Related papers: Semigroups of distributions with linear Jacobi par…
Conditional independence and Markov properties are powerful tools allowing expression of multidimensional probability distributions by means of low-dimensional ones. As multidimensional possibilistic models have been studied for several…
We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. ``Quasi-stationary states'' are defined as probability measures, on the \sigma-algebra generated by the gap variables,…
A new three parameter natural extension of the Conway-Maxwell-Poisson (COM-Poisson) distribution is proposed. This distribution includes the recently proposed COM-Poisson type negative binomial (COM-NB) distribution [Chakraborty, S. and…
We study shrinkage estimation of the mean parameters of a class of multivariate distributions for which the diagonal entries of the corresponding covariance matrix are certain quadratic functions of the mean parameter. This class of…
Sequences of orthogonal polynomials that are alternative to the Jacobi polynomials on the interval $[0,1]$ are defined and their properties are established. An $(\alpha,\beta)$-parameterized system of orthogonal polynomials of the…
Bessel-type convolution algebras of bounded Borel measures on the matrix cones of positive semidefinite $q\times q$-matrices over $\mathbb R, \mathbb C, \mathbb H$ were introduced recently by R\"osler. These convolutions depend on some…
We investigate deformations of Milnor algebras of smooth homogeneous polynomials, and prove in particular that any smooth degree $d$ homogeneous polynomial in $n+1$ variables that is not of Sebastiani-Thom type is determined by the degree…
We consider the free additive convolution semigroup $\lbrace \mu^{\boxplus t}:\,t\ge 1\rbrace$ and determine the local behavior of the density of $\mu^{\boxplus t}$ at the endpoints and at any singular point of its support. We then study…
Dual Lukacs type characterizations of random variables in free probability are studied here. First, we develop a freeness property satisfied by Lukacs type transformations of free-Poisson and free-Binomial non-commutative variables which…
We show that the space of observables of test particles carries a natural Jacobi structure which is manifestly invariant under the action of the Poincar\'{e} group. Poisson algebras may be obtained by imposing further requirements. A…
We present a new approach to study measures on ensembles of contours, polymers or other objects interacting by some sort of exclusion condition. For concreteness we develop it here for the case of Peierls contours. Unlike existing methods,…
We show that the product or convex combination of two Markov operators with equivalent stationary measures need not have a stationary measure from the same measure class. More specifically, we exhibit examples of a hitherto undescribed…
In this article we consider the Levy processes and the corresponding semigroup. We represent the generator of this semigroup in a convolution form. Using the obtained convolution form and the theory of integral equations we investigate the…
Motivated by recent results in random matrix theory we will study the distributions arising from products of complex Gaussian random matrices and truncations of Haar distributed unitary matrices. We introduce an appropriately general class…
In a recent paper by the authors, a bounded version of Goellnitz's (big) partition theorem was established. Here we show among other things how this theorem leads to nontrivial new polynomial analogues of certain fundamental identities of…
We present a framework for the study of $q$-difference equations satisfied by $q$-semi-classical orthogonal systems. As an example, we identify the $q$-difference equation satisfied by a deformed version of the little $q$-Jacobi polynomials…
We investigate the dynamics of semigroups generated by polynomial maps on the Riemann sphere such that the postcritical set in the complex plane is bounded. Moreover, we investigate the associated random dynamics of polynomials.…
In this work we propose a semiparametric bivariate copula whose density is defined by a piecewise constant function on disjoint squares. We obtain the maximum likelihood estimators of model parameters and prove that they reduce to the…
In a recent paper with Sahi and Stokman, we introduced quasi-polynomial generalizations of Macdonald polynomials for arbitrary root systems via a new class of representations of the double affine Hecke algebra. These objects depend on a…
Using the LePage representation, a strictly stable random element in a Banach space with $\alpha\in(0,2)$ can be represented as a sum of points of a Poisson process. This point process is union-stable, i.e. the union of its two independent…