Related papers: On classical and free stable laws
In arXiv:1304.0630, it was shown that convex, almost everywhere continuous functions coordinatize a broad class of probability measures on $\mathbb{R}^n$ by the map $U \mapsto (\nabla U)_{\#} e^{-U} dx$. We consider whether there is a…
We introduce a class of probability measures whose densities near infinity are mixtures of Pareto distributions. This class can be characterized by the Fourier transform which has a power series expansion including real powers, not only…
If $X$ is a stable process of index $\alpha\in(0,2)$ whose L\'{e}vy measure has density $cx^{-\alpha-1}$ on $(0,\infty)$, and $S_1=\sup_{0<t\leq1}X_t$, it is known that $P(S_1>x)\backsim A\alpha ^{-1}x^{-\alpha}$ as $x\to\infty$ and…
Statistical dependence measures like mutual information is ideal for analyzing autoencoders, but it can be ill-posed for deterministic, static, noise-free networks. We adopt the variational (Gaussian) formulation that makes dependence among…
Maximum approximate Bernstein likelihood estimates of the baseline density function and the regression coefficients in the proportional hazard regression models based on interval-censored event time data are proposed. This results in not…
Split conformal prediction provides finite-sample marginal coverage under exchangeability, but this guarantee averages over the random calibration sample. We study instead the law of the calibration-conditional coverage induced by a…
We study when a given Gaussian random variable on a given probability space $(\Omega, {\cal{F}}, P) $ is equal almost surely to $\beta_{1}$ where $\beta $ is a Brownian motion defined on the same (or possibly extended) probability space. As…
Consider a random matrix $\mathbf{A}\in\mathbb{C}^{m\times n}$ ($m \geq n$) containing independent complex Gaussian entries with zero mean and unit variance, and let $0<\lambda_1\leq \lambda_{2}\leq ...\leq \lambda_n<\infty$ denote the…
The problem of nonparametric inference on a monotone function has been extensively studied in many particular cases. Estimators considered have often been of so-called Grenander type, being representable as the left derivative of the…
We investigate in more detail the two-state free convolution semigroups of pairs of measures whose Jacobi parameters are linear in the convolution parameter $t$. These semigroups were constructed in arXiv:1001.1540, where we also showed…
In the paper we study characterizations of probability measures in free probability. By constancy of regressions for random variable $\V(\I-\U)\V$ given by $\V\U\V$, where $\U$ and $\V$ are free, we characterize free Poisson and free…
We investigate ergodic-theoretical quantities and large deviation properties of one-dimensional intermittent maps, that have not only an indifferent fixed point but also a singular structure such that the uniform measure is invariant under…
Bernstein estimators are well-known to avoid the boundary bias problem of traditional kernel estimators. The theoretical properties of these estimators have been studied extensively on compact intervals and hypercubes, but never on the…
A discrete stochastic process involving random amplification with additive noise is studied analytically. If the non-negative random amplification factor $b$ is such that $<b^{\beta}>=1$ where $\beta$ is any positive non-integer, then the…
We consider the statistical inverse problem of recovering an unknown function $f$ from a linear measurement corrupted by additive Gaussian white noise. We employ a nonparametric Bayesian approach with standard Gaussian priors, for which the…
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…
Starting with the quasi-Bell states of the qubit-oscillator system, we obtain time evolution of the density matrix under the adiabatic approximation. The composite density matrix leads to, via partial tracing of the qubit degree of freedom,…
We consider two compact metric spaces $J$ and $X$ and a uniform contractible iterated function system $\{\phi_j: X \to X \, | \, j \in J \}$. For a Lipschitz continuous function $A$ on $J \times X$ and for each $\beta>0$ we consider the…
Sums of independent random variables form the basis of many fundamental theorems in probability theory and statistics, and therefore, are well understood. The related problem of characterizing products of independent random variables seems…
We give a probabilistic interpretation for the Barnes G-function which appears in random matrix theory and in analytic number theory in the important moments conjecture due to Keating-Snaith for the Riemann zeta function, via the analogy…