相关论文: New characterization of two-state normal distribut…

We adopt an empirical approach to the characterization of the distribution of twin primes within the set of primes, rather than in the set of all natural numbers. The occurrences of twin primes in any finite sequence of primes are like…

The completeness of the group classification of systems of two linear second-order ordinary differential equations with constant coefficients is delineated in the paper. The new cases extend what has been done in the literature. These cases…

In this paper, we propose a method based on GMM (the generalized method of moments) to estimate the parameters of stable distributions with $0<\alpha<2$. We don't assume symmetry for stable distributions.

Stable distribution is one of the attractive models that well describes fat-tail behaviors and scaling phenomena in various scientific fields. The approach based upon the method of moments yields a simple procedure for estimating stable law…

We introduce a family of coefficients based on U-statistics that generalize the notion of correlation and explore their properties in the large dimensional multivariate case, showing that in the null case of uncorrelated variables, the…

We discuss in detail the asymptotic distribution of sample expectiles. First, we show uniform consistency under the assumption of a finite mean. In case of a finite second moment, we show that for expectiles other then the mean, only the…

This paper introduces Schur-constant equilibrium distribution models of dimension n for arithmetic non-negative random variables. Such a model is defined through the (several orders) equilibrium distributions of a univariate survival…

In this article, we develop Stein characterization for two-sided tempered stable distribution. Stein characterizations for normal, gamma, Laplace, and variance-gamma distributions already known in the literature follow easily. One can also…

We define a new independence in non-commutative probability, called $\alpha$-freeness, with respect to a triplet of states. This concept unifies several independences in non-commutative probability, in particular, free, monotone,…

This paper introduces some new characterizations of COM-Poisson random variables. First, it extends Moran-Chatterji characterization and generalizes Rao-Rubin characterization of Poisson distribution to COM-Poisson distribution. Then, it…

Using statistical thermodynamics, we derive a general expression of the stationary probability distribution for thermodynamic systems driven out of equilibrium by several thermodynamic forces. The local equilibrium is defined by imposing…

Bairamov et al. (Aust N Z J Stat 47:543-547, 2005) characterize the exponential distribution in terms of the regression of a function of a record value with its adjacent record values as covariates. We extend these results to the case of…

In the last few years one realized that if the state of a bipartite system can be written as $\sum_{i,j}p_{ij}|a_{i}>< a_{i}|\otimes |b_{j}> < b_{j}|$, where $\{|a_{i}> \}$ and $\{|b_{j}> \}$ form orthonormal basis for the subsystems and…

We give a formula for the tail of the distribution of the non-commutative Rademacher series, which generalizes the result that is already available in the commutative case. As a result, we are able to calculate the norm of these series in…

We introduce a new quantity for describing nonclassicality of an arbitrary optical two-mode Gaussian state which remains invariant under any global photon-number preserving unitary transformation of the covariance matrix of the state. The…

In this paper we establish a multivariate exchangeable pairs approach within the framework of Stein's method to assess distributional distances to potentially singular multivariate normal distributions. By extending the statistics into a…

In this paper two hypotheses are developed. The first hypothesis is the existence of random phenomena/experiments in which the events cannot generally be assigned a definite probability but that nevertheless admit a class of nearly certain…

Given samples from two non-negative random variables, we propose a family of tests for the null hypothesis that one random variable stochastically dominates the other at the second order. Test statistics are obtained as functionals of the…

Predicting the long-lasting quasistationary state for a given initial state is one of central issues in Hamiltonian systems having long-range interaction. A recently proposed method is based on the Vlasov description and uniformly…

In this article, the notion of bi-monotonic independence is introduced as an extension of monotonic independence to the two-faced framework for a family of pairs of algebras in a non-commutative space. The associated cumulants are defined…