Related papers: On generalized Cauchy-Stieltjes transforms of some…
In this article we show the existence of limiting spectral distribution of a symmetric random matrix whose entries come from a stationary Gaussian process with covariances satisfying a summability condition. We provide an explicit…
We obtain exact formulas for the absolute raw and central moments of the variance-gamma distribution, as infinite series involving the modified Bessel function of the second kind and the modified Lommel function of the first kind. When the…
Using the spectral theory of unitary operators and the theory of orthogonal polynomials on the unit circle, we propose a simple matrix model for the following circular analogue of the Jacobi ensemble: $$c_{\delta,\beta}^{(n)} \prod_{1\leq…
We prove Abelian and Tauberian theorems for regularised Cauchy transforms of positive Borel measures on the real line whose distribution functions grow at most polynomially at infinity. In particular, we relate the asymptotics of the…
We prove several general formulas for the distributions of various permutation statistics over any set of permutations whose quasisymmetric generating function is a symmetric function. Our formulas involve certain kinds of plethystic…
It is shown that if the initial condition of the Cauchy problem for the diffusion equation on a general infinite countable ultrametric space is spherically symmetric with respect to some point, then this problem has an exact analytical…
This paper describes how one can use the well-known Bayesian prior to posterior analysis of the Dirichlet process, and less known results for the gamma process, to address the formidable problem of assessing the distribution of linear…
We characterize by the use of free probability the family of measures for which the mulitiplicative renormalization method applies with $h(x) = (1-x)^_{-1}$. This provides a representation formula for their Voiculescu Transforms.
We investigate the fluctuations around the mean of the Stieltjes transform of the empirical spectral distribution of any selfadjoint noncommutative polynomial in a Wigner matrix and a deterministic diagonal matrix. We obtain the convergence…
The K-matrix, also known as the "Wigner reaction matrix" in nuclear scattering or "impedance matrix" in the electromagnetic wave scattering, is given essentially by an M x M diagonal block of the resolvent (E-H)^{-1} of a Hamiltonian H. For…
We study the $\beta$ analogue of the nonintersecting Poisson random walks. We derive a stochastic differential equation of the Stieltjes transform of the empirical measure process, which can be viewed as a dynamical version of the…
The singular values of products of standard complex Gaussian random matrices, or sub-blocks of Haar distributed unitary matrices, have the property that their probability distribution has an explicit, structured form referred to as a…
It is a classical result in complex analysis that the class of functions that arise as the Cauchy transform of probability measures may be characterized entirely in terms of their analytic and asymptotic properties. Such transforms are a…
We study the convergence of probability measures in terms of moments by applying operators to their Bessel generating functions. We consider a general setting of applying operators such as the Dunkl operator to formal power series that are…
From a suitable integral representation of the Laplace transform of a positive semi-definite quadratic form of independent real random variables with not necessarily identical densities a univariate integral representation is derived for…
In these notes, we obtain new stability estimates for centered non-degenerate selfdecomposable probability measures on $\mathbb{R}^d$ with finite second moment and for non-degenerate symmetric $\alpha$-stable probability measures on…
The paper describes some probabilistic and combinatorial aspects of the nonlinear Fourier transform associated with the AKNS-ZS problems. In the first of the two main results, we show that a family of polytopes that appear in a power…
\cite{tsagris2025a} proposed the generalized circular projected Cauchy (GCPC) distribution, whose special case is the wrapped Cauchy distribution. In this paper we first derive the relationship with the wrapped Cauchy distribution, and then…
Many important statistical models fall outside classical moment-based methods due to the non-existence of moments or moment generating functions. We propose a generalised probabilistic framework in which densities are replaced by pairs…
Within the framework of the probability representation of quantum mechanics, we study a superposition of generic Gaussian states associated to symmetries of a regular polygon of n sides; in other words, the cyclic groups (containing the…