Related papers: Broad distribution effects in sums of lognormal ra…
We show that an arbitrary probability distribution can be represented in exponential form. In physical contexts, this implies that the equilibrium distribution of any classical or quantum dynamical system is expressible in grand canonical…
This paper examines the statistical properties of a distributional form that arises from pooled testing for the prevalence of a binary outcome. Our base distribution is a two-parameter distribution using a prevalence and excess intensity…
In this article, we obtain the exact distribution of a linear combination of bilateral gamma (BG) random variables (r.v.s). Next, we discuss the distributional properties of the linear combination of BG r.v.s, including probability density…
We probe the diffusive motion of particles in slowly sheared three dimensional granular suspensions. For sufficiently large strains, the particle dynamics exhibits diffusive Gaussian statistics, with the diffusivity proportional to the…
The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We…
Large random matrices appear in different fields of mathematics and physics such as combinatorics, probability theory, statistics, operator theory, number theory, quantum field theory, string theory etc... In the last ten years, they…
Sufficient conditions for comparing the convolutions of heterogeneous gamma random variables in terms of the usual stochastic order are established. Such comparisons are characterized by the Schur convexity properties of the cumulative…
The initial mass function for the stars is often modeled by a lognormal distribution. This paper is devoted to demonstrating the advantage of introducing a left and right truncated lognormal probability density function, which is…
We study when a given Gaussian random variable on a given probability space $(\Omega, {\cal{F}}, P) $ is equal almost surely to $\beta_{1}$ where $\beta $ is a Brownian motion defined on the same (or possibly extended) probability space. As…
This paper extends earlier work on the distribution in the complex plane of the roots of random polynomials. In this paper, the random polynomials are generalized to random finite sums of given "basis" functions. The basis functions are…
We consider a type of nonnormal approximation of infinitely divisible distributions that incorporates compound Poisson, Gamma, and normal distributions. The approximation relies on achieving higher orders of cumulant matching, to obtain…
Economic and financial theories and practice essentially deal with uncertain future. Humans encounter uncertainty in different kinds of activity, from sensory-motor control to dynamics in financial markets, what has been subject of…
Many classical variables (statistics) are selfdecomposable. They admit the random integral representations via L\'evy processes. In this note are given formulas for their background driving distribution functions (BDDF). This may be used…
The conductance distribution of metallic mesoscopic systems is considered. The variance of this distribution describes the universal conductance fluctuations, yielding a Gaussian distribution of the conductance. We calculate…
Simulations are made of a probe particle diffusing through a complex fluid. Probe particle motions are described by the Mori-Zwanzig equation and Mori's orthogonal hierarchy of random forces scheme, subject to the approximation that the…
A functional method for calculating averages of the time-ordered exponential of a continuous isotropic random $N\times N$ matrix process is presented. The process is not assumed to be Gaussian. In particular, the Lyapunov exponents and…
We study the volume distribution of nodal domains of random band-limited functions on generic manifolds, and find that in the high energy limit a typical instance obeys a deterministic universal law, independent of the manifold. Some of the…
In this note, we derive concentration inequalities for random vectors with subGaussian norm (a generalization of both subGaussian random vectors and norm bounded random vectors), which are tight up to logarithmic factors.
In this work, it is suggested that the extremum complexity distribution of a high dimensional dynamical system can be interpreted as a piecewise uniform distribution in the phase space of its accessible states. When these distributions are…
We study the Euler-Frobenius numbers, a generalization of the Eulerian numbers, and the probability distribution obtained by normalizing them. This distribution can be obtained by rounding a sum of independent uniform random variables; this…