Related papers: On some results of Cufaro Petroni about Student t-…
We prove positivity results about linearization and connection coefficients for Bessel polynomials. The proof is based on a recursion formula and explicit formulas for the coefficients in special cases. The result implies that the…
Some special functions are particularly relevant in applied probability and statistics. For example, the incomplete beta function is the cumulative central beta distribution. In this paper, we consider the inversion of the central…
In this paper, we find an expression for the density of the sum of two independent $d-$dimensional Student $t-$random vectors $\mathbf{X}$ and $\mathbf{Y}$ with arbitrary degrees of freedom. As a byproduct we also obtain an expression for…
New asymptotic approximations of the non-central $t$ distribution are given, a generalization of the Student's $t$ distribution. Using new integral representations, we give new asymptotic expansions for large values of the noncentrality…
We prove that many of beta, beta prime, gamma, inverse gamma, Student t- and ultraspherical distributions are freely infinitely divisible, but some of them are not. The latter negative result follows from a local property of probability…
We determine the asymptotic behavior of the realized power variations, or more generally of sums of a given test function evaluated at the successive increments of a L\'{e}vy process. One can completely elucidate the first order behavior…
We consider the free additive convolution semigroup $\lbrace \mu^{\boxplus t}:\,t\ge 1\rbrace$ and determine the local behavior of the density of $\mu^{\boxplus t}$ at the endpoints and at any singular point of its support. We then study…
We demonstrate the presence of modular properties in partition functions of $T\bar{T}$ deformed conformal field theories. These properties are verified explicitly for the deformed free boson. The modular features facilitate a derivation of…
The derivation of Student's pdf from superstatistics is a mere coincidence due to the choice of the $\chi^2$ distribution for the inverse temperature which is actually the Maxwell distribution for the speed. The difference between the…
The entropy of the two-dimensional $t$-$J$ model is investigated using its 12th order high temperature series. A direct Pad\'{e} extrapolation of the entropy series doesn't converge well for temperatures below $T\sim J$. The series…
The local limit theorem describes the behavior of the convolution powers of a probability distribution supported on Z. In this work, we explore the role played by positivity in this classical result and study the convolution powers of the…
In probability theory, there exist discrete and continuous distributions. Generally speaking, we do not have sufficient kinds and properties of discrete ones compared to the continuous ones. In this paper, we treat the Riemann zeta…
In this thesis we study convolutions that arise from noncommutative probability theory. We prove several regularity results for free convolutions, and for measures in partially defined one-parameter free convolution semigroups. We discuss…
The paper is primarily concerned with the asymptotic behavior as $N\to\infty$ of averages of nonconventional arrays having the form $N^{-1}\sum_{n=1}^N\prod_{j=1}^\ell T^{P_j(n,N)}f_j$ where $f_j$'s are bounded measurable functions, $T$ is…
The fragmentation of deuterons into pions emitted forward in the kinematic region forbidden for free nucleon-nucleon collisions is analyzed. The inclusive relativistic invariant spectrum of pions and the tensor analyzing power T_{20} are…
If a probability density p(\x) (\x\in\R^k) is bounded and R(t) := \int \exp(t\ell(\x)) \d\x < \infty for some linear functional \ell and all t\in(0,1), then, for each t\in(0,1) and all large enough n, the n-fold convolution of the t-tilted…
The paper provides a connection between Commutative Algebra and Integer Programming and contains two parts. The first one is devoted to the asymptotic behavior of integer programs with a fixed cost linear functional and the constraint sets…
In this article we recover the distribution function (and possible density) of an arbitrary random variable that is subject to an additive measurement error. This problem is also known as deconvolution and has a long tradition in…
Let $\chi_n(t) = (\sum_{i=1}^n X_i^2(t))^{1/2},t\ge0$ be a chi-process with $n$ degrees of freedom where $X_i$'s are independent copies of some generic centered Gaussian process $X$. This paper derives the exact asymptotic behavior of…
We extend the free convolution of Brown measures of $R$-diagonal elements introduced by K\"{o}sters and Tikhomirov [Probab. Math. Statist. 38 (2018), no. 2, 359--384] to fractional powers. We then show how this fractional free convolution…