Relevant bibliographies by topics / Distributions stables

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Distributions stables'

Author: Grafiati
Published: 4 June 2021
Last updated: 25 July 2025

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Journal articles on the topic "Distributions stables"

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Zydor, Michał. "La Variante infinitésimale de la formule des traces de Jacquet-Rallis pour les groupes unitaires." Canadian Journal of Mathematics 68, no. 6 (2016): 1382–435. http://dx.doi.org/10.4153/cjm-2015-054-9.

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RésuméNous établissons une variante infinitésimale de la formule des traces de Jacquet-Rallis pour les groupes unitaires. Notre formule s’obtient par intégration d'un noyau tronqué á la Arthur. Elle posséde un côté géométrique qui est une somme de distributions Jo indexée par les classes d'éléments de l'ébre de Lie de U(n + 1) stables par U(n)-conjugaison ainsi qu'un “côté spectral” formé des transformées de Fourier des distributions précédentes. On démontre que les distributions Jo sont invariantes et ne dépendent que du choix de lamesure deHaar sur U(n)(𝔸). Pour des classes o semi-simples ré
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Guevara, Cira, and Thiago R. Sousa. "ESTIMADOR SIMPLE Y FUERTEMENTE CONSISTENTE DE DISTRIBUCIONES ESTABLES." Selecciones Matemáticas 3, no. 1 (2016): 25–31. http://dx.doi.org/10.17268/sel.mat.2016.01.04.

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Nguyen, T. T. "Conditional Distributions and Characterizations of Multivariate Stable Distribution." Journal of Multivariate Analysis 53, no. 2 (1995): 181–93. http://dx.doi.org/10.1006/jmva.1995.1031.

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Panton, Don B. "Cumulative distribution function values for symmetric standardized stable distributions." Communications in Statistics - Simulation and Computation 21, no. 2 (1992): 485–92. http://dx.doi.org/10.1080/03610919208813030.

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Ejsmont, Wiktor. "A Characterization of Symmetric Stable Distributions." Journal of Function Spaces 2016 (2016): 1–3. http://dx.doi.org/10.1155/2016/8384767.

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Characterization problems in probability are studied here. Using the characteristic function of an additive convolution we generalize some known characterizations of the normal distribution to stable distributions. More precisely, if a distribution of a linear form depends only on the sum of powers of the certain parameters, then we obtain symmetric stable distributions.
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Khokhlov, Yury, Victor Korolev, and Alexander Zeifman. "Multivariate Scale-Mixed Stable Distributions and Related Limit Theorems." Mathematics 8, no. 5 (2020): 749. http://dx.doi.org/10.3390/math8050749.

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In the paper, multivariate probability distributions are considered that are representable as scale mixtures of multivariate stable distributions. Multivariate analogs of the Mittag–Leffler distribution are introduced. Some properties of these distributions are discussed. The main focus is on the representations of the corresponding random vectors as products of independent random variables and vectors. In these products, relations are traced of the distributions of the involved terms with popular probability distributions. As examples of distributions of the class of scale mixtures of multiva
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Nagaev, A. V., and S. M. Shkol’nik. "Some Properties of Symmetric Stable Distributions Close to the Normal Distribution." Theory of Probability & Its Applications 33, no. 1 (1989): 139–44. http://dx.doi.org/10.1137/1133014.

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Саенко, В. В., та V. V. Saenko. "Дробно-устойчивая статистика экспрессии генов в экспериментальных данных секвенирования нового поколения". Mathematical Biology and Bioinformatics 11, № 2 (2016): 278–87. http://dx.doi.org/10.17537/2016.11.278.

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As has been shown, in the author's published articles, that the application of class of the fractional-stable laws to the genes expression results obtained by DNA-microarys leads to poor agreement between experimental and theoretical distributions. This difference can be explained by the imperfection of the technology of the gene expression determination. In this article the distributions of the gene expression obtained by Next Generation Sequence technology are investigated. In this technology the determination technique of the gene expression differs from the DNA-microarrays technology. This
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Semelbauer, Marek, Barbara Mangová, Marek Barta, and Milan Kozánek. "The Factors Influencing Seasonal Dynamics and Spatial Distribution of Stable Fly Stomoxys calcitrans (Diptera, Muscidae) within Stables." Insects 9, no. 4 (2018): 142. http://dx.doi.org/10.3390/insects9040142.

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The biology of the stable fly is fairly well known, but factors influencing the distribution of adult stable flies within stables are still inadequately investigated. The four experimental stables were located in south western Slovakia. Within each stable, five sticky traps were localized along the stable, and the flies were weekly counted during the flight season of years 2015–2017. Seasonal activity and stable fly abundance in relation to temperature, rainfall, light conditions, relative air humidity, and cows per stable were evaluated. The seasonal activity of the stable fly shows one large
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Klebanov, L. B., A. V. Kakosyan, S. T. Rachev, and G. Temnov. "On a Class of Distributions Stable Under Random Summation." Journal of Applied Probability 49, no. 2 (2012): 303–18. http://dx.doi.org/10.1239/jap/1339878788.

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We study a family of distributions that satisfy the stability-under-addition property, provided that the number ν of random variables in a sum is also a random variable. We call the corresponding property ν-stability and investigate the situation when the semigroup generated by the generating function of ν is commutative. Using results from the theory of iterations of analytic functions, we describe ν-stable distributions generated by summations with rational generating functions. A new case in this class of distributions arises when generating functions are linked with Chebyshev polynomials.
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Dissertations / Theses on the topic "Distributions stables"

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Wang, Min. "Generalized stable distributions and free stable distributions." Thesis, Lille 1, 2019. http://www.theses.fr/2019LIL1I032/document.

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Cette thèse porte sur les lois stables réelles au sens large et comprend deux parties indépendantes. La première partie concerne les lois stables généralisées introduites par Schneider dans un contexte physique et étudiées ensuite par Pakes. Elles sont définies par une équation différentielle fractionnaire dont on caractérise ici l'existence et l'unicité des solutions densité à l'aide de deux paramètres positifs, l'un de stabilité et l'autre de biais. On montre ensuite diverses identités en loi pour les variables aléatoires sous-jacentes. On étudie le comportement asymptotique précis de la den
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Ben, Maad Hassen. "Optimisation des stratégies de décodage des codes LDPC dans les environnements impulsifs : application aux réseaux de capteurs et ad hoc." Thesis, Reims, 2011. http://www.theses.fr/2011REIMS023/document.

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L’objectif de cette thèse est d’étudier le comportement des codes LDPC dans un environnement où l’interférence générée par un réseau n’est pas de nature gaussienne mais présente un caractère impulsif. Un premier constat rapide montre que sans précaution, les performances de ces codes se dégradent très significativement. Nous étudions tout d’abord les différentes solutions possibles pour modéliser les bruits impulsifs. Dans le cas des interférences d’accès multiples qui apparaissent dans les réseaux ad hoc et les réseaux de capteurs, il nous semble approprié de choisir les distributions alpha-s
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Liu, Shuyan. "Lois stables et processus ponctuels : liens et estimation des paramètres." Phd thesis, Université des Sciences et Technologie de Lille - Lille I, 2009. http://tel.archives-ouvertes.fr/tel-00463817.

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L'objectif de cette thèse est d'étendre une méthode d'estimation des paramètres d'une loi stable dans Rd aux lois à queue régulière dans un cône arbitraire. La méthode d'échantillonnage par paquets est modifiée afin d'optimiser la vitesse de convergence des estimateurs. Un nouvel estimateur de la masse totale de mesure spectrale est proposé. Des résultats sur les statistiques d'ordre des lois à queue régulière dans un cône et la loi des grands nombres pour le schéma triangulaire sont établis. La consistance et la normalité asymptotique des estimateurs sont démontrées. La performance des estima
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Eyi-Minko, Frédéric. "Propriétés des processus max-stables : théorèmes limites, lois conditionnelles et mélange fort." Thesis, Poitiers, 2013. http://www.theses.fr/2013POIT2282/document.

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Le thème de cette thèse est la théorie spatiale des valeurs extrêmes, et les objets principalement étudiés sont les processus max-stables à trajectoires continues. Nous commençons par déterminer la convergence des maximums de processus stochastiques indépendants, en utilisant la convergence de mesures empiriques vers des processus ponctuels de Poisson. Ensuite, nous déterminons les lois conditionnelles des processus max infiniment divisibles (max-i.d). La représentation des processus max-i.d par des processus ponctuels de Poisson permet l'introduction de notions telles que les fonctions extrém
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Jaoua, Nouha. "Estimation Bayésienne non Paramétrique de Systèmes Dynamiques en Présence de Bruits Alpha-Stables." Phd thesis, Ecole Centrale de Lille, 2013. http://tel.archives-ouvertes.fr/tel-00929691.

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Dans un nombre croissant d'applications, les perturbations rencontrées s'éloignent fortement des modèles classiques qui les modélisent par une gaussienne ou un mélange de gaussiennes. C'est en particulier le cas des bruits impulsifs que nous rencontrons dans plusieurs domaines, notamment celui des télécommunications. Dans ce cas, une modélisation mieux adaptée peut reposer sur les distributions alpha-stables. C'est dans ce cadre que s'inscrit le travail de cette thèse dont l'objectif est de concevoir de nouvelles méthodes robustes pour l'estimation conjointe état-bruit dans des environnements
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Fries, Sébastien. "Anticipative alpha-stable linear processes for time series analysis : conditional dynamics and estimation." Thesis, Université Paris-Saclay (ComUE), 2018. http://www.theses.fr/2018SACLG005/document.

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Dans le contexte des séries temporelles linéaires, on étudie les processus strictement stationnaires dits anticipatifs dépendant potentiellement de tous les termes d'une suite d'erreurs alpha-stables indépendantes et identiquement distribuées.On considère en premier lieu les processus autoregressifs (AR) et l'on montre que des moments conditionnels d'ordres plus élevés que les moments marginaux existent dès lors que le polynôme caractéristique admet au moins une racine à l'intérieur du cercle unité.Des formules fermées sont obtenues pour les moments d'ordre un et deux dans des cas particuliers
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Béranger, Boris. "Modélisation de la structure de dépendance d'extrêmes multivariés et spatiaux." Thesis, Paris 6, 2016. http://www.theses.fr/2016PA066004/document.

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La prédiction de futurs évènements extrêmes est d’un grand intérêt dans de nombreux domaines tels que l’environnement ou la gestion des risques. Alors que la théorie des valeurs extrêmes univariées est bien connue, la complexité s’accroît lorsque l’on s’intéresse au comportement joint d’extrêmes de plusieurs variables. Un intérêt particulier est porté aux évènements de nature spatiale, définissant le cadre d’un nombre infini de dimensions. Sous l’hypothèse que ces évènements soient marginalement extrêmes, nous focalisons sur la structure de dépendance qui les lie. Dans un premier temps, nous f
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Jalal, Taher. "Contributions to non-parametric inference for Lévy processes with infinite jump activity." Electronic Thesis or Diss., université Paris-Saclay, 2025. http://www.theses.fr/2025UPASM010.

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Dans cette thèse, nous étudions les processus de Lévy à activité de saut infinie. Le théorème fondamental de Lévy-Itô fournit une décomposition de ces processus en trois composantes distinctes : un terme de diffusion correspondant à la partie Brownienne, un terme représentant les grands sauts et enfin un terme décrivant les petits sauts. Cette décomposition permet d'analyser séparément les différentes sources d'aléa qui interviennent dans l'évolution du processus. Dans cette thèse, nous nous sommes particulièrement intéressés à l'estimation, dans un cadre non-paramétrique, de la densité des ac
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Fries, Sébastien. "Anticipative alpha-stable linear processes for time series analysis : conditional dynamics and estimation." Electronic Thesis or Diss., Université Paris-Saclay (ComUE), 2018. http://www.theses.fr/2018SACLG005.

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Dans le contexte des séries temporelles linéaires, on étudie les processus strictement stationnaires dits anticipatifs dépendant potentiellement de tous les termes d'une suite d'erreurs alpha-stables indépendantes et identiquement distribuées.On considère en premier lieu les processus autoregressifs (AR) et l'on montre que des moments conditionnels d'ordres plus élevés que les moments marginaux existent dès lors que le polynôme caractéristique admet au moins une racine à l'intérieur du cercle unité.Des formules fermées sont obtenues pour les moments d'ordre un et deux dans des cas particuliers
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Finke, Jorge. "Stable emergent ideal free distributions." Columbus, Ohio : Ohio State University, 2007. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1172757689.

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Books on the topic "Distributions stables"

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Nolan, John P. Univariate Stable Distributions. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-52915-4.

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Grabchak, Michael. Tempered Stable Distributions. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-24927-8.

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United Nations. Dept. of International Economic and Social Affairs., ed. Stable population age distributions. United Nations, 1990.

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Min, Shao, ed. Signal processing with alpha-stable distributions and applications. Wiley, 1995.

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Christoph, Gerd. Convergence theorems with a stable limit law. Akademie Verlag, 1992.

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Linde, Werner. Probability in Banach spaces: Stable and infinitely divisible distributions. Wiley, 1986.

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Bager-Sjögren, Lars. A comparison between OLS and LAV: An empirical analysis and simulations using stable distributions. Departement [sic] of Economics, University of Gothenburg, 1993.

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Hazod, Wilfried. Stable Probability Measures on Euclidean Spaces and on Locally Compact Groups: Structural Properties and Limit Theorems. Springer Netherlands, 2001.

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Licari, Laetitia. Ecological preferences of benthic foraminifera in the eastern South Atlantic: Distribution patterns, stable carbon isotopic composition, and paleoceanographic implications = Ökologische Ansprüche benthischer Foraminiferen im östlichen Südatlantik : Faunenverbreituhg, Zusammensetzung stabiler Kohlenstoffisotope und paläozeanographische Bedeutung. Alfred-Wegener-Institut für Polar- und Meeresforschung, 2006.

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R, LeBlanc Denis, U.S. Army Environmental Center., U.S. Geological Survey Toxic Substances Hydrology Program., and Geological Survey (U.S.), eds. Distribution and migration of ordnance-related compounds and oxygen and hydrogen stable isotopes in ground water near Snake Pond, Sandwich, Massachusetts, 2001-2006. U.S. Geological Survey, 2008.

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Book chapters on the topic "Distributions stables"

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Nolan, John P. "Basic Properties of Univariate Stable Distributions." In Univariate Stable Distributions. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-52915-4_1.

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Nolan, John P. "Modeling with Stable Distributions." In Univariate Stable Distributions. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-52915-4_2.

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Nolan, John P. "Technical Results for Univariate Stable Distributions." In Univariate Stable Distributions. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-52915-4_3.

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Nolan, John P. "Univariate Estimation." In Univariate Stable Distributions. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-52915-4_4.

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Nolan, John P. "Stable Regression." In Univariate Stable Distributions. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-52915-4_5.

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Nolan, John P. "Signal Processing with Stable Distributions." In Univariate Stable Distributions. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-52915-4_6.

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Nolan, John P. "Related Distributions." In Univariate Stable Distributions. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-52915-4_7.

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Obuchowicz, Andrzej. "Stable Distributions." In Stable Mutations for Evolutionary Algorithms. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-030-01548-0_3.

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Moklyachuk, Mikhail P. "Stable Distributions." In International Encyclopedia of Statistical Science. Springer Berlin Heidelberg, 2025. https://doi.org/10.1007/978-3-662-69359-9_592.

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Li, Ping. "Stable Distribution." In Encyclopedia of Database Systems. Springer New York, 2016. http://dx.doi.org/10.1007/978-1-4899-7993-3_367-2.

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Conference papers on the topic "Distributions stables"

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Li, Ju, Zexu Wang, Changlei Wang, et al. "A High-Speed Stable Polarization Encoder for Quantum Key Distribution." In 2024 Conference on Lasers and Electro-Optics Pacific Rim (CLEO-PR). IEEE, 2024. http://dx.doi.org/10.1109/cleo-pr60912.2024.10676816.

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Khuwuthyakorn, Pattaraporn, Antonio Robles-Kelly, and Jun Zhou. "Texture Descriptors via Stable Distributions." In 2008 Digital Image Computing: Techniques and Applications. IEEE, 2008. http://dx.doi.org/10.1109/dicta.2008.93.

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Nolan, John P. "Metrics for multivariate stable distributions." In Stability in Probability. Institute of Mathematics Polish Academy of Sciences, 2010. http://dx.doi.org/10.4064/bc90-0-6.

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Jianhua Wang and Dan Li. "Stable distribution and option pricing." In 2011 International Conference on Multimedia Technology (ICMT). IEEE, 2011. http://dx.doi.org/10.1109/icmt.2011.6002644.

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Shojaei, S. R. Hosseini, V. Nassiri, Gh R. Mohammadian та ін. "Mixture of Skewed α-Stable Distributions". У BAYESIAN INFERENCE AND MAXIMUM ENTROPY METHODS IN SCIENCE AND ENGINEERING: Proceedings of the 30th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering. AIP, 2011. http://dx.doi.org/10.1063/1.3573609.

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Shokripour, Mona, Vahid Nassiri, Adel Mohammadpour, Ali Mohammad-Djafari, Jean-François Bercher, and Pierre Bessiére. "Bayesian Inference for Skewed Stable Distributions." In BAYESIAN INFERENCE AND MAXIMUM ENTROPY METHODS IN SCIENCE AND ENGINEERING: Proceedings of the 30th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering. AIP, 2011. http://dx.doi.org/10.1063/1.3573610.

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Mihaylova, L., P. Brasnett, A. Achim, D. Bull, and N. Canagarajah. "Particle filtering with alpha-stable distributions." In 2005 Microwave Electronics: Measurements, Identification, Applications. IEEE, 2005. http://dx.doi.org/10.1109/ssp.2005.1628625.

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Makarov, Vasiliy, and Tahir Alizada. "Stable distributions conforming to kinetic equations." In 2012 IV International Conference "Problems of Cybernetics and Informatics" (PCI). IEEE, 2012. http://dx.doi.org/10.1109/icpci.2012.6486421.

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Fiche, A., A. Martin, J. C. Cexus, and A. Khenchaf. "Continuous belief functions and α-stable distributions." In 2010 13th International Conference on Information Fusion (FUSION 2010). IEEE, 2010. http://dx.doi.org/10.1109/icif.2010.5711934.

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Achim, Alin M. "Bivariate wavelet shrinkage using alpha-stable distributions." In Optics & Photonics 2005, edited by Manos Papadakis, Andrew F. Laine, and Michael A. Unser. SPIE, 2005. http://dx.doi.org/10.1117/12.618404.

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Reports on the topic "Distributions stables"

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Bielinskyi, Andrii, Vladimir Soloviev, Serhiy Semerikov, and Viktoria Solovieva. Detecting Stock Crashes Using Levy Distribution. [б. в.], 2019. http://dx.doi.org/10.31812/123456789/3210.

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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 28 March 2019 daily values and show their effectiveness as indicators of crisis states on the example of Dow Jones Industrial Average index for the period from 2 January 1920 to 2019. In spite of popularity of the Gaussian distribution in financial modeling, we demonstrated that Levy’s stable distribution is more suitable due to its theoretica
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Nolan, John P. Efficient Methods for Stable Distributions. Defense Technical Information Center, 2003. http://dx.doi.org/10.21236/ada415451.

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Bielinskyi, A., S. Semerikov, V. Solovieva, and V. Soloviev. Levy distribution parameters as precursors of crisis phenomena. Видавничий будинок Мелітопольської міської друкарні, 2019. http://dx.doi.org/10.31812/123456789/3597.

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In spite of popularity of the Gaussian distribution in financial modeling, we demonstrated that Levy’s stable distribution is more suitable due to its theoretical reasons and analysis results. 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 moving window based procedure for calculation of Levy’s parameters - a - stability and /?- skewness for daily values of Dow Jones Industrial Average (from 1 March 2000 to 28 March 2019), the gold price (from 1 April 1968 to 8 May 2019) and
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Nolan, John P. Efficient Numerical Methods for Stable Distributions. Defense Technical Information Center, 2003. http://dx.doi.org/10.21236/ada434737.

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Bell, W. A., and J. G. Tracy. Stable isotope separation in calutrons: Forty years of production and distribution. Office of Scientific and Technical Information (OSTI), 1987. http://dx.doi.org/10.2172/5903249.

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Соловйов, В. М., В. В. Соловйова та Д. М. Чабаненко. Динаміка параметрів α-стійкого процесу Леві для розподілів прибутковостей фінансових часових рядів. ФО-П Ткачук О. В., 2014. http://dx.doi.org/10.31812/0564/1336.

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Modem market economy of any country cannot successfully behave without the existence of the effective financial market. In the conditions of growing financial market, it is necessary to use modern risk-management methods, which take non-gaussian distributions into consideration. It is known, that financial and economic time series return’s distributions demonstrate so-called «heavy tails», which interrupts the modeling o f these processes with classical statistical methods. One o f the models, that is able to describe processes with «heavy tails», are the а -stable Levi processes. They can sli
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Fritsch, Nicholas. Tail Sensitivity of US Bank Net Interest Margins: A Bayesian Penalized Quantile Regression Approach. Federal Reserve Bank of Cleveland, 2025. https://doi.org/10.26509/frbc-wp-202509.

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Bank net interest margins (NIM) have been historically stable in the US on average, but this stability deteriorated in the post-2020 period, particularly in the tails of the distribution. Recent literature disagrees on the extent to which banks hedge interest rate risk, and past literature shows that credit risk and persistence are also important considerations for bank NIM. I use a novel approach to Bayesian dynamic panel quantile regression to document heterogeneity in US bank NIM estimated sensitivities to interest rates, credit risk, and own persistence. I find increased sensitivity to int
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Martinez, A., W. Spall, and B. Smith. A gas chromatograph/mass spectrometry method for determining isotopic distributions in organic compounds used in the chemical approach to stable isotope separation. Office of Scientific and Technical Information (OSTI), 1990. http://dx.doi.org/10.2172/5114527.

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Fee, Kyle D. Income Inequality and Economic Growth in United States Counties: 1990s, 2000s and 2010s. Federal Reserve Bank of Cleveland, 2025. https://doi.org/10.26509/frbc-wp-202505.

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Abstract:
Using a common reduced-form regional growth model framework, an expanded geographic classification of counties, additional years of data, a trio of income inequality metrics, and multiple empirical specifications, this analysis confirms and builds upon the notion that the nature of the relationship between income inequality and economic growth varies across geography (Fallah and Partridge, 2007). A positive relationship between an income Gini coefficient and per capita income growth is observed only in central metro counties with population densities greater than 915 people per square mile or
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Cesar, J. R., and O. H. Ardakani. Organic geochemistry of the Montney Formation: new insights about the source of hydrocarbons, their accumulation history and post accumulation processes. Natural Resources Canada/CMSS/Information Management, 2022. http://dx.doi.org/10.4095/329788.

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This study consists of a non-traditional molecular and stable isotope approach to analyze organic matter (soluble bitumen and produced oil/condensate) from the Montney Formation low-permeability reservoirs, with the purpose of identifying source(s) of hydrocarbons, accumulation history and post accumulation processes. The same approach bases on the distribution of compound classes such as aromatic carotenoids, polycyclic aromatic hydrocarbons (PAHs), bicyclic alkanes, and oxygen-polar compounds. The geochemical screening has been enhanced with performing compound specific isotope analysis (CSI
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