Related papers: Multidimensional Dickman distribution and operator…
A new methodology is proposed for generating realizations of a random vector with values in a finite-dimensional Euclidean space that are statistically consistent with a data set of observations of this vector. The probability distribution…
In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…
We present some new results on the joint distribution of an arbitrary subset of the ordered eigenvalues of complex Wishart, double Wishart, and Gaussian hermitian random matrices of finite dimensions, using a tensor pseudo-determinant…
In this article, we give some reviews concerning negative probabilities model and quasi-infinitely divisible at the beginning. We next extend Feller's characterization of discrete infinitely divisible distributions to signed discrete…
A process based on particle evaporation, diffusion and redeposition is applied iteratively to a two-dimensional object of arbitrary shape. The evolution spontaneously transforms the object morphology, converging to branched structures.…
This paper gives a complete characterization of infinitely divisible semimartingales, i.e., semimartingales whose finite dimensional distributions are infinitely divisible. An explicit and essentially unique decomposition of such…
A five-parameter distribution called the McDonald normal distribution is defined and studied. The new distribution contains, as special cases, several important distributions discussed in the literature, such as the normal, skew-normal,…
We study a class of random matrices that appear in several communication and signal processing applications, and whose asymptotic eigenvalue distribution is closely related to the reconstruction error of an irregularly sampled bandlimited…
This paper provides a framework for investigations in fluctuation theory for L\'evy processes with matrix-exponential jumps. We present a matrix form of the components of the infinitely divisible factorization. Using this representation we…
Ramachandran (1969, Theorem 8) has shown that for any univariate infinitely divisible distribution and any positive real number $\alpha$, an absolute moment of order $\alpha$ relative to the distribution exists (as a finite number) if and…
In this paper we focus on continuous univariate probability distributions, like McKay distributions, $K$-distribution, generalized inverse Gaussian distribution and generalised McKay distributions, with support $[0,\infty),$ which are…
This paper presents a distributed Koopman operator learning framework for modeling unknown nonlinear dynamics using sequential observations from multiple agents. Each agent estimates a local Koopman approximation based on lifted data and…
Bivariate partial-sums discrete probability distributions are defined. The question of the existence of a limit distribution for iterated partial summations is solved for finite-support bivariate distributions which satisfy conditions under…
We introduce a class of two-parameter discrete dispersion models, obtained by combining convolution with a factorial tilting operation, similar to exponential dispersion models which combine convolution and exponential tilting. The…
This paper establishes dynamical localization properties of certain families of unitary random operators on the d-dimensional lattice in various regimes. These operators are generalizations of one-dimensional physical models of quantum…
We derive a Dickman approximation for the small jumps of a large class of multivariate L\'evy processes. We then apply this approximation to develop a simulation method for the class of general multivariate gamma distributions (GMGD). A…
System identification based on Koopman operator theory has grown in popularity recently. Spectral properties of the Koopman operator of a system were proven to relate to properties like invariant sets, stability, periodicity, etc. of the…
An important line of research is the investigation of the laws of random variables known as Dirichlet means as discussed in Cifarelli and Regazzini(1990). However there is not much information on inter-relationships between different…
The paper deals with disorders detection in the multivariate stochastic process. We consider the multidimensional Poisson process or the multivariate renewal process. This class of processes can be used as a description of the distributed…
A distributional equation as a criterion for invariant measures of Markov processes associated to L\'evy-type operators is established. This is obtained via a characterization of infinitesimally invariant measures of the associated…