相关论文: Lamperti-type laws

Consider a sequence of polynomials of bounded degree evaluated in independent Gaussian, Gamma or Beta random variables. We show that, if this sequence converges in law to a nonconstant distribution, then (i) the limit distribution is…

Fox's H-function provide a unified and elegant framework to tackle several physical phenomena. We solve the space fractional diffusion equation on the real line equipped with a delta distribution initial condition and identify the…

An important body of quantitative linguistics is constituted by a series of statistical laws about language usage. Despite the importance of these linguistic laws, some of them are poorly formulated, and, more importantly, there is no…

We study linear recurrences of Eulerian type of the form \[ P_n(v) = (\alpha(v)n+\gamma(v))P_{n-1}(v) +\beta(v)(1-v)P_{n-1}'(v)\qquad(n\ge1), \] with $P_0(v)$ given, where $\alpha(v), \beta(v)$ and $\gamma(v)$ are in most cases polynomials…

Here we suppose that the observed random variable has cumulative distribution function $F$ with regularly varying tail, i.e. $1-F \in RV_{-\alpha}$, $\alpha > 0$. Using the results about exponential order statistics we investigate…

A mapping of nonextensive statistical mechanics into Gibbs' statistical mechanics exists, which leads to a generalization of Einstein's formula for fluctuations. A unified treatment of stability of relaxed states in nonextensive statistical…

We derive the probability distribution of product of two independent random variables, each distributed according the one-dimensional stable law. We represent the density by its power series and its asymptotic expansions. As Fox's…

We investigate ergodic-theoretical quantities and large deviation properties of one-dimensional intermittent maps, that have not only an indifferent fixed point but also a singular structure such that the uniform measure is invariant under…

Let $\mathbf{x}$ be a random vector with $n$ i.i.d.\ real-valued components in the domain attraction of an $\alpha$-stable law with $\alpha\in(0,2)$, and let $\mathbf{y}=\mathbf{x}/\|\mathbf{x}\|_2$ be the associated self-normalized vector…

In the paper we consider Lamperti type theorems for random fields. Together with known results we present some new results on ${\mathbb R}^m$-valued self-similar fields $\{{\bf X} ({\bf t}), \ {\bf t} \in {\mathbb R}^d \}$, their domains of…

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that their distributions…

We study the central limit theorem in the non-normal domain of attraction to symmetric $\alpha$-stable laws for $0<\alpha\leq2$. We show that for i.i.d. random variables $X_i$, the convergence rate in $L^\infty$ of both the densities and…

A novel approach towards construction of absolutely continuous distributions over the unit interval is proposed. Considering two absolutely continuous random variables with positive support, this method conditions on their convolution to…

The dynamics of generalized Lotka-Volterra systems is studied by theoretical techniques and computer simulations. These systems describe the time evolution of the wealth distribution of individuals in a society, as well as of the market…

We provide general expressions for the joint distributions of the $k$ most significant $b$-ary digits and of the $k$ leading continued fraction coefficients of outcomes of an arbitrary continuous random variable. Our analysis highlights the…

We display several examples of generalized gamma convoluted and hyperbolically completely monotone random variables related to positive $\alpha$-stable laws. We also obtain new factorizations for the latter, refining Kanter's and…

Generalized Lotka-Volterra (GLV) models extending the (70 year old) logistic equation to stochastic systems consisting of a multitude of competing auto-catalytic components lead to power distribution laws of the (100 year old) Pareto-Zipf…

This paper is concerned with the study of the random variable $K_n$ denoting the number of distinct elements in a random sample $(X_1, \dots, X_n)$ of exchangeable random variables driven by the two parameter Poisson-Dirichlet distribution,…

We formalize a generalized form of the Pareto principle - ``fraction $p$ of inputs yields fraction $1-p$ of outputs'' - as a property of non-negative gain densities $\ell \in L^1([0,1])$, working with the decreasing rearrangement to obtain…

We present a kinetic approach to the formation of urban agglomerations which is based on simple rules of immigration and emigration. In most cases, the Boltzmann-type kinetic description allows to obtain, within an asymptotic procedure, a…