Related papers: On generalized Cauchy-Stieltjes transforms of some…
In this paper, the statistical properties of Newton s method algorithm output in a specific case have been studied. The relative frequency density of this sample converges to a well-defined function, prompting us to explore its…
The problem of calculating the probability density and distribution function of a strictly stable law is considered at $x\to0$. The expansions of these values into power series were obtained to solve this problem. It was shown that in the…
Recent works have shown that the family of probability distributions with moments given by the Fuss-Catalan numbers permit a simple parameterized form for their density. We extend this result to the Raney distribution which by definition…
W-transforms are introduced as uniformity-preserving univariate transformations on the unit interval induced by distribution functions and piecewise strictly monotone functions, and their properties are investigated. When applied…
We investigate the fluctuations of linear spectral statistics of a Wigner matrix $W\_N$ deformed by a deterministic diagonal perturbation $D\_N$, around a deterministic equivalent which can be expressed in terms of the free convolution…
We prove that certain quotients of entire functions are characteristic functions. Under some conditions, the probability measure corresponding to a characteristic function of that type has a density which can be expressed as a generalized…
We obtain a formula for the density of the free convolution of an arbitrary probability measure on the unit circle of $\mathbb{C}$ with the free multiplicative analogues of the normal distribution on the unit circle. This description relies…
We study random partitions $\lambda=(\lambda_1,\lambda_2,...,\lambda_d)$ of $n$ whose length is not bigger than a fixed number $d$. Suppose a random partition $\lambda$ is distributed according to the Jack measure, which is a deformation of…
We derive strong laws of large numbers and central limit theorems for Bajraktarevi\'c, Gini and exponential- (also called Beta-type) and logarithmic Cauchy quotient means of independent identically distributed (i.i.d.) random variables. The…
We calculate exactly the quantum mechanical, temporal Wigner quasiprobability density for a single-mode, degenerate parametric amplifier for a system in the Gaussian state, viz., a displaced-squeezed thermal state. The Wigner function…
The random beta-transformation K is isomorphic to a full shift. This relation gives an invariant measure for K that yields the Bernoulli convolution by projection. We study the local dimension of the invariant measure for K for special…
This paper generalizes beta divergence beyond its classical form associated with power variance functions of Tweedie models. Generalized form is represented by a compact definite integral as a function of variance function of the…
We consider the framework of an operator-valued noncommutative probability space over a unital C*-algebra B. We show how for a B-valued distribution \mu one can define convolution powers with respect to free additive convolution and with…
In general, while obtaining the probability density function of sums and products of shifted random variables, ordinary analytical methods such as Fourier and Mellin transforms tend to provide integrals which cannot be expressed in terms of…
We construct a Lebesgue measure preserving natural extension of the random beta-transformation. This allows us to give a formula for the density of the absolutely continuous invariant probability measure, answering a question of Dajani and…
We present a formalism for analysis of linear Cauchy data on a Kottler metric. Our method removes redundancy due to gauge transformations and constraints. A set of four gauge-invariant, scalar functions on the Cauchy surface is produced and…
We define a new diffusive matrix model converging towards the $\beta$ -Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…
We consider an independent and identically distributed (i.i.d.) random dynamical system of simple linear transformations on the unit interval $T_{\beta}(x)=\beta x$ (mod $1$), $x\in[0,1]$, $\beta>0$, which are the so-called…
We address the problem of the weak asymptotic behavior of zeros of families of generalized hypergeometric polynomials as their degree tends to infinity. The main tool is the representation of such polynomials as a finite free convolution of…
This article offers a simplified approach to the distribution theory of randomly weighted averages or $P$-means $M_P(X):= \sum_{j} X_j P_j$, for a sequence of i.i.d.random variables $X, X_1, X_2, \ldots$, and independent random weights $P:=…