Related papers: Characterization problems for linear forms with fr…
The (general) hypoexponential distribution is the distribution of a sum of independent exponential random variables. We consider the particular case when the involved exponential variables have distinct rate parameters. We prove that the…
$\tau$-Li coefficients describe if a function satisfies the Generalized Riemann Hypothesis or not. In this paper we prove that certain values of the $\tau$-Li coefficients lead to existence or non-existence of certain zeros. The first main…
The notion of a $*$-law or $*$-distribution in free probability is also known as the quantifier-free type in Farah, Hart, and Sherman's model theoretic framework for tracial von Neumann algebras. However, the full type can also be…
There are given sufficient conditions under which mixtures of dilations of L\'evy spectral measures, on a Hilbert space, are L\'evy measures again. We introduce some random integrals with respect to infinite dimensional L\'evy processes,…
We express the total space of a principal circle bundle over a connected sum of two manifolds in terms of the total spaces of circle bundles over each summand, provided certain conditions hold. We then apply this result to provide…
If $X$ and $Y$ are independent random variables with distributions $\mu$ and $\nu$ then $U=\psi(X,Y)$ and $V=\phi(X,Y)$ are also independent for some $\psi$ and $\phi$. Properties of this type are known for many important probability…
A characterization of the exponential distribution based on equidistribution conditions for maxima of random samples with consecutive sizes n-1 and n for an arbitrary and fixed n>2 is proved. This solves an open problem stated recently in…
We investigate variance bounds under symmetry constraints in classical, free, and Boolean probability, focusing on Bernoulli distributions and their noncommutative analogues, projections with trace \(p\). We show that symmetrizers under…
It is well known that the independence of the sample mean and the sample variance characterizes the normal distribution. By using Anosov's theorem, we further investigate the analogous characteristic properties in terms of the sample mean…
We prove a free analogue of Brillinger's formula (sometimes called "law of total cumulance") which expresses classical cumulants in terms of conditioned cumulants. As expected, the formula is obtained by replacing the lattice of set…
In this paper, we obtain general representations for the joint distributions and copulas of arbitrary dependent random variables absolutely continuous with respect to the product of given one-dimensional marginal distributions. The…
Let $(X_1,Y_1),\ldots,(X_n,Y_n)$ be an i.i.d. sample from a bivariate distribution function that lies in the max-domain of attraction of an extreme value distribution. The asymptotic joint distribution of the standardized component-wise…
L. Klebanov proved the following theorem. Let $\xi_1, \dots, \xi_n$ be independent random variables. Consider linear forms $L_1=a_1\xi_1+\cdots+a_n\xi_n,$ $L_2=b_1\xi_1+\cdots+b_n\xi_n,$ $L_3=c_1\xi_1+\cdots+c_n\xi_n,$…
Let A be a unital $C^*$-algebra, given together with a specified state $\phi:A \to C$. Consider two selfadjoint elements a,b of A, which are free with respect to $\phi$ (in the sense of the free probability theory of Voiculescu). Let us…
We study transmission problems with free interfaces from one random medium to another. Solutions are required to solve distinct partial differential equations, $\mbox{L}_{+}$ and $\mbox{L}_{-}$, within their positive and negative sets…
The concept of freeness was introduced by Voiculescu in the context of operator algebras. Later it was observed that it is also relevant for large random matrices. We will show how the combination of various free probability results with a…
We determine the distributional behavior for products of free random variables in a general infinitesimal triangular array. In the case of positive variables, the main theorem extends a result proved earlier for arrays with identically…
We study a class of semilinear free boundary problems in which admissible functions $u$ have a topological constraint, or spanning condition, on their 1-level set. This constraint forces $\{u=1\}$, which is the free boundary, to behave like…
By the well-known Heyde theorem, the Gaussian distribution on the real line is characterized by the symmetry of the conditional distribution of one linear form of independent random variables given another. In the case of two independent…
We study the joint distribution of the input sum and the output sum of a deterministic transducer. Here, the input of this finite-state machine is a uniformly distributed random sequence. We give a simple combinatorial characterization of…