相关论文: Three Occurrences of the Hyperbolic-Secant Distrib…

A new three-parameter cumulative distribution function defined on $(\alpha,\infty)$, for some $\alpha\geq0$, with asymmetric probability density function and showing exponential decays at its both tails, is introduced. The new distribution…

For a natural exponential family (NEF), one can associate in a natural way two standard families of conjugate priors, one on the natural parameter and the other on the mean parameter. These families of conjugate priors have been used to…

We determine the limiting distribution of the normalized Euler factors of an abelian threefold A defined over a number field k when A is geometrically isogenous to the cube of a CM elliptic curve defined over k. As an application, we…

In a $SU(6)$ gauge theory we found the irreducible representation (175-plet) which does not contain the Higgs doublet. Using this representation we construct two SUSY $SU(6)$ models in which the doublet-triplet splitting occurs naturally,…

We introduce a Bayesian approach for analyzing (possibly) high-dimensional dependent data that are distributed according to a member from the natural exponential family of distributions. This problem requires extensive methodological…

We describe the underlying probabilistic interpretation of alpha and beta divergences. We first show that beta divergences are inherently tied to Tweedie distributions, a particular type of exponential family, known as exponential…

Recently, an approach to modeling portfolio distribution with risk factors distributed as Gram-Charlier (GC) expansions of the Gaussian law, has been conceived. GC expansions prove effective when dealing with moderately leptokurtic data. In…

We study the statistical distribution of components in the non-perturbative parts of energy eigenfunctions (EFs), in which main bodies of the EFs lie. Our numerical simulations in five models show that deviation of the distribution from the…

The power-law random banded matrices and the ultrametric random matrices are investigated numerically in the regime where eigenstates are extended but all integer matrix moments remain finite in the limit of large matrix dimensions. Though…

We compute the exact and limiting smallest eigenvalue distributions for two classes of $\beta$-Jacobi ensembles not covered by previous studies. In the general $\beta$ case, these distributions are given by multivariate hypergeometric…

A new class of probability distributions closely connected to generalized hyperbolic distributions is introduced. It is more adapted to study the distributions of sums of random number of random variables. The properties of these…

In a disordered system, a quantity is self-averaging when the ratio between its variance for disorder realizations and the square of its mean decreases as the system size increases. Here, we consider a chaotic disordered many-body quantum…

We consider rank 3 distributions with growth vector (3,5,6). The class of such distributions splits into three subclasses: parabolic, hyperbolic and elliptic. In the present paper, we deal with the parabolic case. We provide a…

We characterize a comprehensive family of $d$-variate exogenous shock models. Analytically, we consider a family of multivariate distribution functions that arises from ordering, idiosyncratically distorting, and finally multiplying the…

A distributional route to Gaussianity, associated with the concept of Conservative Mixing Transformations in ensembles of random vector-valued variables, is proposed. This route is completely different from the additive mechanism…

Sine-skewed circular distributions are identifiable and have easily-computable trigonometric moments and a simple random number generation algorithm, whereas they are known to have relatively low levels of asymmetry. This study proposes a…

We provide new characterizations of two-points and some related distributions. We use properties of independence and/or identity of the distributions of suitable linear forms of random variables. Keywords: characterization of a…

Conjugate pairs of distributions over infinite dimensional spaces are prominent in statistical learning theory, particularly due to the widespread adoption of Bayesian nonparametric methodologies for a host of models and applications. Much…

The Boltzmann-Gibbs probability distribution, seen as a statistical model, belongs to the exponential family. Recently, the latter concept has been generalized. The q-exponential family has been shown to be relevant for the statistical…

We introduce a family of real random variables $(\beta,\theta)$ arising from the supersymmetric nonlinear sigma model and containing the family $\beta$ introduced by Sabot, Tarr\`es, and Zeng [STZ17] in the context of the vertex-reinforced…