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Lev B. Klebanov

Publications and source records attributed to Lev B. Klebanov.

At least 19 recordsLinked to original sources

Discrete distributions and statistical mechanics of small systems

We study connections between discrete probability distributions and the statistical mechanics of small systems. Using probability generating functions, we develop the theory of power series, infinitely divisible, and scalable distributions of non-negative integer-valued random variables, and introduce the class of Markovian distributions that arise naturally in stationary solutions of birth-death processes and in scalable infinitely divisible distributions. These results are applied to the grand canonical ensemble description in statistical mechanics: the infinite divisibility leads to a quasiparticle picture of an interacting gas, and the virial expansion is linked to the combinants of the distribution. A kinetic model of the liquid-vapor phase transition is presented, in which the particle-number distribution at the critical point converges to the Discrete Stable distribution - the fixed point of a renormalization semi-group transformation. We also show that the scalability of the particle-number distribution is preserved in Tsallis non-extensive thermodynamics, even though infinite divisibility fails. Moreover, deformed discrete distributions, including the negative binomial as a q-deformation of the Poisson, arise naturally in this setting.

cond-mat.stat-mech↗

On an arithmetical property of moments and cumulants

The main result of the paper is the following. Let a non-degenerate distribution have finite moments $μ_k$ of all orders $k=0,1,2,\ldots$. Then the sequence $\{μ_k/k!, \; k=0,1,2,\ldots\}$ either contains infinitely many different terms or at most three. In the latter case, this sequence has the form $\{1,a,1-b,a,1-b,a,1-b, \ldots\}$ and corresponds to a distribution with the characteristic function \begin{equation*}\label{ eq0} f(t)=\frac{1+iat+bt^2}{1+t^2}, \quad \text{where} \;\; b\geq 0,\; \frac{1-a-b}{2}\geq 0,\; \frac{1+a-b}{2}\geq 0. \end{equation*}.

math.PR↗

Heavy-tailed probability distributions in social sciences

We present an overview of possible reasons for the appearance of heavy-tailed distributions in applications to the natural sciences. These distributions include the laws of Pareto, Lotka, and some new ones. The reasons are illustrated using suitable toy models. Keywords: heavy-tailed distributions; Pareto law; Lotka law; Zipf law; probability generating function.

physics.soc-ph↗

On Sibuya-like distributions in branching and birth-and-death processes

We report some properties of heavy-tailed Sibuya-like distributions related to thinning, self-decomposability and branching processes. Extension of the thinning operation of on-negative integer-valued random variables to scaling by arbitrary positive number leads to a new class of probability distributions with generating function $Q(w)$ expressible as a Laplace transform $φ(1-w)$ and probability mass function $p_n$ satisfying simple one step recurrence relation between $p_{n+1}$ and $p_n$. We show that the compound Poisson-Sibuya and the shifted Sibuya distributions belong to this class. Using the fact that the same Markov property is present in stationary solutions of the birth and death equations we identify the Sibuya distribution and some of its variants as particular solutions of these equations. We also establish condition when integer-valued non-negative heavy-tailed random variable has finite $r$-th absolute moment ($0 < r < a < 1$).

math.PR↗

Characterization of multivariate distributions by means of univariate one

The aim of this paper is to show a possibility to identify multivariate distribution by means of specially constructed one-dimensional random variable. We give some inequalities which may appear to helpful for a construction of multivariate two-sample tests. Key words: inequalities; multivariate distributions; two-sample tests

math.ST↗

Outliers and The Ostensibly Heavy Tails

The aim of the paper is to show that the presence of one possible type of outliers is not connected to that of heavy tails of the distribution. In contrary, typical situation for outliers appearance is the case of compact supported distributions. Key words: outliers; heavy tailed distributions; compact support

math.ST↗

A new convexity-based inequality, characterization of probability distributions and some free-of-distribution tests

A new inequality between some functional of probability distribution functions is given. The inequality is based on strict convexity of a function used in functional definition. Equality sign in the inequality gives a characteristic property of some probability distributions. This fact together with special character of functional is used to construct free-of-distribution two sample tests. Key words: convex functions; probability distances; characterization of distributions; Cramér - von Mises distance; statistical tests.

math.PR↗

A method of induction the distances with Hilbert structure

A method of induction the distances with Hilbert structure is proposed. Some properties of the method are studied. Typical examples of corresponding metric spaces are discussed. Key words: Hilbert spaces; metric spaces; isometric embedding into Hilbert spaces

math.FA↗

A new definition of random sets

A new definition of random sets is proposed. It is based on the distance in measurable space and uses negative definite kernels for continuation from initial space to that of random sets. This approach has no connection to Hausdorff distance between sets. Key words: random sets; measurable space; negative definite kernels; Hilbert space isometries.

math.PR↗

Outliers and related problems

We define outliers as a set of observations which contradicts the proposed mathematical (statistical) model and we discuss the frequently observed types of the outliers. Further we explore what changes in the model have to be made in order to avoid the occurance of the outliers. We observe that some variants of the outliers lead to classical results in probability, such as the law of large numbers and the concept of heavy tailed distributions. Key words: outlier; the law of large numbers; heavy tailed distributions; model rejection.

math.PR↗

Big Outliers Versus Heavy Tails: what to use?

A possibility to give strong mathematical definitions of outliers and heavy tailed distributions or their modification is discussed. Some alternatives for the notion of tail index are proposed. Key words: outliers, heavy tails, tail index.

math.ST↗

Number of clusters, deconvolution and classical problem of moments

In the paper there is given a connection between one special case of cluster analysis, deconvolution problem, and classical moment problem. Namely, the methods used there are applied to solve deconvolution problem for the case of one known distribution and another one concentrated in unknown finite number of points. These results can be applied to estimate a number of clusters for the case of scale or location mixture of identical distributions. keywords: number of clusters, deconvolution problem, classical moment problem, scale and location mixtures.

stat.AP↗