相关论文: On the limit behaviour of finite-support bivariate…

The aim of the present work is to show that recent results of the authors on the approximation of distributions of sums of independent summands by the infinitely divisible laws on convex polyhedra can be shown via an alternative class of…

In this paper we study precise large deviations for the partial sums of a stationary sequence with a subexponential marginal distribution. Our main focus is on distributions which either have a regularly varying or a lognormal-type tail. We…

More than one billion data sampled with different frequencies from several financial instruments were investigated with the aim of testing whether they involve power law. As a result, a known power law with the power exponent around -4 was…

For effective decision support in scenarios with conflicting objectives, sets of potentially optimal solutions can be presented to the decision maker. We explore both what policies these sets should contain and how such sets can be computed…

Many aspects of the asymptotics of Plancherel distributed partitions have been studied in the past fifty years, in particular the limit shape, the distribution of the longest rows, connections with random matrix theory and characters of the…

Recently it has been observed that the bivariate generalized linear failure rate distribution can be used quite effectively to analyze lifetime data in two dimensions. This paper introduces a more general class of bivariate distributions.…

In this paper, we analyze the set of all possible aggregate distributions of the sum of standard uniform random variables, a simply stated yet challenging problem in the literature of distributions with given margins. Our main results are…

We obtain statistical results on the possible distribution of all partial sums of a Kloosterman sum modulo a prime, by computing explicitly the support of the limiting random Fourier series of our earlier functional limit theorem for…

As inductive inference and machine learning methods in computer science see continued success, researchers are aiming to describe ever more complex probabilistic models and inference algorithms. It is natural to ask whether there is a…

We consider the problem of an harmonic oscillator coupled to a scalar field in the framework of recently introduced dressed coordinates. We compute all the probabilities associated with the decay process of an excited level of the…

A convenient framework for dealing with asymptotic limit problems of probabilistic nature is provided. These problems include questions such as finding the asymptotic proportion of terms of a sequence falling inside a given interval, or the…

Computing the similarity between two probability distributions is a recurring theme across control. We introduce a unified family of distances between the probability distributions of two random variables that is based on the discrepancy…

A new discrete distribution has been proposed as a discrete analogue of the two sided power distribution [Van Drop, J. R. and Kotz, S. (2002a). A novel extension of the triangular distribution and its parameter estimation, Journal of the…

We consider dynamical systems on a finite measure space fulfilling a spectral gap property and Birkhoff sums of a non-negative, non-integrable observable. For such systems we generalize strong laws of large numbers for intermediately…

Several probability distributions have been proposed in the literature, especially with the aim of obtaining models that are more flexible relative to the behaviors of the density and hazard rate functions. Recently, a new generalization of…

In this note we discuss additional properties of mixed Poisson distributions. We discuss the convergence of mixed Poisson distributions to its mixing distribution for the scaling parameter tending to infinity. Moreover, we obtain a central…

We construct a non - improved exponential bounds for distribution of normed sums of i.,i.d. random variables with random numbers of summand.

We use an extension of the diagrammatic rules in random matrix theory to evaluate spectral properties of finite and infinite products of large complex matrices and large hermitian matrices. The infinite product case allows us to define a…

A random phenomenon may have two sources of random variation: an unstable identity and a set of external variation-generating factors. When only a single source is active, two mutually exclusive extreme scenarios may ensue that result in…

Quantization for probability distributions concerns the best approximation of a $d$-dimensional probability distribution $P$ by a discrete probability with a given number $n$ of supporting points. In this paper, we have considered a…