Related papers: Nested subclasses of the class of $\alpha$-selfdec…
A set $\mathcal{A}\subset \mathbb{N}$ is called additively decomposable (resp. asymptotically additively decomposable) if there exist sets $\mathcal{B},\mathcal{C}\subset \mathbb{N}$ of cardinality at least two each such that…
We consider an array of random variables, taking values in a complete and separable metric space, that exhibits a kind of symmetry which we call row exchangeability. Given such an array, a natural model for Bayesian nonparametric inference…
We consider a certain convolution semigroup $\Theta$ of probability distributions on the group $\mathbb{R}\times \mathbb{Z}(2)$, where $\mathbb{R}$ is the group of real numbers and $\mathbb{Z}(2)$ is the additive group of the integers…
Recently, many classes of infinitely divisible distributions on R^d have been characterized in several ways. Among others, the first way is to use Levy measures, the second one is to use transformations of Levy measures, and the third one…
A quasi-infinitely divisible distribution on $\mathbb{R}$ is a probability distribution whose characteristic function allows a L\'evy-Khintchine type representation with a "signed L\'evy measure", rather than a L\'evy measure.…
We study the distribution of a general class of asymptoticallylinear statistics which are symmetric functions of $N$ independent observations. The distribution functions of these statistics are approximated by an Edgeworth expansion with a…
As follows from the Schwartz Impossibility Theorem, multiplication of two distributions is in general impossible. Nevertheless, often one needs to multiply a distribution by a discontinuous function, not by an arbitrary distribution. In the…
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…
The main idea of nested sampling is to substitute the high-dimensional likelihood integral over the parameter space $\Omega$ by an integral over the unit line $[0,1]$ by employing a push-forward with respect to a suitable transformation.…
Let $X$ be a second countable locally compact Abelian group containing no subgroup topologically isomorphic to the circle group $\mathbb{T}$. Let $\mu$ be a probability distribution on $X$ such that its characteristic function $\hat\mu(y)$…
Let $d$ be a probability distribution. Under certain mild conditions we show that $$ \lim_{x\to\infty}x\sum_{n=1}^\infty \frac{d^{*n}(x)}{n}=1,\qquad\text{where}\quad d^{*n}:=\underbrace{\,d*d*\cdots*d\,}_{n\text{ times}}. $$ For a…
Denoising diffusions sample from a probability distribution $\mu$ in $\mathbb{R}^d$ by constructing a stochastic process $({\hat{\boldsymbol x}}_t:t\ge 0)$ in $\mathbb{R}^d$ such that ${\hat{\boldsymbol x}}_0$ is easy to sample, but the…
A $d$-dimensional random array on a nonempty set $I$ is a stochastic process $\boldsymbol{X}=\langle X_s:s\in \binom{I}{d}\rangle$ indexed by the set $\binom{I}{d}$ of all $d$-element subsets of $I$. We obtain structural decompositions of…
The paper aims at finding widely and smoothly defined nonparametric location and scatter functionals. As a convenient vehicle, maximum likelihood estimation of the location vector m and scatter matrix S of an elliptically symmetric t…
We prove that there exists essentially one {\it minimal} differential algebra of distributions $\A$, satisfying all the properties stated in the Schwartz impossibility result [L. Schwartz, Sur l'impossibilit\'e de la multiplication des…
In this expository article, we give a self-contained introduction to the wonderfully well-behaved class of pseudocompact algebras, focusing on the foundational classes of semisimple and separable algebras. We give characterizations of such…
According to the Wiener-Hopf factorization, the characteristic function $\varphi$ of any probability distribution $\mu$ on $\mathbb{R}$ can be decomposed in a unique way as…
In this paper we develop a very general class of bivariate discrete distributions. The basic idea is very simple. The marginals are obtained by taking the random geometric sum of a baseline distribution function. The proposed class of…
The method of \emph{random integral representation}, that is, the method of representing a given probability measure as the probability distribution of some random integral, was quite successful in the past few decades. In this note we will…
Let $A$ be a tubular algebra and let $r$ be a positive irrational. Let ${\mathcal D}_r$ be the definable subcategory of $A$-modules of slope $r$. Then the width of the lattice of pp formulas for ${\mathcal D}_r$ is $\infty$. It follows that…