Related papers: Type A Distributions: Infinitely Divisible Distrib…
This paper proposes the density and characteristic functions of a general matrix quadratic form $\mathbf{X}^{*}\mathbf{AX}$, when $\mathbf{A} = \mathbf{A}^{*}$, $\mathbf{X}$ has a matrix multivariate elliptical distribution and…
This article presents an important theorem, which shows that from the moments of the standard normal distribution one can generate density functions originating a family of models. Additionally, we discussed that different random variable…
We extend Urban's construction of eigenvarieties for reductive groups $G$ such that $G(\mathbb{R})$ has discrete series to include characteristic $p$ points at the boundary of weight space. In order to perform this construction, we define a…
We discuss the distribution of the gravitational force created by a Poissonian distribution of field sources (stars, galaxies,...) in different dimensions of space d. In d=3, it is given by a Levy law called the Holtsmark distribution. It…
It is shown that the distribution derived from the principle of maximum Tsallis entropy is a superposable Levy-type distribution. Concomitantly, the leading order correction to the limit distribution is also deduced. This demonstration…
It is shown that the limits of the nested subclasses of five classes of infinitely divisible distributions on $R^d$, which are the Jurek class, the Goldie-Steutel-Bondesson class, the class of selfdecomposable distributions, the Thorin…
A density function for an algebraic invariant is a measurable function on $\mathbb{R}$ which measures the invariant on an $\mathbb{R}$-scale. This function carries a lot more information related to the invariant without seeking extra data.…
In this paper, we study the range of (absolute value) cosine transforms for which we give a proof for an extended surjectivity theorem by making applications of the Fredholm's theorem in integral equations, and show a Hermitian…
We introduce notions of absolutely continuous functionals and representations on the non-commutative disk algebra $A_n$. Absolutely continuous functionals are used to help identify the type L part of the free semigroup algebra associated to…
We show that a slight modification of a theorem of Ruzmaikina and Aizenman on competing particle systems on the real line leads to a characterization of Poisson-Dirichlet distributions $PD(a,0)$. Precisely, let $s$ be a proper random…
In Paper I we studied the theory of gravitational microlensing for a planar distribution of point masses. In this second paper, we extend the analysis to a three-dimensional lens distribution. First we study the lensing properties of…
We consider Bayesian nonparametric density estimation using a Pitman-Yor or a normalized inverse-Gaussian process kernel mixture as the prior distribution for a density. The procedure is studied from a frequentist perspective. Using the…
The distribution of masses of clusters smaller than the infinite cluster is evaluated at the percolation threshold. The clusters are ranked according to their masses and the distribution $P(M/L^D,r)$ of the scaled masses M for any rank r…
This paper contributes to the study of the free additive convolution of probability measures. It shows that under some conditions, if measures $\mu_i$ and $\nu_i, i=1,2$, are close to each other in terms of the L\'{e}vy metric and if the…
We establish a general analytic framework for determining the AF-martingale dimension of diffusion processes associated with strongly local regular Dirichlet forms on metric measure spaces. While previous approaches typically relied on…
In this article we generalize the classical Edgeworth expansion for the probability density function (PDF) of sums of a finite number of symmetric independent identically distributed random variables with a finite variance to sums of…
Conditional independence and graphical models are well studied for probability distributions on product spaces. We propose a new notion of conditional independence for any measure $\Lambda$ on the punctured Euclidean space $\mathbb…
This study focuses on statistical inference for the class of quasi-infinitely divisible (QID) distributions, which was recently introduced by Lindner, Pan and Sato (2018). The paper presents a Fourier approach, based on the analogue of the…
We study the electromagnetic transmission $T$ through one-dimensional (1D) photonic heterostructures whose random layer thicknesses follow a long-tailed distribution --L\'evy-type distribution. Based on recent predictions made for 1D…
It is recognised now that a variety of real-life phenomena ranging from diffuson of cold atoms to motion of humans exhibit dispersal faster than normal diffusion. L\'evy walks is a model that excelled in describing such superdiffusive…