Related papers: A note on gaussian distributions in R^n

We study the probability distribution $F(u)$ of the maximum of smooth Gaussian fields defined on compact subsets of $\R^d$ having some geometric regularity. Our main result is a general formula for the density of $F$. Even though this is an…

It is proved that there exists an (omega-1,omega-1) Souslin gap in the Boolean algebra (L(nu)/Fin,subseteq^*_ae) for every nonseparable measure nu. Thus a Souslin, also known as destructible, (omega-1,omega-1) gap in P(N)/Fin can always be…

We introduce a probability distribution on $\mathcal{P}([0,1]^d)$, the space of all Borel probability measures on $[0,1]^d$. Under this distribution, almost all measures are shown to have infinite upper quasi-Assouad dimension and zero…

We investigate the complex Gaussian as well as non-Gaussian distributed random analytical and entire functions (complex entire random field) and calculate their domain of definiteness (radius of convergence) as well as some important…

Dimension reduction is a common strategy in multivariate data analysis which seeks a subspace which contains all interesting features needed for the subsequent analysis. Non-Gaussian component analysis attempts for this purpose to divide…

We discuss the probability distributions of Fourier modes of cosmological density fields using the central limit theorem as it applies to weighted integrals of random fields. It is shown that if the cosmological principle holds in a certain…

We generalize the maximum likelihood method to non-Gaussian distribution functions by means of the multivariate Edgeworth expansion. We stress the potential interest of this technique in all those cosmological problems in which the…

We show the existence of the local dimension of an invariant probability measure on an infinitely generated self-affine set, for almost all translations. This implies that an ergodic probability measure is exactly dimensional. Furthermore…

Analytic expressions for the statistics of peaks of random fields with weak non-Gaussianity are provided. Specifically, the abundance and spatial correlation of peaks are represented by formulas which can be evaluated only by virtually…

Finite Sample Smeariness (FSS) has been recently discovered. It means that the distribution of sample Fr\'echet means of underlying rather unsuspicious random variables can behave as if it were smeary for quite large regimes of finite…

We study the non-Gaussian tail of the probability distribution function of density in cosmological N-Body simulations for a variety of initial conditions. We compare the behaviour of the non-Gaussian tail in the real space with that in the…

For a measurable map $T$ and a sequence of $T$-invariant probability measures $\mu_n$ that converges in some sense to a $T$-invariant probability measure $\mu$, an estimate from below for the Kolmogorov--Sinai entropy of $T$ with respect to…

It is well known that the space of invariant probability measures for transitive sub-shifts of finite type is a Poulsen simplex. In this article we prove that in the non-compact setting, for a large family of transitive countable Markov…

Smooth linear statistics of random permutation matrices, sampled under a general Ewens distribution, exhibit an interesting non-universality phenomenon. Though they have bounded variance, their fluctuations are asymptotically non-Gaussian…

Last year in [Phys. Rev. E 102, 042121 (2020)] the authors studied an overdamped dynamics of nonequilibrium noise driven Brownian particle dwelling in a spatially periodic potential and discovered a novel class of Brownian, yet non-Gaussian…

We present some properties of measures (q-Gaussian) that orthogonalize the set of q-Hermite polynomials. We also present an algorithm for simulating i.i.d. sequences of random variables having q-Gaussian distribution.

We prove that if $p>d$ there is a unique gaussian distribution (in the sense of Evans) on the space $\mathbb{Q}_p[x_1, \ldots, x_n]_{(d)}$ which is invariant under the action of $\mathrm{GL}(n, \mathbb{Z}_p)$ by change of variables. This…

We give a necessary and sufficient condition for symmetric infinitely divisible distribution to have Gaussian component. The result can be applied to approximation the distribution of finite sums of random variables. Particularly, it shows…

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…

Let $K$ be an isotropic symmetric convex body in ${\mathbb R}^n$. We show that a subspace $F\in G_{n,n-k}$ of codimension $k=\gamma n$, where $\gamma\in (1/\sqrt{n},1)$, satisfies $$K\cap F\subseteq \frac{c}{\gamma }\sqrt{n}L_K (B_2^n\cap…