Related papers: Analytic and asymptotic properties of multivariate…

Conventional wisdom assumes that the indefinite integral of the probability density function for the standard normal distribution cannot be expressed in finite elementary terms. While this is true, there is an expression for this…

We present a set of N-dimensional functions, based on generalized SU(N)-symmetric coherent states, that represent finite-dimensional Wigner functions, Q-functions, and P-functions. We then show the fundamental properties of these functions…

Consider random matrices $A$, of dimension $m\times (m+n)$, drawn from an ensemble with probability density $f(\rmtr AA^\dagger)$, with $f(x)$ a given appropriate function. Break $A = (B,X)$ into an $m\times m$ block $B$ and the…

We present here an overview of the history, applications and important properties of a function which we refer to as the Levy integral. For certain values of its characteristic parameter the Levy integral defines the symmetric Levy stable…

For the generalized Jacobi, Laguerre and Hermite polynomials $P_n^{(\alpha_n, \beta_n)} (x), L_n^{(\alpha_n)} (x),$\break $H_n^{(\gamma_n)} (x)$ the limit distributions of the zeros are found, when the sequences $\alpha_n$ or $\beta_n$ tend…

Let $X_1,...,X_n$ be i.i.d. observations, where $X_i=Y_i+\sigma Z_i$ and $Y_i$ and $Z_i$ are independent. Assume that unobservable $Y$'s are distributed as a random variable $UV,$ where $U$ and $V$ are independent, $U$ has a Bernoulli…

Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated, in particular when X 1 is not…

We define the $k$-dimensional generalized Euler function $\varphi_k(n)$ as the number of ordered $k$-tuples $(a_1,\ldots,a_k)\in {\Bbb N}^k$ such that $1\le a_1,\ldots,a_k\le n$ and both the product $a_1\cdots a_k$ and the sum $a_1+\cdots…

The notion of probability density for a random function is not as straightforward as in finite-dimensional cases. While a probability density function generally does not exist for functional data, we show that it is possible to develop the…

Let $\xi_0,\xi_1,...$ be independent identically distributed (i.i.d.) random variables such that $\E \log (1+|\xi_0|)<\infty$. We consider random analytic functions of the form $$ G_n(z)=\sum_{k=0}^{\infty} \xi_k f_{k,n} z^k, $$ where…

The asymptotic probability density function of nonlinear phase noise, often called the Gordon-Mollenauer effect, is derived analytically when the number of fiber spans is very large. The nonlinear phase noise is the summation of infinitely…

On the basis of the Kac formula of the characteristic function of the random variable defined by values of the quadratic functional $J_T [w]$ on trajectories of the standard Wiener process $\{w\}$, the method of its distribution density is…

The normal distribution is well-known for several results that it is the only to fulfil. The aim of the present paper is to show that many of these characterizations actually follow from the fact that the derivative of the log-density of…

We prove a generalisation of the disintegration theorem to the setting of multifunctions between Polish probability spaces. Whereas the classical disintegration theorem guarantees the disintegration of a probability measure along the…

An invariant ensemble of $N\times N$ random matrices can be characterised by a joint distribution for eigenvalues $P(\lambda_1,\cdots,\lambda_N)$. The study of the distribution of linear statistics, i.e. of quantities of the form…

Let $P^{\left(\frac 12\right)}(n)$ denote the middle prime factor of $n$ (taking into account multiplicity). More generally, one can consider, for any $\alpha \in (0,1)$, the $\alpha$-positioned prime factor of $n$, $P^{(\alpha)}(n)$. It…

Techniques from numerical bifurcation theory are very useful to study transitions between steady fluid flow patterns and the instabilities involved. Here, we provide computational methodology to use parameter continuation in determining…

Series representations consisting of spherical harmonics are obtained for characteristic exponents and probability density functions of multivariate stable distributions under various conditions. A esult potentially applicable in a…

For a bivariate $P(x,y) \in \mathbb{R}[x,y]\setminus (\mathbb{R}[x] \cup \mathbb{R}[y])$, our first result shows that for all finite $A \subseteq \mathbb{R}$, $|P(A,A)|\geq \alpha|A|^{5/4}$ with $\alpha =\alpha(\mathrm{deg} P) \in…

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…