Related papers: Broad distribution effects in sums of lognormal ra…
Calculation of the distribution of the average value of a Gaussian random field in a finite domain is carried out for different cases. The results of the calculation demonstrate a strong dependence of the width of the distribution on the…
Condensation is the phenomenon whereby one of a sum of random variables contributes a finite fraction to the sum. It is manifested as an aggregation phenomenon in diverse physical systems such as coalescence in granular media, jamming in…
Many astronomical phenomena, including Fast Radio Bursts and Soft Gamma Repeaters, consist of brief, separated, seemingly aperiodic events. The intervals between these events vary randomly, but there are epochs of greater activity, with…
Several methods have been proposed to approximate the sum of lognormal RVs. However the accuracy of each method relies highly on the region of the resulting distribution being examined, and the individual lognormal parameters, i.e., mean…
For a large class of statistical systems a geometric mean value of the observables is constrained. These observables are characterized by a power-law statistical distribution.
Approximations for an unknown density $g$ in terms of a reference density $f_\nu$ and its associated orthonormal polynomials are discussed. The main application is the approximation of the density $f$ of a sum $S$ of lognormals which may…
We study the probability distribution $P$ of the sum of a large number of non-identically distributed random variables $n_m$. Condensation of fluctuations, the phenomenon whereby one of such variables provides a macroscopic contribution to…
The family of multivariate skew-normal distributions has many interesting properties. It is shown here that these hold for a general class of skew-elliptical distributions. For this class, several stochastic representations are established…
From the integration of non-symmetrical hyperboles, a one-parameter generalization of the logarithmic function is obtained. Inverting this function, one obtains the generalized exponential function. We show that functions characterizing…
We introduce a variant of the replica trick within the nonlinear sigma model that allows calculating the distribution function of the persistent current. In the diffusive regime, a Gaussian distribution is derived. This result holds in the…
We consider linear hyperbolic balance law that describe gas flow. Stochastic influences are introduced by series of orthogonal functions. A deterministic stabilization concept, which makes deviations at steady states decay exponentially…
Exponential families comprise a broad class of statistical models and parametric families like normal distributions, binomial distributions, gamma distributions or exponential distributions. Thereby the formal representation of its…
The sum of $N$ sufficiently strongly correlated random variables will not in general be Gaussian distributed in the limit N\to\infty. We revisit examples of sums x that have recently been put forward as instances of variables obeying a…
In recent years it has been increasing evidence that lognormal distributions are widespread in physical and biological sciences, as well as in various phenomena of economics and social sciences. In social sciences, the appearance of…
Multifractal systems usually have singularity spectra defined on bounded sets of H\"older exponents. As a consequence, their associated multifractal scaling exponents are expected to depend linearly upon statistical moment orders at high…
Observed clusters should be modelled by considering the distribution function to be a random variable that quantifies the degree of excitation of the system's normal modes. A system of canonical coordinates for the space of DFs is…
In this paper, we introduce a new probability distribution, the Lasso distribution. We derive several fundamental properties of the distribution, including closed-form expressions for its moments and moment-generating function.…
In this note, we establish the convergence in distribution of the maxima of i.i.d. random variables to the Gumbel distribution with the associated normalizing sequences for several examples that are related to the normal distribution.…
In this note, we define a Gaussian probability distribution over matrices. We prove some useful properties of this distribution, namely, the fact that marginalization, conditioning, and affine transformations preserve the matrix Gaussian…
This paper is concerned with the study of a circular random distribution called geodesic Normal distribution recently proposed for general manifolds. This distribution, parameterized by two real numbers associated to some specific location…