Related papers: Dispersion measure for symmetric, stable probabili…
Let $\Theta^{(n)}$ be a random vector uniformly distributed on the unit sphere $\mathbb S^{n-1}$ in $\mathbb R^n$. Consider the projection of the uniform distribution on the cube $[-1,1]^n$ to the line spanned by $\Theta^{(n)}$. The…
To obtain further insight on possible power law generalizations of Boltzmann equilibrium concepts, a stochastic collision model is investigated. We consider the dynamics of a tracer particle of mass $M$, undergoing elastic collisions with…
We introduce a new discrepancy score between two distributions that gives an indication on their similarity. While much research has been done to determine if two samples come from exactly the same distribution, much less research…
In a statistical analysis in Particle Physics, nuisance parameters can be introduced to take into account various types of systematic uncertainties. The best estimate of such a parameter is often modeled as a Gaussian distributed variable…
We investigate certain analytical properties of the free $\alpha-$stable densities on the line. We prove that they are all classically infinitely divisible when $\alpha\le 1$, and that they belong to the extended Thorin class when $\alpha…
The stability of a thick planar premixed flame, propagating steadily in a direction transverse to that of unidirectional shear flow, is studied. A linear stability analysis is carried out in the asymptotic limit of infinitely large…
We investigate quantum persistence by analyzing amplitude and phase fluctuations of the wave function governed by the time-dependent free-particle Schr\"odinger equation. The quantum system is initialized with local random uncorrelated…
For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…
Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the product $XY$ is derived. Some basic distributional properties are also derived, including…
In this work we investigate the statistical mechanics of a family of two dimensional (2D) fluid flows, described by the generalized Euler equations, or $\alpha$-models. These models describe both nonlocal and local dynamics, with one…
In this article, a discrete analogue of continuous Teissier distribution is presented. Its several important distributional characteristics have been derived. The estimation of the unknown parameter has been done using the method of maximum…
An infinitely divisible distribution on $\mathbb{R}$ is a probability measure $\mu$ such that the characteristic function $\hat{\mu}$ has a L\'{e}vy-Khintchine representation with characteristic triplet $(a,\gamma, \nu)$, where $\nu$ is a…
In statistical analysis, quantifying uncertainties through measures such as entropy, extropy, varentropy, and varextropy is of fundamental importance for understanding distribution functions. This paper investigates several properties of…
The concept of uniform distribution in $[0,1]$ is extended for a certain strictly separated maximal (in the sense of cardinality) family $(\lambda_t)_{t \in [0,1]}$ of invariant extensions of the linear Lebesgue measure $\lambda$ in…
In this paper, we proposed a new lifetime distribution namely generalized weighted Lindley (GLW) distribution. The GLW distribution is a useful generalization of the weighted Lindley distribution, which accommodates increasing, decreasing,…
By extrapolating the explicit formula of the zero-bias distribution occurring in the context of Stein's method, we construct characterization identities for a large class of absolutely continuous univariate distributions. Instead of trying…
This work focuses on stability analysis of numerical solutions to jump diffusions and jump diffusions with Markovian switching. Due to the use of Poisson processes, using asymptotic expansions as in the usual approach of treating diffusion…
In ref [math.ST/0411462] the notion of statistically dual distributions is introduced. The reconstruction of confidence density [AIP Conference Proceedings 803 (2005) 398] for the location parameter for several pairs of statistically dual…
A new multivariate distribution possessing arbitrarily parametrized and positively dependent univariate Pareto margins is introduced. Unlike the probability law of Asimit et al. (2010) [Asimit, V., Furman, E. and Vernic, R. (2010) On a…
We analyze the probabilistic variance of a solution of Liouville's equation for curvature, given suitable bounds on the Gaussian curvature. The related systolic geometry was recently studied by Horowitz, Katz, and Katz, where we obtained a…