Mixed Tempered Stable distribution

In this paper we introduce a new parametric distribution, the Mixed Tempered Stable. It has the same structure of the Normal Variance Mean Mixtures but the normality assumption leaves place to a semi-heavy tailed distribution. We show that, by choosing appropriately the parameters of the distribution and under the concrete specification of the mixing random variable, it is possible to obtain some well-known distributions as special cases. We employ the Mixed Tempered Stable distribution which has many attractive features for modeling univariate returns. Our results suggest that it is enough flexible to accomodate different density shapes. Furthermore, the analysis applied to statistical time series shows that our approach provides a better fit than competing distributions that are common in the practice of finance

Stable distribution in fragmentation processes

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. Various features of these models are compared with those of conventional fragmentation models. To get Figures e-mail to G.J. [email protected]

Ultra stable frequency distribution system

A system is presented for synchronizing a signal at a remotely located slave station with the phase and frequency of a signal generated at a master station. The signal transmitted at the master station and received by the slave station provides compensation for the phase shift caused by the transmission path delays between the master and slave station. The slave station transmits a signal to the master station at a frequency that is different from the frequency of the signal being transmitted by the master station. The signal transmitted by the slave station is received by the master station while the master station transmitter is off. The signal transmitted by the master station is received by the slave station while the slave station transmitter is off

Elliptical Tempered Stable Distribution and Fractional Calculus

A definition for elliptical tempered stable distribution, based on the characteristic function, have been explained which involve a unique spectral measure. This definition provides a framework for creating a connection between infinite divisible distribution, and particularly elliptical tempered stable distribution, with fractional calculus. Finally, some analytical approximations for the probability density function of tempered infinite divisible distribution, which elliptical tempered stable distributions are a subclass of them, are considered.Comment: 16 pages, working pape

Generalized Stable Multivariate Distribution and Anisotropic Dilations

After having closely re-examined the notion of a L\'evy's stable vector, it is shown that the notion of a stable multivariate distribution is more general than previously defined. Indeed, a more intrinsic vector definition is obtained with the help of non isotropic dilations and a related notion of generalized scale. In this framework, the components of a stable vector may not only have distinct Levy's stability indices $\alpha$'s, but the latter may depend on its norm. Indeed, we demonstrate that the Levy's stability index of a vector rather correspond to a linear application than to a scalar, and we show that the former should satisfy a simple spectral property

On the distribution of stable de Sitter vacua

The possible existence of (meta-) stable de Sitter vacua in string theory is of fundamental importance. So far, there are no fully stable solutions where all effects are under perturbative control. In this paper we investigate the presence of stable de Sitter vacua in type II string theory with non-geometric fluxes. We introduce a systematic method for solving the equations of motion at the origin of moduli space, by expressing the fluxes in terms of the supersymmetry breaking parameters. As a particular example, we revisit the geometric type IIA compactifications, and argue that non-geometric fluxes are necessary to have (isotropically) stable de Sitter solutions. We also analyse a class of type II compactifications with non-geometric fluxes, and study the distribution of (isotropically) stable de Sitter points in the parameter space. We do this through a random scan as well as through a complementary analysis of two-dimensional slices of the parameter space. We find that the (isotropically) stable de Sitter vacua are surprisingly rare, and organise themselves into thin sheets at small values of the cosmological constant.Comment: 24 pages, 8 figures, 2 tables; v3: references adde