相关论文: Second-order expansions for maxima of dynamic biva…
This paper introduces an extension to the normal distribution through the polar method to capture bimodality and asymmetry, which are often observed characteristics of empirical data. The later two features are entirely controlled by a…
Baker (2008) introduced a new class of bivariate distributions based on distributions of order statistics from two independent samples of size n. Lin-Huang (2010) discovered an important property of Baker's distribution and showed that the…
The logarithmic correction for the order of the maximum for two-speed branching Brownian motion changes discontinuously when approaching slopes $\sigma_1^2=\sigma_2^2=1$ which corresponds to standard branching Brownian motion. In this…
Diffusion of electrons in two-dimensional disordered systems with spin-orbit interactions is investigated numerically. Asymptotic behaviors of the second moment of the wave packet and of the temporal auto-correlation function are examined.…
Exact formulas are derived for the probability density functions of the sum and difference of two independent non-central gamma distributed random variables, with both series and integral representations of the density presented. These…
When scholars study joint distributions of multiple variables, copulas are useful. However, if the variables are not linearly correlated with each other yet are still not independent, most of conventional copulas are not up to the task.…
Recently-developed variational perturbation expansions converge exponentially fast for positive coupling constants. They do not, however, possess the correct left-hand cut in the complex coupling constant plane, implying a wrong large-order…
We discuss the connection between information and copula theories by showing that a copula can be employed to decompose the information content of a multivariate distribution into marginal and dependence components, with the latter…
In this manuscript, we study stochastic comparisons of the second-order statistics from dependent or independent observations with modified proportional hazard rates models. First, we establish the usual stochastic order of the second-order…
We establish two-sided bounds for expectations of order statistics ($k$-th maxima) of moduli of coordinates of centered log-concave random vectors with uncorrelated coordinates. Our bounds are exact up to multiplicative universal constants…
We describe limit fluctuations of the height function for the open TASEP on the coexistence line under the stationary measure. It is known that the height function satisfies a law of large numbers as the number of sites $n$ goes to infinity…
The behavior of many critical phenomena at large distances is expected to be invariant under the full conformal group, rather than only isometries and scale transformations. When studying critical phenomena, approximations are often…
We exploit Gaussian copulas to specify a class of multivariate circular distributions and obtain parametric models for the analysis of correlated circular data. This approach provides a straightforward extension of traditional multivariate…
An extension of Archimax copula class in more than two random variables ( Multivariate ) was introduced in (J\'agr 2011) for describing dependency structures among random variables in higher dimension, and some properties of Archimax copula…
Quantitative stochastic homogenization of linear elliptic operators is by now well-understood. In this contribution we move forward to the nonlinear setting of monotone operators with $p$-growth. This work is dedicated to a quantitative…
We consider growth conditions for (frequently) Birkhoff-universal functions of exponential type with respect to the different rays emanating from the origin. For that purpose, we investigate their (conjugate) indicator diagram or,…
Lower and upper bounds are explored for the uniform (Kolmogorov) and $L^2$-distances between the distributions of weighted sums of dependent summands and the normal law. The results are illustrated for several classes of random variables…
We develop improved rearrangement algorithms to find the dependence structure that minimizes a convex function of the sum of dependent variables with given margins. We propose a new multivariate dependence measure, which can assess the…
In this paper, we introduce new reference observables to establish a scaling formula in the renormalization group equation. Using the transfer matrix method, we calculate the two point observables of the one dimensional Ising model without…
Classical sequential growth models for causal sets provide an important step towards the formulation of a quantum causal set dynamics. The covariant observables in a class of these models known as generalised percolation have been…