Stanislavsky Aleksander, Weron Aleksander
Faculty of Pure and Applied Mathematics, Hugo Steinhaus Center, Wrocław University of Science and Technology, Wyb. Wyspiańskiego 27, 50-370 Wroclaw, Poland.
Entropy (Basel). 2020 Nov 18;22(11):1317. doi: 10.3390/e22111317.
The Laplace distribution of random processes was observed in numerous situations that include glasses, colloidal suspensions, live cells, and firm growth. Its origin is not so trivial as in the case of Gaussian distribution, supported by the central limit theorem. Sums of Laplace distributed random variables are not Laplace distributed. We discovered a new mechanism leading to the Laplace distribution of observable values. This mechanism changes the contribution ratio between a jump and a continuous parts of random processes. Our concept uses properties of Bernstein functions and subordinators connected with them.
在包括玻璃、胶体悬浮液、活细胞和稳固生长等众多情况下,均观察到了随机过程的拉普拉斯分布。与高斯分布不同,其起源并非像由中心极限定理支持的高斯分布那样简单。拉普拉斯分布的随机变量之和并非拉普拉斯分布。我们发现了一种导致可观测量出现拉普拉斯分布的新机制。这种机制改变了随机过程中跳跃部分和连续部分之间的贡献率。我们的概念利用了伯恩斯坦函数及其相关从属过程的性质。