相关论文: Stability of Random Sums

A random variable X is strictly stable if a sum of independent copies of X has the same distribution as X up to scaling, and is stable (in the broad sense) if the sum has the same distribution as X up to both scaling and shifting. Steutel…

For a random variable $N = 0, 1, 2, \ldots$ we study the following question: When does the sum of $N$ many independent and identically distributed copies of a random variable $X$ have the same law a a nontrivial rescaling of $X$? We show…

In the context of stability of the extremes of a random variable X with respect to a positive integer valued random variable N we discuss the cases (i) X is exponential (ii) non-geometric laws for N (iii) identifying N for the stability of…

A generalization of stable and casual stable probability distribution is proposed. The notion of $\go G$-casual stability can be used to introduce discrete analogues of stable distributions on the sent $\mathbb Z$ of integers. In contrary…

We study p-adic counterparts of stable distributions, that is limit distributions for sequences of normalized sums of independent identically distributed p-adic-valued random variables. In contrast to the classical case, non-degenerate…

Super-stability and strong stability are properties of a matching in the stable matching problem with ties. In this paper, we introduce a common generalization of super-stability and strong stability, which we call non-uniform stability.…

This article deals with different generalizations of the discrete stability property. Three possible definitions of discrete stability are introduced, followed by a study of some particular cases of discrete stable distributions and their…

The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the…

Understanding which system structure can sustain stable dynamics is a fundamental step in the design and analysis of large scale dynamical systems. Towards this goal, we investigate here the structural stability of systems with a random…

Given a homogeneous linear discrete or continuous dynamical system, its stability index is given by the dimension of the stable manifold of the zero solution. In particular, for the $n$ dimensional case, the zero solution is globally…

Possible reasons for the uniqueness of the positive geometric law in the context of stability of random extremes are explored here culminating in a conjecture characterizing the geometric law. Our reasoning comes closer in justifying the…

Here we introduce some new classes of discrete stable random variables, which are useful for understanding of a new general notion of stability of random variables called us as casual stability. There are given some examples of casual and…

It is known that each symmetric stable distribution in $R^d$ is related to a norm on $R^d$ that makes $R^d$ embeddable in $L_p([0,1])$. In case of a multivariate Cauchy distribution the unit ball in this norm corresponds is the polar set to…

We discuss recently developed methods that quantify the stability and generalizability of statistical findings under distributional changes. In many practical problems, the data is not drawn i.i.d. from the target population. For example,…

Given $n$ independent random marked $d$-vectors (points) $X_i$ distributed with a common density, define the measure $\nu_n=\sum_i\xi_i$, where $\xi_i$ is a measure (not necessarily a point measure) which stabilizes; this means that $\xi_i$…

This work deals with the stability analysis of nonlinear sampled-data systems under nonuniform sampling. It establishes novel relationships between the stability property of the exact discrete-time model for a given sequence of (aperiodic)…

Self-similarity of systems is very popular and intensively developing field during last decades. To this field belong so-called stable distributions and their generalization. In Klebanov and Sl\'amov\'a (2014) there was given an approach to…

We define a natural notion of higher order stability and show that subsets of $\mathbb{F}_p^n$ that are tame in this sense can be approximately described by a union of low-complexity quadratic varieties, up to linear error. This generalizes…

For regularized distributions we establish stability of the characterization of the normal law in Cramer's theorem with respect to the total variation norm and the entropic distance. As part of the argument, Sapogov-type theorems are…

We investigate a family of distributions having a property of stability-under-addition, provided that the number $\nu$ of added-up random variables in the random sum is also a random variable. We call the corresponding property a…