Results 11 to 20 of about 19,088 (218)
The Calculation of the Density and Distribution Functions of Strictly Stable Laws
Mathematics, 2020 Integral representations for the probability density and distribution function of a strictly stable law with the characteristic function in the Zolotarev’s “C” parametrization were obtained in the paper.
Viacheslav Saenko
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Time Evolution of Relative Entropies for Anomalous Diffusion
Entropy, 2013 The entropy production paradox for anomalous diffusion processes describes a phenomenon where one-parameter families of dynamical equations, falling between the diffusion and wave equations, have entropy production rates (Shannon, Tsallis or Renyi) that ...
Karl Heinz Hoffmann +3 more
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Some Properties of Univariate and Multivariate Exponential Power Distributions and Related Topics
Mathematics, 2020 In the paper, a survey of the main results concerning univariate and multivariate exponential power (EP) distributions is given, with main attention paid to mixture representations of these laws.
Victor Korolev
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Levy’s stable distribution for stock crash detecting [PDF]
SHS Web of Conferences, 2019 In this paper we study the possibility of construction indicators-precursors relying on one of the most power-law tailed distributions - Levy’s stable distribution. Here, we apply Levy’s parameters for 29 stock indices for the period from 1 March 2000 to
Bielinskyi Andrii +3 more
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Anomalous Self-Organization in Active Piles
Entropy, 2023 Inspired by recent observations on active self-organized critical (SOC) systems, we designed an active pile (or ant pile) model with two ingredients: beyond-threshold toppling and under-threshold active motions. By including the latter component, we were
Morteza Nattagh-Najafi +3 more
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Is the distribution of income compatible with s stable distribution? [PDF]
, 1999 Mandelbrot (1961) proposed to apply the class of Pareto-Levy distributions - which belong to the Stable distributions - as a framework for modelling income distributions. He also presented theoretic arguments in favor of the Pareto-Levy distributions. In this paper we provide additional theoretical justification for this class of distributions. We also
John K. Dagsvik, Bjørn H. Vatne
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Deep Supervised Hashing Based on Stable Distribution
IEEE Access, 2019 Recently, the convolutional neural network (CNN)-based hashing method has achieved its promising performance for image retrieval. However, tackling the discrepancy between quantization error minimization and discriminability maximization of the network ...
Lei Wu +5 more
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Frontiers in Ecology and Evolution, 2022 Even in areas as remote as the Southern Ocean, marine organisms are exposed to contaminants that arrive through long-range atmospheric transport, such as mercury (Hg), a highly toxic metal.
Petra Quillfeldt +8 more
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Parameter estimation for stable distributions with application to commodity futures log-returns
Cogent Economics & Finance, 2017 This paper explores the theory behind the rich and robust family of $ \alpha $-stable distributions to estimate parameters from financial asset log-returns data.
M. Kateregga, S. Mataramvura, D. Taylor
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Limiting behavior of delayed sums under a non-identically distribution setup
Anais da Academia Brasileira de Ciências, 2008 We present an accurate description the limiting behavior of delayed sums under a non-identically distribution setup, and deduce Chover-type laws of the iterated logarithm for them.
Chen Pingyan
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