相关论文: A note on power generalized extreme value distribu…

Shannon and Khinchin showed that assuming four information theoretic axioms the entropy must be of Boltzmann-Gibbs type, $S=-\sum_i p_i \log p_i$. Here we note that in physical systems one of these axioms may be violated. For non-ergodic…

In this paper we propose a new lifetime model, called the odd generalized exponential linear failure rate distribution. Some statistical properties of the proposed distribution such as the moments, the quantiles, the median, and the mode…

We study how the Shannon entropy of sequences produced by an information source converges to the source's entropy rate. We synthesize several phenomenological approaches to applying information theoretic measures of randomness and memory to…

In the information system research, a question of particular interest is to interpret and to predict the probability of a firm to adopt a new technology such that market promotions are targeted to only those firms that were more likely to…

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 extend the scope of the dynamical theory of extreme values to cover phenomena that do not happen instantaneously, but evolve over a finite, albeit unknown at the onset, time interval. We consider complex dynamical systems, composed of…

We approach the Generalized Beta (GB) family of distributions using a mean-reverting stochastic differential equation (SDE) for a power of the variable, whose steady-state (stationary) probability density function (PDF) is a modified GB…

Generalised degrees provide a natural bridge between local and global topological properties of networks. We define the generalised degree to be the number of neighbours of a node within one and two steps respectively. Tailored random graph…

The eigenvalue decomposition (EVD) parameters of the second order statistics are ubiquitous in statistical analysis and signal processing. Notably, the EVD of robust scatter $M$-estimators is a popular choice to perform robust probabilistic…

We study the statistics of the maximum and minimum of a set of $N$ random variables whose dynamical and statistical properties fall within the scope of infinite ergodic theory. These non-stationary yet recurrent systems are described, in…

In this paper we introduce, for the first time, the Weibull-Geometric distribution which generalizes the exponential-geometric distribution proposed by Adamidis and Loukas (1998). The hazard function of the last distribution is monotone…

In this article we generalize the classical Edgeworth expansion for the probability density function (PDF) of sums of a finite number of symmetric independent identically distributed random variables with a finite variance to sums of…

We study by theoretical analysis and by direct numerical simulation the dynamics of a wide class of asynchronous stochastic systems composed of many autocatalytic degrees of freedom. We describe the generic emergence of truncated power laws…

We study an entropy measure for quantum systems that generalizes the von Neumann entropy as well as its classical counterpart, the Gibbs or Shannon entropy. The entropy measure is based on hypothesis testing and has an elegant formulation…

Gradually Truncated Log-normal distribution - Size distribution of firms Abstract Many natural and economical phenomena are described through power law or log- normal distributions. In these cases, probability decreases very slowly with…

In numerous instances, the generalized exponential distribution can be used as an alternative to the most widely used non-regular family of distributions: Weibull, gamma, lognormal with three-parameters when analyzing lifetime or any skewed…

Electrical grid congestion is a growing challenge in Europe, driving the need for accurate prediction of load, particularly of peak load. Non-time-resolved models of peak load offer the advantages of simplicity and compactness, and among…

In this paper we recall for physicists how it is possible, using the principle of maximization of the Boltzmann-Shannon entropy, to derive the Burr-Bingh-Maddala (burr12) double power law probability distribution function and its…

A new class of distributions, called Generalized One Parameter Polynomial Exponential-G family of distributions is proposed for modelling lifetime data. An account of the structural and reliability properties of the new class is presented.…

Starting from the geometrical interpretation of the R\'enyi entropy, we introduce further extensive generalizations and study their properties. In particular, we found the probability distribution function obtained by the MaxEnt principle…