This paper proposes the statistical analysis of phase-only correlation functions between two real signals with phase-spectrum differences. For real signals, their phase-spectrum differences have oddsymmetry with respect to frequency indices. We assume phase-spectrum differences between two signals to be random variables. We next derive the expectation and variance of the POC functions consideri...

 The ratio of independent random variables arises in many applied problems. In this article, the distribution of the ratio X/Y is studied, when X and Y are independent Rice random variables. Ratios of such random variable have extensive applications in the analysis of noises of communication systems. The exact forms of probability density function (PDF), cumulative distribution function (CDF) a...

The main aim of this article is to characterize and investigate the three parameter exponentiated exponential Poisson probability distribution EEP(α, β, λ) by giving explicit closed form expressions for its characteristic function φξ(t) and moment generating function Mξ(t), and finally, to show that the existing series and integral form expressions for positive integer order moments Eξ , ν ∈ N ...

We give a probabilistic interpretation for the Barnes G-function which appears in random matrix theory and in analytic number theory in the important moments conjecture due to Keating-Snaith for the Riemann zeta function, via the analogy with the characteristic polynomial of random unitary matrices. We show that the Mellin transform of the characteristic polynomial of random unitary matrices an...

We introduce a new broad and flexible class of multivariate elliptically symmetric distributions including the logistic normal. Various probabilistic properties distribution are studied, linear transformations, marginal distributions, conditional moments, stochastic representations characteristic function. also consider estimation issues associated with mean vector dispersion matrix. An analysi...

several characterizations of marshall-olkin generalized distributions, introduced by gui (2013) and by al-saiari et al. (2014) are presented. these characterizations are based on: (i) a simple relationship between two truncated moments ; (ii) the hazard function.

When one considers a shock wave in the frame where is at rest, on either side has steady flow which converges to equilibrium away from shock. However, hydrodynamics unable describe this if asymptotic velocity higher than characteristic speed of theory. We obtain an exact solution for decay rate conformal fluid kinetic theory under relaxation time approximation, and compare it two hydrodynamic s...

We establish formulae for the moments of characteristic polynomials random orthogonal and symplectic matrices in terms certain lattice point count problems. This allows us to asymptotic when matrix-size tends infinity volumes regions involving continuous Gelfand–Tsetlin patterns with constraints. The results we find differ from those unitary case considered previously.

Consider a sequence of n independent observations from a population of increasing size αi, i = 1,2,... and an absolutely continuous initial distribution function. The distribution of the kth record value is represented as a countable mixture, with mixing the distribution of the kth record time and mixed the distribution of the nth order statistic. Precisely, the distribution function and (pow...