Bounds of the accuracy of the normal approximation to the distributions of random sums under relaxed moment conditions

Bounds of the accuracy of the normal approximation to the distribution of a sum of independent random variables are improved under relaxed moment conditions, in particular, under the absence of moments of orders higher than the second. These results are extended to Poisson-binomial, binomial and Poisson random sums. Under the same conditions, bounds are obtained for the accuracy of the approximation of the distributions of mixed Poisson random sums by the corresponding limit law. In particular, these bounds are constructed for the accuracy of approximation of the distributions of geometric, negative binomial and Poisson-inverse gamma (Sichel) random sums by the Laplace, variance gamma and Student distributions, respectively. All absolute constants are written out explicitly.Comment: 20 pages, research supported by the Russian Foundation of Basic Research, project 15-07-0298

Histogram Arithmetic under Uncertainty of Probability Density Function

In this article we propose a method of performing arithmetic operations on varia-bles with unknown distribution. The approach to the evaluation results of arithme-tic operations can select probability intervals of the algebraic equations and their systems solutions, of differential equations and their systems in case of histogram evaluation of the empirical density distributions of random parameters.Comment: 10 page

On the asymptotic approximation to the probability distribution of extremal precipitation

Based on the negative binomial model for the duration of wet periods measured in days, an asymptotic approximation is proposed for the distribution of the maximum daily precipitation volume within a wet period. This approximation has the form of a scale mixture of the Frechet distribution with the gamma mixing distribution and coincides with the distribution of a positive power of a random variable having the Snedecor-Fisher distribution. The proof of this result is based on the representation of the negative binomial distribution as a mixed geometric (and hence, mixed Poisson) distribution and limit theorems for extreme order statistics in samples with random sizes having mixed Poisson distributions. Some analytic properties of the obtained limit distribution are described. In particular, it is demonstrated that under certain conditions the limit distribution is mixed exponential and hence, is infinitely divisible. It is shown that under the same conditions the limit distribution can be represented as a scale mixture of stable or Weibull or Pareto or folded normal laws. The corresponding product representations for the limit random variable can be used for its computer simulation. Several methods are proposed for the estimation of the parameters of the distribution of the maximum daily precipitation volume. The results of fitting this distribution to real data are presented illustrating high adequacy of the proposed model. The obtained mixture representations for the limit laws and the corresponding asymptotic approximations provide better insight into the nature of mixed probability ("Bayesian") models.Comment: 17 pages, 6 figures. arXiv admin note: text overlap with arXiv:1703.0727

Sedeonic theory of massless fields

In present paper we develop the description of massless fields on the basis of space-time algebra of sixteen-component sedeons. The generalized sedeonic second-order equation for unified gravitoelectromagnetic (GE) field describing simultaneously gravity and electromagnetism is proposed. The second-order relations for the GE field energy, momentum and Lorentz invariants are derived. We consider also the generalized sedeonic first-order equation for the massless neutrino field. The second-order relations for the neutrino potentials analogues to the Pointing theorem and Lorentz invariant relations in gravitoelectromagnetism are also derived.Comment: 18 page

Convergence of random sums and statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations

We present some product representations for random variables with the Linnik, Mittag-Leffler and Weibull distributions and establish the relationship between the mixing distributions in these representations. Based on these representations, we prove some limit theorems for a wide class of rather simple statistics constructed from samples with random sized including, e. g., random sums of independent random variables with finite variances, maximum random sums, extreme order statistics, in which the Linnik and Mittag-Leffler distributions play the role of limit laws. Thus we demonstrate that the scheme of geometric summation is far not the only asymptotic setting (even for sums of independent random variables) in which the Mittag-Leffler and Linnik laws appear as limit distributions. The two-sided Mittag-Leffler and one-sided Linnik distribution are introduced and also proved to be limit laws for some statistics constructed from samples with random sizes

Generalized negative binomial distributions as mixed geometric laws and related limit theorems

In this paper we study a wide and flexible family of discrete distributions, the so-called generalized negative binomial (GNB) distributions that are mixed Poisson distributions in which the mixing laws belong to the class of generalized gamma (GG) distributions. The latter was introduced by E. W. Stacy as a special family of lifetime distributions containing gamma, exponential power and Weibull distributions. These distributions seem to be very promising in the statistical description of many real phenomena being very convenient and almost universal models for the description of statistical regularities in discrete data. Analytic properties of GNB distributions are studied. A GG distribution is proved to be a mixed exponential distribution if and only if the shape and exponent power parameters are no greater than one. The mixing distribution is written out explicitly as a scale mixture of strictly stable laws concentrated on the nonnegative halfline. As a corollary, the representation is obtained for the GNB distribution as a mixed geometric distribution. The corresponding scheme of Bernoulli trials with random probability of success is considered. Within this scheme, a random analog of the Poisson theorem is proved establishing the convergence of mixed binomial distributions to mixed Poisson laws. Limit theorems are proved for random sums of independent random variables in which the number of summands has the GNB distribution and the summands have both light- and heavy-tailed distributions. The class of limit laws is wide enough and includes the so-called generalized variance gamma distributions. Various representations for the limit laws are obtained in terms of mixtures of Mittag-Leffler, Linnik or Laplace distributions. Some applications of GNB distributions in meteorology are discussed

Dynamics of a Supernova Envelope in a Cloudy Interstellar Medium

The evolution of a supernova remnant in a cloudy medium as a function of the volume filling factor of the clouds is studied in a three-dimensional axially symmetrical model. The model includes the mixing of heavy elements (metals) ejected by the supernova and their contribution to radiative losses. The interaction of the supernova envelope with the cloudy phase of the interstellar medium leads to nonsimultaneous, and on average earlier, onsets of the radiative phase in different parts of the supernova envelope. Growth in the volume filling factor $f$ leads to a decrease in the time for the transition of the envelope to the radiative phase and a decrease in the envelope's mean radius, due to the increased energy losses by the envelope in the cloudy medium. When the development of hydrodynamical instabilities in the supernova envelope is efficient, the thermal energy falls as $E_t\sim t^{-2.3}$, for the propagation of the supernova remnant through either a homogeneous or a cloudy medium. When the volume filling factor is f\simgt 0.1, a layer with excess kinetic energy andmomentumforms far behind the global shock front from the supernova, which traps the hot gas of the cavity in the central part of the supernova remnant. Metals ejected by the supernova are also enclosed in the central region of the remnant, where the initial (high) metallicity is essentially preserved. Thus, the interaction of the supernova envelope with the cloudy interstellar medium appreciably changes the dynamics and structure of the distribution of the gas in the remnant. This affects the observational characteristics of the remnant, in particularly, leading to substantial fluctuations of the emission measure of the gas with $T>10^5$~K and the velocity dispersion of the ionized gas.Comment: 23 pages, 9 figure

Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes

A micro-scale model is proposed for the evolution of the limit order book. Within this model, the flows of orders (claims) are described by doubly stochastic Poisson processes taking account of the stochastic character of intensities of bid and ask orders that determine the price discovery mechanism in financial markets. The process of {\it order flow imbalance} (OFI) is studied. This process is a sensitive indicator of the current state of the limit order book since time intervals between events in a limit order book are usually so short that price changes are relatively infrequent events. Therefore price changes provide a very coarse and limited description of market dynamics at time micro-scales. The OFI process tracks best bid and ask queues and change much faster than prices. It incorporates information about build-ups and depletions of order queues so that it can be used to interpolate market dynamics between price changes and to track the toxicity of order flows. The {\it two-sided risk processes} are suggested as mathematical models of the OFI process

Measurement of brightness temperature of two-dimensional electron gas in channel of a high electron mobility transistor at ultralow dissipation power

A technically simple and physically clear method is suggested for the direct measurement of brightness temperature of two-dimensional electron gas (2DEG) in the channel of a high electron mobility transistor (HEMT). The usage of the method was demonstrated with the pseudomorphic HEMT as a specimen. The optimal HEMT dc regime, from the point of view of the "back action" problem, was found to belong to the unsaturated area of the static characteristics possibly corresponding to the ballistic electron transport mode. The proposed method is believed to be a convenient tool to explore the ballistic transport, electron diffusion, 2DEG properties and other electrophysical processes in the heterostructures.Comment: 12 pages, 4 figures, submitted to Journal of Applied Physic

A note on functional limit theorems for compound Cox processes

An improved version of the functional limit theorem is proved establishing weak convergence of random walks generated by compound doubly stochastic Poisson processes (compound Cox processes) to L{\'e}vy processes in the Skorokhod space under more realistic moment conditions. As corollaries, theorems are proved on convergence of random walks with jumps having finite variances to L{\'e}vy processes with variance-mean mixed normal distributions, in particular, to stable L{\'e}vy processes, generalized hyperbolic and generalized variance-gamma L{\'e}vy processes.Comment: arXiv admin note: substantial text overlap with arXiv:1410.190