相关论文: Dispersion measure for symmetric, stable probabili…
We report an experimental investigation of pair dispersions in turbulent thermal convection with initial separation r0 ranging from sub-Kolmogorov scale to scales in the inertial range. In the dissipative range of scales we observed for the…
The class of $\alpha$-stable distributions is widely used in various applications, especially for modelling heavy-tailed data. Although the $\alpha$-stable distributions have been used in practice for many years, new methods for…
Exploiting the geometric nature of statistical divergences, we devise a way to define associated induced uncertainty measures for discrete and finite probability distributions. We also report new uncertainty measures and discuss their…
Consider a pair of cumulative distribution functions $F$ and $G$, where $F$ is unknown and $G$ is a known reference distribution. Given a sample from $F$, we propose tests to detect the convexity or the concavity of $G^{-1}\circ F$ versus…
The class of $\alpha$-stable distributions with a wide range of applications in economics, telecommunications, biology, applied, and theoretical physics. This is due to the fact that it possesses both the skewness and heavy tails. Since…
Given n observations, we study the consistency of a batch of k new observations, in terms of their distribution function. We propose a non-parametric, non-likelihood test based on Edgeworth expansion of the distribution function. The…
A definition for elliptical tempered stable distribution, based on the characteristic function, have been explained which involve a unique spectral measure. This definition provides a framework for creating a connection between infinite…
We describe how to solve the problem of Taylor dispersion in the presence of absorbing boundaries using an exact stochastic formulation. In addition to providing a clear stochastic picture of Taylor dispersion, our method leads to…
An explicit calculation is carried out to show that the distributional curvature of a 2-cone, calculated by Clarke et al. (1996), using Colombeau's new generalised functions is invariant under non-linear $C^\infty$ coordinate…
Decay law of a complicated unstable state formed in a high energy collision is described by the Fourier transform of the two-point correlation function of the scattering matrix. Although each constituent resonance state decays exponentially…
A simple model of an irreversible process is introduced. The equation of iterations in the model includes a noise generation term. We study the properties of the system when the noise generation term is a stochastic process (e.g. a random…
We formulate a scaling theory for the long-time diffusive motion in a space occluded by a high density of moving obstacles in dimensions 1, 2 and 3. Our tracers diffuse anomalously over many decades in time, before reaching a diffusive…
A quasi-infinitely divisible distribution on $\mathbb{R}^d$ is a probability distribution $\mu$ on $\mathbb{R}^d$ whose characteristic function can be written as the quotient of the characteristic functions of two infinitely divisible…
We propose a second order differential calculus to analyze the regularity and the stability properties of the distribution semigroup associated with McKean-Vlasov diffusions. This methodology provides second order Taylor type expansions…
Estimating parameters of drift and diffusion coefficients for multidimensional stochastic delay equations with small noise are considered. The delay structure is written as an integral form with respect to a delay measure. Our contrast…
Due to the complexity of order statistics, the finite sample behaviour of robust statistics is generally not analytically solvable. While the Monte Carlo method can provide approximate solutions, its convergence rate is typically very slow,…
In the paper, the estimator for the spectral measure of multivariate stable distributions introduced by Davydov and co-workers are extended to the regularly varying distributions. The sampling method is modified to optimize the rate of…
Diffusion models have revolutionized various application domains, including computer vision and audio generation. Despite the state-of-the-art performance, diffusion models are known for their slow sample generation due to the extensive…
The aim of this paper is to study the behavior of the weighted empirical measures of the decreasing step Euler scheme of a one-dimensional diffusion process having multiple invariant measures. This situation can occur when the drift and the…
After having closely re-examined the notion of a L\'evy's stable vector, it is shown that the notion of a stable multivariate distribution is more general than previously defined. Indeed, a more intrinsic vector definition is obtained with…