Related papers: The normal distribution is $\boxplus$-infinitely d…

We study the multiplicative convolution for c-monotone independence. This convolution unifies the monotone, Boolean and orthogonal multiplicative convolutions. We characterize convolution semigroups for the c-monotone multiplicative…

This paper introduces and characterizes a new family of continuous probability distributions applicable to norm distributions in three-dimensional random spaces, specifically for the Euclidean norm of three random Gaussian variables with…

We consider a random interval splitting process, in which the splitting rule depends on the empirical distribution of interval lengths. We show that this empirical distribution converges to a limit almost surely as the number of intervals…

We characterize the second order subexponentiality of an infinitely divisible distribution on the real line under an exponential moment assumption. We investigate the asymptotic behaviour of the difference between the tails of an infinitely…

In this paper, we establish a demi-distributions theory which develops the usual distribution theory, in particular, we show that many conclusions as differentiations, Fourier transforms and convolutions can be generalized to the…

Let $a_{1},...,a_{n}, b_{1},...,b_{n}$ be random variables in some (non-commutative) probability space, such that $\{a_{1}, ..., a_{n} \}$ is free from $\{b_{1}, ..., b_{n} \}$. We show how the joint distribution of the $n$-tuple $(a_{1}…

This paper gives a complete characterization of infinitely divisible semimartingales, i.e., semimartingales whose finite dimensional distributions are infinitely divisible. An explicit and essentially unique decomposition of such…

In this paper we focus on continuous univariate probability distributions, like McKay distributions, $K$-distribution, generalized inverse Gaussian distribution and generalised McKay distributions, with support $[0,\infty),$ which are…

We introduce the concept of Minkowski normality, a different type of normality for the regular continued fraction expansion. We use the ordering \[ \frac{1}{2},\quad \frac{1}{3}, \frac{2}{3},\quad \frac{1}{4}, \frac{3}{4},\frac{2}{5},…

Given a probability distribution $\mu$ a set $\Lambda (\mu)$ of positive real numbers is introduced, so that $\Lambda (\mu)$ measures the "divisibility" of $\mu$. The basic properties of $\Lambda (\mu)$ are described and examples of…

Asymptotic distribution for the proportional covariance model under multivariate normal distributions is derived. To this end, the parametrization of the common covariance matrix by its Cholesky root is adopted. The derivations are made in…

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…

We study here properties of free Generalized Inverse Gaussian distributions (fGIG) in free probability. We show that in many cases the fGIG shares similar properties with the classical GIG distribution. In particular we prove that fGIG is…

We develop a numerical approach for computing the additive, multiplicative and compressive convolution operations from free probability theory. We utilize the regularity properties of free convolution to identify (pairs of) `admissible'…

We consider a class of probability measures $\mu_{s,r}^{\alpha}$ which have explicit Cauchy-Stieltjes transforms. This class includes a symmetric beta distribution, a free Poisson law and some beta distributions as special cases. Also, we…

A series of detailed quantitative results is established for the family of demi-distributions which is a large extension of the family of usual distributions.

Inspired by the notion of quasi-infinite divisibility (QID), we introduce and study the class of freely quasi-infinitely divisible (FQID) distributions on $\mathbb{R}$, i.e. distributions which admit the free L\'{e}vy-Khintchine-type…

We show that, under the long-tailedness of the densities of normalized L\'evy measures, the densities of infinitely divisible distributions on the half line are subexponential if and only if the densities of their normalized L\'evy measures…

The Conway-Maxwell-Poisson distribution is a two-parameter generalisation of the Poisson distribution that can be used to model data that is under- or over-dispersed relative to the Poisson distribution. The normalizing constant…

The notion of a $*$-law or $*$-distribution in free probability is also known as the quantifier-free type in Farah, Hart, and Sherman's model theoretic framework for tracial von Neumann algebras. However, the full type can also be…