Related papers: On the structure of Gaussian random variables

We investigate random Bernoulli convolutions, namely, probability measures given by the infinite convolution \[ \mu_\omega = \mathop{\circledast}_{k=1}^{\infty} \left( \frac{\delta_0 + \delta_{\lambda_1 \lambda_2 \ldots \lambda_{k-1}…

In this work, we study convergence in probability and almost sure convergence for weighted partial sums of random variables that are related to the class of generalized Oppenheim expansions. It is worth noting that the random variables…

We are interested in the differential equations satisfied by the density of the Geometric Stable processes $\mathcal{G}_{\alpha}^{\beta}=\left\{\mathcal{G}_{\alpha}^{\beta}(t);t\geq 0\right\} $, with stability \ index $% \alpha \in (0,2]$…

If $\mathbb{Y}$ is a random vector in $\mathbb{R}^{d}$, we denote by $P_{\mathbb{Y}}$ its probability distribution. Consider a random variable $X$ and a $d$-dimensional random vector $\mathbb{Y}$. Inspired by \cite{Pi}, we develop a…

We show that a family of random variables is uniformly integrable if and only if it is stochastically bounded in the increasing convex order by an integrable random variable. This result is complemented by proving analogous statements for…

We provide a Lyapunov type bound in the multivariate central limit theorem for sums of independent, but not necessarily identically distributed random vectors. The error in the normal approximation is estimated for certain classes of sets,…

We consider random walk on a finite group $G$ as follows. We can consider $G$ as a group of substitutions. Randomly (i.e. with probability $U(g)=|G|^{-1}$ ) we choose a substitution $g \in G$ and execute it twice in a row, i.e. execute a…

Smooth linear statistics of random permutation matrices, sampled under a general Ewens distribution, exhibit an interesting non-universality phenomenon. Though they have bounded variance, their fluctuations are asymptotically non-Gaussian…

We provide three different characterizations of the space $BV(O,\gamma)$ of the functions of bounded variation with respect to a centred non-degenerate Gaussian measure $ \gamma$ on open domains $O$ in Wiener spaces. Throughout these…

Three-dimensional Monte Carlo simulations provide a striking confirmation to a recent theoretical prediction: the Brownian non-Gaussian diffusion of critical self-avoiding walks. Although the mean square displacement of the polymer center…

A known result in random matrix theory states the following: Given a random Wigner matrix $X$ which belongs to the Gaussian Orthogonal Ensemble (GOE), then such matrix $X$ has an invariant distribution under orthogonal conjugations. The…

Weyl's formulation of quantum mechanics opened the possibility of studying the dynamics of quantum systems both in infinite-dimensional and finite-dimensional systems. Based on Weyl's approach, generalized by Schwinger, a self-consistent…

We consider a specific random graph which serves as a disordered medium for a particle performing biased random walk. Take a two-sided infinite horizontal ladder and pick a random spanning tree with a certain edge weight $c$ for the…

In this paper we consider Wigner random matrices -- symmetric n by n random matrices whose entries are independent identically distributed real random variables. We prove that the probability distribution of one or several eigenvalues close…

Let $X$ have a Generalized Poisson distribution with mean $kb$, where $b$ is a known constant in the unit interval and $k$ is a discrete, non-negative parameter. We show that if an uninformative uniform prior for $k$ is assumed, then the…

Let $\xi : \Omega \times \mathbb{R}^n \to \mathbb{R}$ be zero mean, mean-square continuous, stationary, Gaussian random field with covariance function $r(x) = \mathbb{E}[\xi(0)\xi(x)]$ and let $G : \mathbb{R} \to \mathbb{R}$ such that $G$…

The arbitrary functions principle says that the fractional part of $nX$ converges stably to an independent random variable uniformly distributed on the unit interval, as soon as the random variable $X$ possesses a density or a…

The primary focus of this work is to investigate how the most emblematic classical probability density, namely a Gaussian, can be mapped to a valid quantum states. To explore this issue, we consider a Gaussian whose squared variance depends…

The geometric sum plays a significant role in risk theory and reliability theory \cite{Kala97} and a prototypical example of the geometric sum is R\'enyi's theorem~\cite{Renyi56} saying a sequence of suitably parameterised geometric sums…

Let a word be a sequence of $n$ i.i.d. integer random variables. The perimeter $P$ of the word is the number of edges of the word, seen as a polyomino. In this paper, we present a probabilistic approach to the computation of the moments of…