Related papers: Classes of infinitely divisible distributions on R…
We consider random fields that can be represented as integrals of deterministic functions with respect to infinitely divisible random measures and show that these random fields are infinitely divisible.
We study Hoeffding decomposable exchangeable sequences with values in a finite set D. We provide a new combinatorial characterization of Hoeffding decomposability and use this result to show that, if the cardinality of D is strictly greater…
In this paper, for an odd prime $p$, several classes of two-weight linear codes over the finite field $\mathbb{F}_p$ are constructed from the defining sets, and then their complete weight distributions are determined by employing character…
We survey known solutions to the infinite extendibility problem for (necessarily exchangeable) probability laws on $\mathbb{R}^d$, which is: Can a given random vector $\vec{X} = (X_1,\ldots,X_d)$ be represented in distribution as the first…
The dual of an infinitely divisible distribution on $\mathbb{R}^d$ without Gaussian part defined in Sato, ALEA {\bf 3} (2007), 67--110, is renamed to the inversion. Properties and characterization of the inversion are given. A stochastic…
This work tackles the problem of spectral characterization of a class of infinite matrices arising from the modelling of small oscillations in a system of interacting particles. The class of matrices under discussion corresponds to the…
We use the notion of collapse of generalized indiscernible sequences to classify various model theoretic dividing lines. In particular, we use collapse of n-multi-order indiscernibles to characterize op-dimension n; collapse of…
We study a new class of infinite dimensional Lie algebras, which has important applications to the theory of integrable equations. The construction of these algebras is very similar to the one for automorphic functions and this motivates…
We construct a new family of infinite-dimensional quasi-graded Lie algebras on hyperelliptic curves. We show that constructed algebras possess infinite number of invariant functions and admit a decomposition into the direct sum of two…
We describe a class of explicit invariant measures for both finite and infinite dimensional Stochastic Differential Equations (SDE) driven by L\'evy noise. We first discuss in details the finite dimensional case with a linear, resp. non…
The drawbacks in the formulations of random infinite divisibility in Sandhya (1991, 1996), Gnedenko and Korelev (1996), Klebanov and Rachev (1996), Bunge (1996) and Kozubowski and Panorska (1996) are pointed out. For any given Laplace…
In recent years, stochastic dominance for independent and identically distributed (iid) infinite-mean random variables has received considerable attention. The literature has identified several classes of distributions of nonnegative random…
We consider a distributed learning setup where a network of agents sequentially access realizations of a set of random variables with unknown distributions. The network objective is to find a parametrized distribution that best describes…
A general formulation of translationally invariant, parametrically correlated random matrix ensembles, is used to classify universality in correlation functions. Surprisingly, the range of possible physical systems is bounded, and can be…
The aim of this short note is to present the notion of IDT processes, which is a wide generalization of L\'{e}vy processes obtained from a modified infinitely divisible property. Special attention is put on a number of examples, in order to…
Tractable generalizations of the Gaussian distribution play an important role for the analysis of high-dimensional data. One very general super-class of Normal distributions is the class of $\nu$-spherical distributions whose random…
The notion of geometric version of an infinitely divisible law is introduced. Concepts parallel to attraction and partial attraction are developed and studied in the setup of geometric summing of random variables.
Dilative semistability extends the notion of semi-selfsimilarity for infinitely divisible stochastic processes by introducing an additional scaling in the convolution exponent. It is shown that this scaling relation is a natural extension…
Statistical properties of infinite products of random isotropically distributed matrices are investigated. Both for continuous processes with finite correlation time and discrete sequences of independent matrices, a formalism that allows to…
We develop a basic theory for divisible design graphs with possible selfloops (LDDG's), and describe two infinite families of such graphs, some members of which are also classical examples of divisible design graphs without loops (DDG's).…