Related papers: Type A Distributions: Infinitely Divisible Distrib…
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…
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…
We study a new class of so-called rational-infinitely (or quasi-infinitely) divisible probability laws on the real line. The characteristic functions of these distributions are ratios of the characteristic functions of classical infinitely…
The infinitely-many-neutral-alleles model has recently been extended to a class of diffusion processes associated with Gibbs partitions of two-parameter Poisson-Dirichlet type. This paper introduces a family of infinite-dimensional…
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…
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…
This paper studies new classes of infinitely divisible distributions on R^d. Firstly, the connecting classes with a continuous parameter between the Jurek class and the class of selfdecomposable distributions are revisited. Secondly, the…
This note examines the infinite divisibility of density-based transformations of normal random variables. We characterize a class of density-based transformations of normal variables which produces non-infinitely divisible distributions. We…
Limit theorems for the time average of some observation functions in an infinite measure dynamical system are studied. It is known that intermittent phenomena, such as the Rayleigh-Benard convection and Belousov-Zhabotinsky reaction, are…
Classes of multivariate and cone valued infinitely divisible Gamma distributions are introduced. Particular emphasis is put on the cone-valued case, due to the relevance of infinitely divisible distributions on the positive semi-definite…
For a given statistic, A, the cosmic distribution function, Upsilon(VA), is the probability of measuring a value VA in a finite galaxy catalog. For statistics related to count-in-cells, such as factorial moments, F_k, the average…
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…
Let $X^{(\mu)}(ds)$ be an $\mathbb{R}^d$-valued homogeneous independently scattered random measure over $\mathbb{R}$ having $\mu$ as the distribution of $X^{(\mu)}((t,t+1])$. Let $f(s)$ be a nonrandom measurable function on an open interval…
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.…
An infinitely divisible distribution on $\mathbb{R}$ is a probability measure $\mu$ such that the characteristic function $\hat{\mu}$ has a L\'{e}vy-Khintchine representation with characteristic triplet $(a,\gamma, \nu)$, where $\nu$ is a…
Let $Y$ be a compact metric space, $G$ be a group acting by transformations on $Y$. For any infinite subset $A\subset Y$, we study the density of $gA$ for $g\in G$ and quantitative density of the set $\displaystyle{\bigcup_{g\in G_n}gA}$ by…
The one-dimensional Dickman distribution arises in various stochastic models across number theory, combinatorics, physics, and biology. Recently, a definition of the multidimensional Dickman distribution has appeared in the literature,…
We discuss the properties of three upsilon transforms, which are related to the class of $p$-tempered $\alpha$-stable ($TS^p_\alpha$) distributions. In particular, we characterize their domains and show how they can be represented as…
Consider a uniformly distributed random linear subspace $L$ and a stochastically independent random affine subspace $E$ in $\mathbb{R}^n$, both of fixed dimension. For a natural class of distributions for $E$ we show that the intersection…
The article is devoted to stochastic processes with values in finite-dimensional vector spaces over infinite locally compact fields with non-trivial non-archimedean valuations. Infinitely divisible distributions are investigated. Theorems…