scholarly journals Some Properties of Univariate and Multivariate Exponential Power Distributions and Related Topics

Mathematics ◽  
2020 ◽  
Vol 8 (11) ◽  
pp. 1918
Author(s):  
Victor Korolev

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. The properties of mixing distributions are considered and some asymptotic results based on mixture representations for EP and related distributions are proved. Unlike the conventional analytical approach, here the presentation follows the lines of a kind of arithmetical approach in the space of random variables or vectors. Here the operation of scale mixing in the space of distributions is replaced with the operation of multiplication in the space of random vectors/variables under the assumption that the multipliers are independent. By doing so, the reasoning becomes much simpler, the proofs become shorter and some general features of the distributions under consideration become more vivid. The first part of the paper concerns the univariate case. Some known results are discussed and simple alternative proofs for some of them are presented as well as several new results concerning both EP distributions and some related topics including an extension of Gleser’s theorem on representability of the gamma distribution as a mixture of exponential laws and limit theorems on convergence of the distributions of maximum and minimum random sums to one-sided EP distributions and convergence of the distributions of extreme order statistics in samples with random sizes to the one-sided EP and gamma distributions. The results obtained here open the way to deal with natural multivariate analogs of EP distributions. In the second part of the paper, we discuss the conventionally defined multivariate EP distributions and introduce the notion of projective EP (PEP) distributions. The properties of multivariate EP and PEP distributions are considered as well as limit theorems establishing the conditions for the convergence of multivariate statistics constructed from samples with random sizes (including random sums of random vectors) to multivariate elliptically contoured EP and projective EP laws. The results obtained here give additional theoretical grounds for the applicability of EP and PEP distributions as asymptotic approximations for the statistical regularities observed in data in many fields.

1982 ◽  
Vol 61 (1) ◽  
pp. 43-57 ◽  
Author(s):  
Marek Beśka ◽  
Andrzej Kłopotowski ◽  
Leszek Słomiński

2004 ◽  
Vol 2004 (19) ◽  
pp. 975-990
Author(s):  
I. Rahimov ◽  
H. Muttlak

We prove limit theorems for a family of random vectors whose coordinates are a special form of random sums of Bernoulli random variables. Applying these limit theorems, we study the number of productive individuals inn-type indecomposable critical branching stochastic processes with types of individualsT1,…,Tn.


2020 ◽  
pp. 93-152
Author(s):  
Boris V. Gnedenko ◽  
Victor Yu. Korolev

2020 ◽  
Vol 24 ◽  
pp. 315-340
Author(s):  
Andriy Olenko ◽  
Volodymyr Vaskovych

This paper derives non-central asymptotic results for non-linear integral functionals of homogeneous isotropic Gaussian random fields defined on hypersurfaces in ℝd. We obtain the rate of convergence for these functionals. The results extend recent findings for solid figures. We apply the obtained results to the case of sojourn measures and demonstrate different limit situations.


2002 ◽  
Vol 2 (Special) ◽  
pp. 578-595
Author(s):  
N. Konno

In this paper we consider limit theorems, symmetry of distribution, and absorption problems for two types of one-dimensional quantum random walks determined by $2 \times 2$ unitary matrices using our PQRS method. The one type was introduced by Gudder in 1988, and the other type was studied intensively by Ambainis et al. in 2001. The difference between both types of quantum random walks is also clarified.


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