Related papers: On free infinite divisibility for classical Meixne…
Consider a log-correlated Gaussian field $\Gamma$ and its associated imaginary multiplicative chaos $:e^{i \beta \Gamma}:$ where $\beta$ is a real parameter. In [AJJ22], we showed that for any nonzero test function $f$, the law of $\int f…
On the basis of the Vlasov chain of equations, a new infinite dispersion chain of equations is obtained for the distribution functions of mixed higher order kinematical values. In contrast to the Vlasov chain, the dispersion chain contains…
In 2009, Yano, Yano and Yor proposed the question of studying the infinite divisibility of the $\alpha$-Cauchy variable $\mathcal{C}_\alpha$ for $\alpha > 1$. The particular case $\mathcal{C}_2$ is the well-known standard Cauchy variable,…
Let $a(1) >0$, $a(n) \ge 0$ for $n \ge 2$ and $a(n) = O(n^\varepsilon)$ for any $\varepsilon >0$, and put $Z(\sigma + it):= \sum_{n=1}^\infty a(n) n^{-\sigma - it}$ where $\sigma , t \in {\mathbb{R}}$. In the present paper, we show that any…
We study Langevin-type algorithms for sampling from Gibbs distributions such that the potentials are dissipative and their weak gradients have finite moduli of continuity not necessarily convergent to zero. Our main result is a…
We generalize current known distribution results on Shanks--R\'enyi prime number races to the case where arbitrarily many residue classes are involved. Our method handles both the classical case that goes back to Chebyshev and function…
The break-by-one gamma distribution has a probability density function resembling the Schechter function, but with the small-argument behavior modified so it is normalizable in commonly arising cases where the Schechter function is not. Its…
We find the laws for the spreading of the spatial widths (parallel and transverse to the direction of average motion) of the relativistic position probability density for a massive, spinless particle. We find that when the momentum width of…
In this paper we determine the distributional behavior of sums of free (in the sense of Voiculescu) identically distributed, infinitesimal random variables. The theory is shown to parallel the classical theory of independent random…
We study the vacuum distribution, under an appropriate scaling, of a family of partial sums of nonsymmetric position operators on weakly monotone and monotone Fock spaces, respectively. We preliminary treat the case of weakly monotone Fock…
We consider transport in two billiard models, the infinite horizon Lorentz gas and the stadium channel, presenting analytical results for the spreading packet of particles. We first obtain the cumulative distribution function of traveling…
The aim of the present work is to provide a supplement to the authors' paper (2018). It is shown that our results on the approximation of distributions of sums of independent summands by the accompanying compound Poisson laws and the…
Inspired by the notion of quasi-infinite divisibility (QID), we introduce and study the class of freely quasi-infinitely divisible (FQID) distributions on $\mathbb{R}$, i.e. distributions which admit the free L\'{e}vy-Khintchine-type…
The paper deals with studying a connection of the Littlewood--Offord problem with estimating the concentration functions of some symmetric infinitely divisible distributions. It is shown that the values at zero of the concentration…
Let $(\xi,\eta)$ be a bivariate L\'evy process such that the integral $\int\_0^\infty e^{-\xi\_{t-}} d\eta\_t$ converges almost surely. We characterise, in terms of their \LL measures, those L\'evy processes for which (the distribution of)…
We prove that if $\omega$ is uniformly distributed on $[0,1]$, then as $T\to\infty$, $t\mapsto \zeta(i\omega T+it+1/2)$ converges to a non-trivial random generalized function, which in turn is identified as a product of a very well behaved…
An equivalence is proven between the Riemann Hypothesis and the speed of convergence to 1/zeta(2) of the probability that two independent random variables following the same geometric distribution are coprime integers, when the parameter of…
It is known that in many cases distributions of exponential integrals of Levy processes are infinitely divisible and in some cases they are also selfdecomposable. In this paper, we give some sufficient conditions under which distributions…
In this paper, we study the risk bounds for samples independently drawn from an infinitely divisible (ID) distribution. In particular, based on a martingale method, we develop two deviation inequalities for a sequence of random variables of…
The hitting partitions are random partitions that arise from the investigation of so-called hitting scenarios of max-infinitely-divisible (max-i.d.)~distributions. We study a class of max-i.d.~laws with exchangeable hitting partitions…