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The framework of multifractal analysis (MFA) is distilled to the most sophisticated one. Within this transparent framework, it is shown that the harmonious representation of MFA utilizing two distinct Tsallis distribution functions, one for…
In this paper, we present the $\alpha$-$\eta$-$\mathcal{F}$ and $\alpha$-$\kappa$-$\mathcal{F}$ composite fading distributions. The two distributions generalize the two well-known composite fading distributions, namely the…
We develop a general method for power spectrum analysis of three dimensional redshift surveys. We present rigorous analytical estimates for the statistical uncertainty in the power and we are able to derive a rigorous optimal weighting…
The $d$-dimensional fractional Brownian motion (FBM for short) $B_t=((B_t^{(1)},...,B_t^{(d)}),t\in\mathbb{R})$ with Hurst exponent $\alpha$, $\alpha\in(0,1)$, is a $d$-dimensional centered, self-similar Gaussian process with covariance…
According to Benford's Law, many data sets have a bias towards lower leading digits (about $30\%$ are $1$'s). The applications of Benford's Law vary: from detecting tax, voter and image fraud to determining the possibility of match-fixing…
We consider here the recently proposed closed form formula in terms of the Meijer G-functions for the probability density functions $g_\alpha(x)$ of one-sided L\'evy stable distributions with rational index $\alpha=l/k$, with $0<\alpha<1$.…
The technique of wrapping of a univariate probability distribution is very effective in getting a circular form of the underlying density. In this article, we introduce the circular (wrapped) version of xgamma distribution and study its…
Extending the notion of bounded variation, a function $u \in L_c^1(\mathbb R^n)$ is of bounded fractional variation with respect to some exponent $\alpha$ if there is a finite constant $C \geq 0$ such that the estimate \[ \biggl|\int u(x)…
Random processes play a crucial role in scientific research, often characterized by distribution functions or probability density functions (PDFs). These PDFs serve as essential approximations of the actual and frequently undisclosed…
Mathematical formulations and proofs for a wavelet based statistic employed in functional data analysis is elaborately discussed in this report. The propositions and derivations discussed here apply to a wavelet based statistic with hard…
In this article we generalize the classical Edgeworth expansion for the probability density function (PDF) of sums of a finite number of symmetric independent identically distributed random variables with a finite variance to sums of…
This paper proposes a new method of bandwidth selection in kernel estimation of density and distribution functions motivated by the connection between maximisation of the entropy of probability integral transforms and maximum likelihood in…
Suppose $\alpha, \beta$ are Lipschitz strongly concave functions from $[0, 1]$ to $\mathbb{R}$ and $\gamma$ is a concave function from $[0, 1]$ to $\mathbb{R}$, such that $\alpha(0) = \gamma(0) = 0$, and $\alpha(1) = \beta(0) = 0$ and…
In my 2011 Annals of Applied Statistics article [Goerg (2011)] I wrote that "Whereas the Lambert $W$ function plays an important role in mathematics, physics, chemistry, biology and other fields, it has not yet been used in statistics."…
By an extension of the Bethe ansatz method used by Gwa and Spohn, we obtain an exact expression for the large deviation function of the time averaged current for the fully asymmetric exclusion process in a ring containing $N$ sites and $p$…
In this paper we study a broad class of distribution functions which is defined by means of reflected generalized beta distribution. This class includes that of Beta-generated distribution as a special case. In particular, we use this class…
The Hubbard model is investigated in the framework of lattice density functional theory (LDFT). The single-particle density matrix $\gamma_{ij}$ with respect the lattice sites is considered as the basic variable of the many-body problem. A…
We consider Hermitian random band matrices $H$ in $d \geq 1 $ dimensions. The matrix elements $H_{xy},$ indexed by $x, y \in \Lambda \subset \mathbb{Z}^d,$ are independent, uniformly distributed random variable if $|x-y| $ is less than the…
The sum of random variables (RVs) appears extensively in wireless communications, at large, both conventional and advanced, and has been subject of longstanding research. The statistical characterization of the referred sum is crucial to…
Image resolvability is the primary concern in imaging. This paper reports an estimation of the full width at half maximum of the point spread function from a Fourier domain plot of real sample images by neither using test objects, nor…