Related papers: A generalised Kotz type distribution and Riesz dis…
The aim of this paper is to estimate the $L^2$-norms of vector-valued Riesz transforms $R_{\nu}^s$ and the norms of Riesz operators on Cantor sets in $\R^d$, as well as to study the distribution of values of $R_{\nu}^s$. Namely, we show…
We investigate and compare different representations of the Riesz derivative, which plays an important role in anomalous diffusion and space fractional quantum mechanics. In particular, we show that a certain representation of the Riesz…
We present some product representations for random variables with the Linnik, Mittag-Leffler and Weibull distributions and establish the relationship between the mixing distributions in these representations. The main result is the…
We establish an identity for E f (Y) -E f (X), when X and Y both have matrix variateskew-normal distributions and the function f fulfills some weak conditions. Thecharacteristic function of matrix variate skew normal distribution is then…
This work presents the first systematic development of Stein's method for matrix distributions. We establish the basic essential ingredients of Stein's method for matrix normal approximation: we derive a generator-based Stein identity from…
The paper is devoted to interrelation between the zeta distribution and the Radon transform on the space of $n \times m$ real matrices. We present a self-contained proof of the Fourier transform formula for this distribution. Our method…
The model of heavy Wigner matrices generalizes the classical ensemble of Wigner matrices: the sub-diagonal entries are independent, identically distributed along to and out of the diagonal, and the moments its entries are of order 1/N,…
A fractional generalization of the second author's higher-order diffusion theory is given and fundamental solutions are obtained. The extension from the integer to the fractional case involves a proper treatment of the fractional Laplacian…
In this paper, we introduce the statistically multiplicative convergent sequences in locally solid Riesz algebras with respect to the algebra multiplication and the solid topology. We study on this concept and we give the notion of…
We present conditions that allow us to pass from the convergence of probability measures in distribution to the uniform convergence of the associated quantile functions. Under these conditions, one can in particular pass from the asymptotic…
For random integer matrices $M_1,\ldots,M_k \in \operatorname{Mat}_n(\mathbb{Z})$ with independent entries, we study the distribution of the cokernel $\operatorname{cok}(M_1 \cdots M_k)$ of their product. We show that this distribution…
A generalization of the generalized inverse Weibull distribution so-called transmuted generalized inverse Weibull dis- tribution is proposed and studied. We will use the quadratic rank transmutation map (QRTM) in order to generate a…
Distributional transformations characterized by equations relating expectations of test functions weighted by a given biasing function on the original distribution to expectations of the test function's higher derivatives with respect to…
This paper examines the classical matching distribution arising in the "problem of coincidences". We generalise the classical matching distribution with a preliminary round of allocation where items are correctly matched with some fixed…
Generalised uncorrelated Wishart matrices are formed out of rectangular standard Gaussian data matrices with a certain pattern of zero entries. Development of the theory in the real and complex cases has proceeded along separate line. For…
A Moutard type transformation for matrix generalized analytic functions is derived. Relations between Moutard type transforms and gauge transformations are demonstrated.
The logarithm of the diagonal matrix element of a high power of a random matrix converges to the Cole-Hopf solution of the Kardar-Parisi-Zhang equation in the sense of one-point distributions.
It is shown that the isomorphism between the generalized Moyal algebra and the matrix algebra follows in a natural manner from the generalized Weyl quantization rule and from the well known matrix representation of the destruction and…
This note concerns a further study about Riesz-Fischer maps, already introduced by the author in a recent work, that is a notion that extends to the spaces of distributions the sequences that are known as Riesz-Fischer sequences. In…
For the extended skew-normal distribution, which represents an extension of the normal (or Gaussian) distribution, we focus on the properties of the log-likelihood function and derived quantities in the the bivariate case. Specifically, we…