the full nonequilibirum steady state distribution $P_{\text{st}}\left(X\right)$ of the position $X$ of a damped particle confined in a harmonic trapping potential and experiencing active noise, whose correlation time $\tau_c$ is…
A random dense countable set is characterized (in distribution) by independence and stationarity. Two examples are `Brownian local minima' and `unordered infinite sample'. They are identically distributed; the former ad hoc proof of this…
After having closely re-examined the notion of a L\'evy's stable vector, it is shown that the notion of a stable multivariate distribution is more general than previously defined. Indeed, a more intrinsic vector definition is obtained with…