Related papers: The normal distribution is $\boxplus$-infinitely d…
A probability distribution is n-divisible if its nth convolution root exists. While modeling the dependence structure between several (re)insurance losses by an additive risk factor model, the infinite divisibility, that is the…
In this article the relation between the tail behaviours of a free regular infinitely divisible (positively supported) probability measure and its L\'evy measure is studied. An important example of such a measure is the compound free…
We consider the infinite divisibility of distributions of some well-known inverse subordinators. Using a tail probability bound, we establish that distributions of many of the inverse subordinators used in the literature are not infinitely…
We introduce and study the notion of k-divisible elements in a non-commutative probability space. A k-divisible element is a (non-commutative) random variable whose n-th moment vanishes whenever n is not a multiple of k. First, we consider…
This paper examines the classical matching distribution arising in the "problem of coincidences". We generalise the classical matching distribution with a preliminary round of allocation where items are correctly matched with some fixed…
Let $\mu$ be a probability measure (or corresponding random variable) such that all moments $\mu_n$ exist. Knowledge of the moments is not sufficient to determine infinite divisibility of the measure; we show also that infinitely divisible,…
We study two-faced families of random variables having bi-free infinitely divisible distributions. We prove a limit theorem of the sums of bi-free two-faced pairs of random variables within a triangular array. Then, by using the full Fock…
We give three counterexamples to the folklore claim that in an arbitrary theory, if a complete type $p$ over a set $B$ does not divide over $C\subseteq B$, then no extension of $p$ to a complete type over $\text{acl}(B)$ divides over $C$.…
We investigate categories in which products distribute over coproducts, a structure we call doubly-infinitary distributive categories. Through a range of examples, we explore how this notion relates to established concepts such as…
Two transformations $\mathcal{A}_{1}$ and $\mathcal{A}_{2}$ of L\'{e}vy measures on $\mathbb{R}^{d}$ based on the arcsine density are studied and their relation to general Upsilon transformations is considered. The domains of definition of…
We consider a type of nonnormal approximation of infinitely divisible distributions that incorporates compound Poisson, Gamma, and normal distributions. The approximation relies on achieving higher orders of cumulant matching, to obtain…
The primes or prime polynomials (over finite fields) are supposed to be distributed `irregularly' , despite nice asymptotic or average behavior. We provide some conjectures/guesses/hypotheses with `evidence' of surprising symmetries in…
Since Voiculescu introduced his bi-free probability theory in 2013, the major development of the theory has been on its combinatorial side; in particular, on the combinatorics of bi-free cumulants and its application to the bi-free…
Much is known about asymptotic expansions for asymptotically normal distributions if these distributions are either absolutely continuous or pure lattice distributions. In this paper we begin an investigation of the discrete but non-lattice…
Bercovici and Pata showed that the correspondence between classically, freely, and Boolean infinitely divisible distributions holds on the level of limit theorems. We extend this correspondence also to distributions infinitely divisible…
In this paper, we present three remarkable properties of the normal distribution: first that if two independent variables's sum is normally distributed, then each random variable follows a normal distribution (which is referred to as the…
We consider three classes of linear differential equations on distribution functions, with a fractional order $\alpha\in [0,1].$ The integer case $\alpha =1$ corresponds to the three classical extreme families. In general, we show that…
We derive some estimates for the integral modulus of continuity of probability densities of infinitely divisible distributions. The paper is splitted into two parts. The first part deals with general infinitely divisible distributions. The…
In an elegant recent paper \cite{geng2022conway}, Geng and Xia settled the question of the infinite divisibility of the Conway--Maxwell--Poisson distribution, using in large part several results from complex analysis. In this note we show…
We show the equivalence of three properties for an infinitely divisible distribution: the subexponentiality of the density, the subexponentiality of the density of its L\'evy measure and the tail equivalence between the density and its…