Results 21 to 30 of about 19,088 (218)
New extreme value theory for maxima of maxima
Although advanced statistical models have been proposed to fit complex data better, the advances of science and technology have generated more complex data, e.g., Big Data, in which existing probability theory and statistical models find their ...
Wenzhi Cao, Zhengjun Zhang
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Stable distributions in fragmentation processes [PDF]
We introduce three models of fragmentation in which the largest fragment in the system can be broken at each time step with a fixed probability, p. We solve these models exactly in the long time limit to reveal stable time invariant (scaling) solutions which depend on p and the precise details of the fragmentation process.
Rodgers, GJ, Hassan, MK
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Metcalfe's law and log-period power laws in the cryptocurrencies market
In this paper the authors investigate the statistical properties of some cryptocurrencies by using three layers of analysis: alpha-stable distributions, Metcalfe’s law and the bubble behaviour through the LPPL modelling.
Pele Daniel Traian +1 more
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Tsallis Relative Entropy and Anomalous Diffusion
In this paper we utilize the Tsallis relative entropy, a generalization of the Kullback–Leibler entropy in the frame work of non-extensive thermodynamics to analyze the properties of anomalous diffusion processes.
Karl Heinz Hoffmann +2 more
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Hairtail (Scombriformes: Trichiuridae) have always ranked first in single-species production in Chinese marine fishery. However, due to the confusion of species identification, in official statistics, data on hairtail production and economic value are a ...
Xiongbo He +5 more
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The Alpha stable distribution in ocean ambient noise modelling [PDF]
In view of the non-Gaussian of ocean ambient noise, the stable distribution is applied to the statistical modelling. Firstly, the one-to-one correspondence between the four parameters of stable distribution and the sample mean, variance, skewness and ...
Song Guoli, Guo Xinyi, Ma Li
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Estimation of the parameters of multivariate stable distributions [PDF]
In this paper, we begin our discussion with some of the well-known methods available in the literature for the estimation of the parameters of a univariate/multivariate stable distribution. Based on the available methods, a new hybrid method is proposed for the estimation of the parameters of a univariate stable distribution.
Aastha M. Sathe, Neelesh S. Upadhye
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Building Mexican isoscapes: Oxygen and hydrogen isotope data of meteoric water sampled across Mexico
Oxygen and hydrogen isotope data of meteoric water samples are compiled from several States across Mexico. This dataset includes 287 oxygen and hydrogen (and deuterium excess) isotope data corresponding to meteoric water collected from the surface ...
Diana K. Moreiras Reynaga +5 more
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A Note on Distributed Stable Matching [PDF]
We consider the distributed complexity of the stable marriage problem. In this problem, the communication graph is undirected and bipartite, and each node ranks its neighbors. Given a matching of the nodes, a pair of nodes is called blocking if they prefer each other to their assigned match.
Alexander Kipnis, Boaz Patt-Shamir
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Testing Stock Return Distribution in the Tehran Stock Exchange [PDF]
In the past several years many financial theories such as portfolio optimization model, model prices of capital assets (CAPM), arbitrage pricing, and the like, are based on normal return distribution.
reza Raei, Ahmad Nabizadeh
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