Positive Real Line Research Articles

Asymmetric Laplace scale mixtures for the distribution of cryptocurrency returns

AbstractRecent studies about cryptocurrency returns show that their distribution can be highly-peaked, skewed, and heavy-tailed, with a large excess kurtosis. To accommodate all these peculiarities, we propose the asymmetric Laplace scale mixture (ALSM) family of distributions. Each member of the family is obtained by dividing the scale parameter of the conditional asymmetric Laplace (AL) distribution by a convenient mixing random variable taking values on all or part of the positive real line and whose distribution depends on a parameter vector $$\varvec{\theta }$$ θ providing greater flexibility to the resulting ALSM. Advantageously concerning the AL distribution, our family members allow for a wider range of values for skewness and kurtosis. For illustrative purposes, we consider different mixing distributions; they give rise to ALSMs having a closed-form probability density function where the AL distribution is obtained as a special case under a convenient choice of $$\varvec{\theta }$$ θ . We examine some properties of our ALSMs such as hierarchical and stochastic representations and moments of practical interest. We describe an EM algorithm to obtain maximum likelihood estimates of the parameters for all the considered ALSMs. We fit these models to the returns of two cryptocurrencies, considering several classical distributions for comparison. The analysis shows how our models represent a valid alternative to the considered competitors in terms of AIC, BIC, and likelihood-ratio tests.

Exploring the solutions of Hilfer delayed Duffing problem on the positive real line

In this article, we focus on studying the Duffing problem with the time delay of pantograph type via the Hilfer fractional derivatives on the infinite interval (0,∞)\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$(0,\\infty )$\\end{document}. An appropriate Banach space supported with the Bielecki norm in the Mittag–Leffler function sense is introduced for new and convenient analysis. The existence and uniqueness (E&U\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$\\mathbf{E\\&U}$\\end{document}) of the solutions are proved by utilizing the classical fixed point theorems (FPTs). Moreover, the Hyers–Ulam (HU) stability is discussed for our Hilfer fractional Duffing pantograph system (HFDPS). Ultimately, our results are enhanced by providing numerical examples with graphics simulations to check the validity of the main outcomes.

Generalized Linear Model (GLM) Applications for the Exponential Dispersion Model Generated by the Landau Distribution

The exponential dispersion model (EDM) generated by the Landau distribution, denoted by EDM-EVF (exponential variance function), belongs to the Tweedie scale with power infinity. Its density function does not have an explicit form and, as of yet, has not been used for statistical aspects. Out of all EDMs belonging to the Tweedie scale, only two EDMs are steep and supported on the whole real line: the normal EDM with constant variance function and the EDM-EVF. All other absolutely continuous steep EDMs in the Tweedie scale are supported on the positive real line. This paper aims to accomplish an overall picture of all generalized linear model (GLM) applications belonging to the Tweedie scale by including the EDM-EVF. This paper introduces all GLM ingredients needed for its analysis, including the respective link function and total and scaled deviance. We study its analysis of deviance, derive the asymptotic properties of the maximum likelihood estimation (MLE) of the covariate parameters, and obtain the asymptotic distribution of deviance, using saddlepoint approximation. We provide numerical studies, which include estimation algorithm, simulation studies, and applications to three real datasets, and demonstrate that GLM using the EDM-EVF performs better than the linear model based on the normal EDM. An R package accompanies all of these.

Applications of multiple orthogonal polynomials with hypergeometric moment generating functions

We investigate several families of multiple orthogonal polynomials associated with weights for which the moment generating functions are hypergeometric series with slightly varying parameters. The weights are supported on the unit interval, the positive real line, or the unit circle and the multiple orthogonal polynomials are generalizations of the Jacobi, Laguerre or Bessel orthogonal polynomials. We give explicit formulas for the type I and type II multiple orthogonal polynomials and study some of their properties. In particular, we describe the asymptotic distribution of the (scaled) zeros of the type II multiple orthogonal polynomials via the free convolution. Essential to our overall approach is the use of the Mellin transform. Finally, we discuss two applications. First, we show that the multiple orthogonal polynomials appear naturally in the study of the squared singular values of (mixed) products of truncated unitary random matrices and Ginibre matrices. Secondly, we use the multiple orthogonal polynomials to simultaneously approximate certain hypergeometric series and to provide an explicit proof of their Q-linear independence.

Limiting Weak-Type Behavior of the Centered Hardy–Littlewood Maximal Function of General Measures on the Positive Real Line

Limiting Weak-Type Behavior of the Centered Hardy–Littlewood Maximal Function of General Measures on the Positive Real Line

Isospectral open cavities and gratings

Open cavities are often an essential component in the design of ultra-thin subwavelength metasurfaces and a typical requirement is that cavities have precise, often low frequency, resonances while simultaneously being physically compact. To aid this design challenge, we develop a methodology to allow isospectral twinning of reference cavities with either smaller or larger ones, enforcing their spectra to coincide so that open resonators are identical in terms of their complex eigenfrequencies. For open systems, the spectrum is not purely discrete and real, and we pay special attention to the accurate twinning of leaky modes associated with complex-valued eigenfrequencies with an imaginary part orders of magnitude lower than the real part. We further consider twinning of two-dimensional gratings, and model these with Floquet–Bloch conditions along one direction and perfectly matched layers in the other one; complex eigenfrequencies of special interest are located in the vicinity of the positive real line and further depend upon the Bloch wavenumber. The isospectral behaviour is illustrated, and quantified, throughout by numerical simulation using finite-element analysis.

Phase-type stress-strength reliability models under progressive type-II right censoring

. The study of stress-strength reliability estimation based on phase-type distribution helps to gather results on estimation of stress-strength reliability with any probability distribution that is defined on the non negative real numbers as any discrete or continuous probability distributions on the positive real line can be represented as phase-type. The matrix representation of the parameters of phase-type distributions helps in their flexible evaluation and easy manipulation. Also in many of the experimental studies, it is very convenient and useful to apply progressive type-II right censoring mechanism in the process of data collection. In this article, we consider the estimation of stress-strength reliability (R) based on phase-type distribution under progressive type-II right censoring mechanism. Both stress and strength random variables are assumed to follow either continuous phase-type or discrete phase-type distribution. We have developed the algorithm for computing Maximum likelihood estimate (MLE) of R based on the expectation maximization (EM) method and the Bayes estimate of R using Markov Chain Monte Carlo technique. A detailed numerical illustration using simulated data/ real data sets are carried out.

Finite range decompositions of Gaussian fields with applications to level-set percolation

In a recent work [19], Muirhead has studied level-set percolation of (discrete or continuous) Gaussian fields, and has shown sharpness of the associated phase transition under the assumption that the field has a certain multiscale white noise decomposition, a variant of a finite-range decomposition. We show that a large class of Gaussian fields have such a white noise decomposition with optimal decay parameter. Examples include the discrete Gaussian free field, the discrete membrane model, and the mollified continuous Gaussian free field. This answers various questions from [19].Our construction of the white-noise decomposition is a refinement of Bauerschmidt's construction of a finite-range decomposition [3]. In the continuous setting our construction is very similar to Bauerschmidt's, while in the discrete setting several new ideas are needed, including the use of a result by Pólya and Szegő on polynomials that take positive values on the positive real line.

Approximation properties by Bézier variant of the Baskakov–Schurer–Szász–Stancu operators

In this paper, we have construct a new version of the Bézier‐type Baskakov–Schurer–Szász–Stancu operators. For this new class of operators, uniform convergence is shown in any compact subset or positive real line. We prove Korovkin‐type theorem, Voronovskaya‐type theorem, and Grüss–Voronovskaya‐type theorem. Moreover, at the end, we express the behavior of the operators in the Lipschitz‐type space using the modulus of continuity and smoothness.

Newton’s Second Law on Positive Real Line R_+

In this work, a classical particle that moves on will be investigated by using the affine commutator relation which corresponds to the Poisson bracket in classical mechanics where the equation of motions and the Newton’s second law will be modified. Two example of physical systems will be studied further using the modified Newton’s second law namely free particle and harmonic oscillator. The result concludes that for a free particle, the force on is no longer zero and a linear force due positive real line and fixed momentum. While, classical dynamics on for simple harmonic oscillator system is a qubic force.

Bayesian nonparametric Erlang mixture modeling for survival analysis

Development of a flexible Erlang mixture model for survival analysis is introduced. The model for the survival density is built from a structured mixture of Erlang densities, mixing on the integer shape parameter with a common scale parameter. The mixture weights are constructed through increments of a distribution function on the positive real line, which is assigned a Dirichlet process prior. The model has a relatively simple structure, balancing flexibility with efficient posterior computation. Moreover, it implies a mixture representation for the hazard function that involves time-dependent mixture weights, thus offering a general approach to hazard estimation. Extension of the model is made to accommodate survival responses corresponding to multiple experimental groups, using a dependent Dirichlet process prior for the group-specific distributions that define the mixture weights. Model properties, prior specification, and posterior simulation are discussed, and the methodology is illustrated with synthetic and real data examples.

Positivity of oscillatory integrals and Hankel transforms

ABSTRACT In consideration of the integral transform whose kernel arises as an oscillatory solution of certain second-order linear differential equation, its positivity is investigated on the basis of Sturm's theory. As applications, positivity criteria are obtained for Hankel transforms as well as trigonometric integrals defined on the positive real line.

Scaled-Invariant Extended Quasi-Lindley Model: Properties, Estimation, and Application

In many research fields, statistical probability models are often used to analyze real-world data. However, data from many fields, such as the environment, economics, and health care, do not necessarily fit traditional models. New empirical models need to be developed to improve the fit. In this study, we investigated a further extension of the quasi-Lindley model. This extension was asymmetrically distributed on the positive real number line. Maximum likelihood, least square error, Anderson–Darling, and expectation maximization algorithms were used to estimate the parameters studied. All techniques provided accurate and reliable estimates of the parameters. However, the mean square error of the expectation-maximization approach was lower. The usefulness of the proposed model was demonstrated by analyzing a reliability data set, and the analysis showed that it outperformed all other alternative models.

Multiple orthogonal polynomials associated with the exponential integral

AbstractWe introduce a new family of multiple orthogonal polynomials satisfying orthogonality conditions with respect to two weights on the positive real line, with the gamma density and a density related to the exponential integral . We give explicit formulas for the type I functions and type II polynomials, their Mellin transform, Rodrigues formulas, hypergeometric series, and recurrence relations. We determine the asymptotic distribution of the (scaled) zeros of the type II multiple orthogonal polynomials and make a connection to random matrix theory. Finally, we also consider two related families of mixed‐type multiple orthogonal polynomials.

A large deviation principle for the Schramm–Loewner evolution in the uniform topology

We establish a large deviation principle for chordal SLE\(_\kappa\) parametrized by capacity, as the parameter \(\kappa \to 0+\), in the topology generated by uniform convergence on compact intervals of the positive real line. The rate function is shown to equal the Loewner energy of the curve. This strengthens the recent result of Peltola and Wang who obtained the analogous statement using the Hausdorff topology.

One-step targeted maximum likelihood estimation for targeting cause-specific absolute risks and survival curves

Summary This paper considers the one-step targeted maximum likelihood estimation methodology for multi-dimensional causal parameters in general survival and competing risk settings where event times take place on the positive real line and are subject to right censoring. We focus on effects of baseline treatment decisions possibly confounded by pretreatment covariates, but remark that our work generalizes to settings with time-varying treatment regimes and time-dependent confounding. We point out two overall contributions of our work. First, our methods can be used to obtain simultaneous inference for treatment effects on multiple absolute risks in competing risk settings. Second, our methods can be used to achieve inference for the full survival curve, or a full absolute risk curve, across time. The one-step targeted maximum likelihood procedure is based on a one-dimensional universal least favourable submodel for each cause-specific hazard that we implement in recursive steps along a corresponding nonuniversal multivariate least favourable submodel. Our empirical study demonstrates the practical use of the methods.

General Fractional Calculus in Multi-Dimensional Space: Riesz Form

An extension of the general fractional calculus (GFC) is proposed as a generalization of the Riesz fractional calculus, which was suggested by Marsel Riesz in 1949. The proposed Riesz form of GFC can be considered as an extension GFC from the positive real line and the Laplace convolution to the m-dimensional Euclidean space and the Fourier convolution. To formulate the general fractional calculus in the Riesz form, the Luchko approach to construction of the GFC, which was suggested by Yuri Luchko in 2021, is used. The general fractional integrals and derivatives are defined as convolution-type operators. In these definitions the Fourier convolution on m-dimensional Euclidean space is used instead of the Laplace convolution on positive semi-axis. Some properties of these general fractional operators are described. The general fractional analogs of first and second fundamental theorems of fractional calculus are proved. The fractional calculus of the Riesz potential and the fractional Laplacian of the Riesz form are special cases of proposed general fractional calculus of the Riesz form.

Multiple orthogonal polynomials associated with branched continued fractions for ratios of hypergeometric series

The main objects of the investigation presented in this paper are branched-continued-fraction representations of ratios of contiguous hypergeometric series and type II multiple orthogonal polynomials on the step-line with respect to linear functionals or measures whose moments are ratios of products of Pochhammer symbols. This is an interesting case study of the recently found connection between multiple orthogonal polynomials and branched continued fractions that gives a clear example of how this connection leads to considerable advances on both topics.We start by obtaining new results about generating polynomials of lattice paths and total positivity of matrices and giving new contributions to the general theory of the connection between multiple orthogonal polynomials and branched continued fractions with emphasis on its application to the analysis of multiple orthogonal polynomials. Then, we construct new branched continued fractions for ratios of contiguous hypergeometric series. We give conditions for positivity of the coefficients of these branched continued fractions and we show that the ratios of products of Pochhammer symbols are generating polynomials of lattice paths for a special case of the branched continued fractions under study. Next, we introduce a family of type II multiple orthogonal polynomials on the step-line associated with those branched continued fractions. We present a formula as terminating hypergeometric series for these polynomials, we study their differential properties, and we find an explicit recurrence relation satisfied by them. Finally, we focus the analysis of the multiple orthogonal polynomials to the cases where the corresponding branched-continued-fraction coefficients are all positive. In those cases, the orthogonality conditions can be written using measures on the positive real line involving Meijer G-functions and we obtain results about the location of the zeros and the asymptotic behaviour of the polynomials.Specialisations of the multiple orthogonal polynomials studied here include the classical Laguerre, Jacobi, and Bessel orthogonal polynomials, multiple orthogonal polynomials with respect to Nikishin systems of two measures involving modified Bessel functions, confluent hypergeometric functions, and Gauss' hypergeometric function, and multiple orthogonal polynomials with respect to Meijer G-functions used to investigate the singular values of products of Ginibre random matrices as well as a r-orthogonal polynomial sequence with constant recurrence coefficients for any positive integer r and particular instances of the Jacobi-Piñeiro polynomials.

The Inverse First-passage Time Problem as Hydrodynamic Limit of a Particle System

We study a particle system without branching but with selection at timepoints depending on a given probability distribution on the positive real line. The hydrodynamic limit of the particle system is identified as the distribution of a Brownian motion conditioned to not having passed the solution of the so-called inverse first-passage time problem. As application we extract a Monte-Carlo method to simulate solutions of the inverse first-passage time problem.

Uniqueness of the Inverse First-Passage Time Problem and the Shape of the Shiryaev Boundary

Given a distribution on the positive extended real line, the two-sided inverse first-passage time problem for Brownian motion asks for a function such that the first passage time of this function by a reflected Brownian motion has the given distribution. We combine the ideas of Ekström and Janson, which were developed within the scope of the one-sided inverse first-passage time problem, with the methods of De Masi et al., which were used in the context of free boundary problems, in order to give a different proof for the uniqueness for the two-sided inverse first-passage time problem by using a stochastic order relation. We provide criteria for qualitative properties of solutions of the inverse first-passage problem, which apply to the boundary corresponding to the exponential distribution.