Related papers: A generalised Kotz type distribution and Riesz dis…
Let $X_1,\ldots,X_M$ and $Y_1,\ldots,Y_N$ be independent zero mean normal random variables with variances $\sigma_{X_i}^2$, $i=1,\ldots,M$, and $\sigma_{Y_j}^2$, $j=1,\ldots,N$, respectively, and let $X=X_1\cdots X_M$ and $Y=Y_1\cdots Y_N$.…
In this manuscript we introduce a generalisation of the log-Normal distribution that is inspired by a modification of the Kaypten multiplicative process using the $q$-product of Borges [Physica A \textbf{340}, 95 (2004)]. Depending on the…
In this paper, we derive the analytical behavior of the limiting spectral distribution of non-central covariance matrices of the "general information-plus-noise" type, as studied in [14]. Through the equation defining its Stieltjes…
The Schl\"omilch integral, a generalization of the Dirichlet integral on the simplex, and related probability distributions are reviewed. A distribution that unifies several generalizations of the Dirichlet distribution is presented, with…
We study a new parametric family of distributions on the ordered simplex $\nabla^{d-1} = \{y \in \mathbb{R}^d: y_1 \geq \dots \geq y_d \geq 0, \sum_{k=1}^d y_k = 1\}$, which we call Generalized Rank Dirichlet (GRD) distributions. Their…
Bobecka and Wesolowski (2002) have shown that, in the Olkin and Rubin characterization of the Wishart distribution (See Casalis and Letac (1996)), when we use the division algorithm defined by the quadratic representation and replace the…
We consider products of independent large random rectangular matrices with independent entries. The limit distribution of the expected empirical distribution of singular values of such products is computed. The distribution function is…
We provide an elementary proof for a theorem due to Petz and R\'effy which states that for a random $n\times n$ unitary matrix with distribution given by the Haar measure on the unitary group U(n), the upper left (or any other) $k\times k$…
One of the main concepts in quantum physics is a density matrix, which is a symmetric positive definite matrix of trace one. Finite probability distributions can be seen as a special case when the density matrix is restricted to be…
In this note we discuss notions of convolutions generated by biorthogonal systems of elements of a Hilbert space. We develop the associated biorthogonal Fourier analysis and the theory of distributions, discuss properties of convolutions…
Several matrix variate hypergeometric type distributions are derived. The compound distributions of left-spherical matrix variate elliptical distributions and inverted hypergeometric type distributions with matrix arguments are then…
We associate a deformation of Heisenberg algebra to the suitably normalized Yang $R$-matrix and we investigate its properties. Moreover, we construct new examples of quantum vertex algebras which possess the same representation theory as…
This work sets the statistical affine shape theory in the context of real normed division algebras. The general densities apply for every field: real, complex, quaternion, octonion, and for any noncentral and non-isotropic elliptical…
We consider the modulation of data given by random vectors $X_n \in \mathbb{R}^{d_n}$, $n \in \mathbb{N}$. For each $X_n$, one chooses an independent modulating random vector $\Xi_n \in \mathbb{R}^{d_n}$ and forms the projection $Y_n =…
We obtain a limit when mass tends to zero of the relativistic diffusion of Schay and Dudley. The diffusion process has the log-normal distribution. We discuss Langevin stochastic differential equations leading to an equilibrium…
We present some remarks about the embedding of spaces of Schwartz distributions into spaces of Colombeau generalized functions. We show that the various constructions of such embeddings existing in the literature lead in fact to the same…
Asymptotic distribution for the proportional covariance model under multivariate normal distributions is derived. To this end, the parametrization of the common covariance matrix by its Cholesky root is adopted. The derivations are made in…
We continue our exercises with the universal $R$-matrix based on the Khoroshkin and Tolstoy formula. Here we present our results for the case of the twisted affine Kac--Moody Lie algebra of type $A^{(2)}_2$. Our interest in this case is…
Distributive skew lattices satisfying $x\wedge (y\vee z)\wedge x = (x\wedge y\wedge x) \vee (x\wedge z\wedge x)$ and its dual are studied, along with the larger class of linearly distributive skew lattices, whose totally preordered…
Recent works have shown that the family of probability distributions with moments given by the Fuss-Catalan numbers permit a simple parameterized form for their density. We extend this result to the Raney distribution which by definition…