Related papers: Quantile characterization of univariate unimodalit…
The goal of this paper is to introduce and study some geometric properties of slice regular functions of quaternion variable like univalence, subordination, starlikeness, convexity and spirallikeness in the unit ball. We prove a number of…
Nonuniform tubular neighborhoods of curves in Euclidean n-space are studied by using weighted distance functions and generalizing the normal exponential map. Different notions of injectivity radii are introduced to investigate singular but…
In this paper we show that the family P_d of probability distributions on R^d with log-concave densities satisfies a strong continuity condition. In particular, it turns out that weak convergence within this family entails (i) convergence…
We propose a method for directly measuring the quantum mechanical pseudo-distribution of observable properties via its characteristic function. Vandermonde matrices of the eigenvalues play a central role in the theory. This proposal…
We obtain exact formulas for the cumulative distribution function of the variance-gamma distribution, as infinite series involving the modified Bessel function of the second kind and the modified Lommel function of the first kind. From…
A class of discrete distributions can be derived from stationary renewal processes. They have the useful property that the mean is a simple function of the model parameters. Thus regressions of the distribution mean on covariates can be…
A quantum Monte Carlo simulation of a system of hard rods in one dimension is presented and discussed. The calculation is exact since the analytical form of the wavefunction is known, and is in excellent agreement with predictions obtained…
Universality properties of the distribution of the generalized eigenvalues of a pencil of random Hankel matrices, arising in the solution of the exponential interpolation problem of a complex discrete stationary process, are proved under…
This paper proposes to unify fading distributions by modeling the magnitude-squared of the instantaneous channel gain as an infinitely divisible random variable. A random variable is said to be infinitely divisible, if it can be written as…
The mollified uniform distribution is rediscovered, which constitutes a ``soft'' version of the continuous uniform distribution. Important stochastic properties are presented and used to demonstrate potential fields of applications. For…
It is shown that the recently introduced lower cone distribution function and the associated set-valued multivariate quantile generate a Galois connection between a complete lattice of closed convex sets and the intervall [0,1]. This…
We study stationary solutions to the continuity equation for weakly compressible flows. These describe non-equilibrium steady states of weakly dissipative dynamical systems. Compressibility is a singular perturbation that changes the steady…
We define a normal form (called the canonical image) of an arbitrary measurable function of several variables with respect to a natural group of transformations; describe a new complete system of invariants of such a function (the system of…
We introduce a new class of multivariate heavy-tailed distributions that are convolutions of heterogeneous multivariate t-distributions. Unlike commonly used heavy-tailed distributions, the multivariate convolution-t distributions embody…
We introduce new shape-constrained classes of distribution functions on R, the bi-$s^*$-concave classes. In parallel to results of D\"umbgen, Kolesnyk, and Wilke (2017) for what they called the class of bi-log-concave distribution…
We consider the space of convex functions defined in the Euclidean $n$-dimensional space, which are lower semi-continuous and tend to infinity at infinity. We study real-valued valuations defined on this space of functions, which are…
We study the characteristic polynomial of random permutation matrices following some measures which are invariant by conjugation, including Ewens' measures which are one-parameter deformations of the uniform distribution on the permutation…
Many key quantities in statistics and probability theory such as the expectation, quantiles, expectiles and many risk measures are law-determined maps from a space of random variables to the reals. We call such a law-determined map, which…
Let $X_1,\ldots,X_M$ and $Y_1,\ldots,Y_N$ be independent zero mean normal random variables with variances $\sigma_{X_i}^2$, $i=1,\ldots,M$, and $\sigma_{Y_j}^2$, $j=1,\ldots,N$, respectively, and let $X=X_1\cdots X_M$ and $Y=Y_1\cdots Y_N$.…
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…