Related papers: On classical and free stable laws

For $ \mathscr{B} \subseteq \mathbb{N} $, the $ \mathscr{B} $-free subshift $ X_{\eta} $ is the orbit closure of the characteristic function of the set of $ \mathscr{B} $-free integers. We show that many results about invariant measures and…

Bayesian and frequentist criteria fundamentally differ, but often posterior and sampling distributions agree asymptotically (e.g., Gaussian with same covariance). For the corresponding single-draw experiment, we characterize the frequentist…

Let $\{p_j\}_{j=1}^\infty$ denote the set of prime numbers in increasing order, let $\Omega_N\subset \mathbb{N}$ denote the set of positive integers with no prime factor larger than $p_N$ and let $P_N$ denote the probability measure on…

We explore the analytic properties of the density function $ h(x;\gamma,\alpha) $, $ x \in (0,\infty) $, $ \gamma > 0 $, $ 0 < \alpha < 1 $ which arises from the domain of attraction problem for a statistic interpolating between the…

In this paper, we find an expression for the density of the sum of two independent $d-$dimensional Student $t-$random vectors $\mathbf{X}$ and $\mathbf{Y}$ with arbitrary degrees of freedom. As a byproduct we also obtain an expression for…

The problem of calculating the probability density and distribution function of a strictly stable law is considered at $x\to0$. The expansions of these values into power series were obtained to solve this problem. It was shown that in the…

We introduce a new dependence order, termed the conditional convex order, whose minimal and maximal elements characterize independence and perfect dependence. Moreover, it characterizes conditional independence, satisfies information…

Linear fractional stable motion, denoted by $\{X_{H,\al}(t)\}_{t\in \R}$, is one of the most classical stable processes; it depends on two parameters $H\in (0,1)$ and $\al\in (0,2)$. The parameter $H$ characterizes the self-similarity…

Let $\alpha$ be a Steinhaus or a Rademacher random multiplicative function. For a wide class of multiplicative functions $f$ we show that the sum $\sum_{n \le x}\alpha(n) f(n)$, normalised to have mean square $1$, has a non-Gaussian…

Let $\mathcal{P}$ be the set of the primes. We consider a class of random multiplicative functions $f$ supported on the squarefree integers, such that $\{f(p)\}_{p\in\mathcal{P}}$ form a sequence of $\pm1$ valued independent random…

This article establishes cutoff convergence or abrupt convergence of three statistical quantities for multivariate (Hurwitz) stable geometric Brownian motion: the autocorrelation function, the Wasserstein distance between the current state…

We investigate the Brown measures of compressions of $R$-diagonal random variables, extending previous results to include unbounded cases. For random variables with finite variance, we demonstrate that the Brown measures of their…

We reconsider the density functional theory of nonuniform classical fluids from the point of view of convex analysis. From the observation that the logarithm of the grand-partition function $\log \Xi [\phi]$ is a convex functional of the…

This paper introduces max-characteristic functions (max-CFs), which are an offspring of multivariate extreme-value theory. A max-CF characterizes the distribution of a random vector in R^d , whose components are nonnegative and have finite…

In discrete contexts such as the degree distribution for a graph, \emph{scale-free} has traditionally been \emph{defined} to be \emph{power-law}. We propose a reasonable interpretation of \emph{scale-free}, namely, invariance under the…

Wigner functions generically attain negative values and hence are not probability densities. We prove an asymptotic expansion of Wigner functions in terms of Hermite spectrograms, which are probability densities. The expansion provides…

In this paper, we extend Stein's method to products of independent beta, gamma, generalised gamma and mean zero normal random variables. In particular, we obtain Stein operators for mixed products of these distributions, which include the…

We extend our results in \cite{hislop_marx_1} on the quantitative continuity properties, with respect to the single-site probability measure, of the density of states measure and the integrated density of states for random Schr\"odinger…

We study the evolution of the fine-structure constant, $\alpha$, induced by non-linear density perturbations in the context of the simplest class of quintessence models with a non-minimal coupling to the electromagnetic field, in which the…

A new approach to modelling the behaviour of simple fluids is presented. Starting from the usual expression of the partition function of N molecules, a Fourier transformation is performed. It is argued that the N(N-1)/2 dynamical variables…