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We study the influence of boundary conditions on self-affine random functions u(t) in the interval t/L \in [0,1], with independent Gaussian Fourier modes of variance ~ 1/q^{\alpha}. We consider the probability distribution of the mean…

Statistical Mechanics · Physics 2009-11-11 Raoul Santachiara , Alberto Rosso , Werner Krauth

We consider the nonparametric estimation of the univariate heavy tailed probability density function (pdf) with a support on $[0,\infty)$ by independent data. To this end we construct the new kernel estimator as a combination of the…

Probability · Mathematics 2016-04-25 L. Markovich

A Wright function based framework is proposed to combine and extend several distribution families. The $\alpha$-stable distribution is generalized by adding the degree of freedom parameter. The PDF of this two-sided super distribution…

Statistical Finance · Quantitative Finance 2025-02-18 Stephen H. Lihn

This paper presents likelihood-based inference methods for the family of univariate gamma-normal distributions GN({\alpha}, r, {\mu}, {\sigma}^2 ) that result from summing independent gamma({\alpha}, r) and N({\mu}, {\sigma}^2 ) random…

Applications · Statistics 2024-12-03 Massimiliano Bonamente , Dale Zimmerman

We consider nonparametric estimation of the derivative of a probability density function with the bounded support on $[0,\infty)$. Estimates are looked up in the class of estimates with asymmetric gamma kernel functions. The use of gamma…

Probability · Mathematics 2014-07-10 A. V. Dobrovidov , L. A Markovich

The sum of correlated gamma random variables appears in the analysis of many wireless communications systems, e.g. in systems under Nakagami-m fading. In this Letter we obtain exact expressions for the probability density function (PDF) and…

Information Theory · Computer Science 2011-03-03 Jose F. Paris

From the integration of non-symmetrical hyperboles, a one-parameter generalization of the logarithmic function is obtained. Inverting this function, one obtains the generalized exponential function. We show that functions characterizing…

Data Analysis, Statistics and Probability · Physics 2010-10-19 Alexandre Souto Martinez , Rodrigo Silva Gonzalez , Cesar Augusto Sangaletti Tercariol

The renormalization properties of unintegrated (transverse-momentum dependent) parton distribution functions (TMD PDF's) are used for analyzing their completely gauge-invariant definition. To this end, the UV anomalous dimension is…

High Energy Physics - Phenomenology · Physics 2008-11-06 I. O. Cherednikov , N. G. Stefanis

The paper examines the Fractional Fourier Transform (FRFT) based technique as a tool for obtaining probability density function and its derivatives, and mainly for fitting stochastic model with the fundamental probabilistic relationships of…

Methodology · Statistics 2021-07-13 A. H. Nzokem

Dirichlet-multinomial (DMN) distribution is commonly used to model over-dispersion in count data. Precise and fast numerical computation of the DMN log-likelihood function is important for performing statistical inference using this…

Machine Learning · Statistics 2020-07-24 Djallel Bouneffouf

The Weibull--like distributions form a large class of probability distributions that belong to the domain of attraction for the maxima of the Gumbel law. Besides the Weibull distribution, it includes important distributions as the Gamma…

Statistics Theory · Mathematics 2013-08-27 Armengol Gasull , José A. López-Salcedo , Frederic Utzet

Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the ratio $X/Y$ is derived. Some basic distributional properties are also derived, including…

Probability · Mathematics 2023-02-27 Robert E. Gaunt , Siqi Li

The incomplete plasma dispersion function is a generalization of the plasma dispersion function in which the defining integral spans a semi-infinite, rather than infinite, domain. It is useful for describing the linear dielectric response…

Plasma Physics · Physics 2013-03-05 Scott D. Baalrud

We use the Profile numerical method to calculate the spectral line width, or half width at half maximum (HWHM) of the absorption peaks of multi-photon absorption processes in a two-dimensional graphene system (2DGS) according to important…

Mesoscale and Nanoscale Physics · Physics 2024-12-24 Cao Thi Vi Ba , Nguyen Quang Bau , Nguyen Dinh Nam , Anh-Tuan Tran , Nguyen Thu Huong

We present a solution of the quantum mechanics problem of the allowable energy levels of a bound particle in a one-dimensional finite square well. The method is a geometric-analytic technique utilizing the conformal mapping $w \to z = w…

Mathematical Physics · Physics 2017-02-07 Ken Roberts , S. R. Valluri

We apply the method of Hankel transforms to develop goodness-of-fit tests for gamma distributions with given shape parameter and unknown rate parameter, thereby extending results of Baringhaus and Taherizadeh (2010) on the exponential…

Statistics Theory · Mathematics 2018-10-17 Elena Hadjicosta , Donald Richards

Several distributions and families of distributions are proposed to model skewed data, think, e.g., of skew-normal and related distributions. Lambert W random variables offer an alternative approach where, instead of constructing a new…

Methodology · Statistics 2023-10-17 Meelis Käärik , Anne Selart , Tuuli Puhkim , Liivika Tee

In some applications it is necessary to estimate derivatives of probability densities defined on the positive semi-axis. The quality of nonparametric estimates of the probability densities and their derivatives are strongly influenced by…

Probability · Mathematics 2014-07-29 A. V. Dobrovidov , L. A Markovich

In this paper, new exact and approximate moment generating functions (MGF) expression for generalized fading models are derived. Specifically, we consider the ${\eta}-{\lambda}-{\mu}$, ${\alpha}-{\mu}$, ${\alpha}-{\eta}-{\mu}$,…

Information Theory · Computer Science 2017-03-14 Ehab Salahat , Ali Hakam , Nazar Ali , Ahmed Kulaib

This paper investigates the generalized beta-logarithmic matrix function (GBLMF),which combines the extended beta matrix function and the logarithmic mean. The study establishes essential properties of this function, including functional…

Functional Analysis · Mathematics 2025-02-24 Nabiullah Khan , Rakibul Sk , Mehbub Hassan