Related papers: On Cauchy-Stieltjes Kernel Families
This paper continues the study of a kernel family which uses the Cauchy-Stieltjes kernel in place of the celebrated exponential kernel of the exponential families theory. We extend the theory to cover generating measures with support that…
In this paper, we determine the effect of the free multiplicative convolution on the pseudo-variance function of a Cauchy-Stieltjes kernel family. We then use the machinery of variance functions to establish some limit theorems related to…
This paper studies variance functions of Cauchy-Stieltjes Kernel families generated by compactly supported centered probability measures. We describe several operations that allow us to construct additional variance functions from known…
Free exponential families have been previously introduced as a special case of the q-exponential family. We show that free exponential families arise also from a procedure analogous to the definition of exponential families by using the…
In this paper we specify some facts about the sequence of polynomials associated to a \CSK family and we prove that quadratic variance function is characterized by the property of orthogonality of these polynomials.
We investigate the existence and uniqueness of solutions to first-order Stieltjes differential problems, focusing on the role of the Stieltjes derivative and its kernel. Unlike the classical case, the kernel of the Stieltjes derivative…
We study analytic and geometric properties of Stieltjes and inverse Stieltjes families defined on a separable Hilbert space and establish various minimal representations for them by means of compressed resolvents of various types of linear…
A new family of integer-valued Cauchy-type distributions is introduced, the {\it Cauchy-Cacoullos family}. The characteristic function is evaluated, showing some interesting distributional properties, similar to the ordinary (continuous)…
Suppose V{\nu} is the pseudo-variance function of the Cauchy-Stieltjes Kernel (CSK) family K+({\nu}) generated by a non degenerate probability measure {\nu} with support bounded from above. We determine the formula for pseudo-variance…
We study various Stieltjes integrals as Poisson-Stieltjes, conjugate Poisson-Stieltjes, Schwartz-Stieltjes and Cauchy-Stieltjes and prove theorems on the existence of their finite angular limits a.e. in terms of the singular…
In this work we develop a theory of Stieltjes-analytic functions. We first define the Stieltjes monomials and polynomials and we study them exhaustively. Then, we introduce the Stieltjes analytic functions locally, as an infinite series of…
We extend the definition of the Lerch distribution to the set of nonnegative integers for greater applicability to modeling count data. We express its properties in terms of Lerch's transcendent, and study its unimodality, hazard function…
We investigate the fluctuations around the mean of the Stieltjes transform of the empirical spectral distribution of any selfadjoint noncommutative polynomial in a Wigner matrix and a deterministic diagonal matrix. We obtain the convergence…
A nonparametric family of conditional distributions is introduced, which generalizes conditional exponential families using functional parameters in a suitable RKHS. An algorithm is provided for learning the generalized natural parameter,…
We express generalized Cauchy-Stieltjes transforms of some particular Beta distributions (of ultraspherical type generating functions for orthogonal polynomials) as a powered Cauchy-Stieltjes transform of some measure. For suitable values…
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…
In this work we study Stieltjes differential systems of which the derivators are allowed to change sign. This leads to the definition of the notion of \emph{function of controlled variation}, a characterization of precompact sets of…
We present a broader framework for the Cauchy identity derived from the determinant expansion of collocation matrices. This approach yields an infinite family of identities, where the original Cauchy identity stands as a particular case. To…
The aim of this paper is to study the mixture of the Riesz distribution on symmetric matrices with respect to the multivariate Poisson distribution. We show, in particular, that this distribution is related to the modified Bessel function…
In this paper, we investigate parameter families of iterated function systems and continuity. Specifically, if we have a set of iterated function systems that depend continuously on a parameter, which properties of the invariant sets will…