Related papers: Theory of Barnes Beta Distributions

In this paper, we extend Stein's method to products of independent beta, gamma, generalised gamma and mean zero normal random variables. In particular, we obtain Stein operators for mixed products of these distributions, which include the…

Making use of inverse Mellin transform techniques for analytical continuation, an elegant proof and an extension of the zeta function regularization theorem is obtained. No series commutations are involved in the procedure; nevertheless the…

The partition function of the random energy model at inverse temperature $\beta$ is a sum of random exponentials $Z_N(\beta)=\sum_{k=1}^N \exp(\beta \sqrt{n} X_k)$, where $X_1,X_2,...$ are independent real standard normal random variables…

Assuming the Riemann hypothesis, we investigate the shifted moments of the zeta function \[ M_{\alpha,{\beta}}(T) = \int_T^{2T} \prod_{k = 1}^m |\zeta(\tfrac{1}{2} + i (t + \alpha_k))|^{2 \beta_k} dt \] introduced by Chandee, where…

The beta-negative binomial process (BNBP), an integer-valued stochastic process, is employed to partition a count vector into a latent random count matrix. As the marginal probability distribution of the BNBP that governs the exchangeable…

We consider the notion of the matrix (tensor) distribution of a measurable function of several variables. On the one hand, it is an invariant of this function with respect to a certain group of transformations of variables; on the other…

We introduce a framework to study the random entire function $\zeta_\beta$ whose zeros are given by the Sine$_\beta$ process, the bulk limit of beta ensembles. We present several equivalent characterizations, including an explicit power…

The constraints of N=2 supersymmetry, in combination with several other quite general assumptions, have recently been used to show that N=2 supersymmetric Yang-Mills theory has a low energy quantum parameter space symmetry characterised by…

Two-term asymptotic formulae for the probability distribution functions for the smallest eigenvalue of the Jacobi $ \beta $-Ensembles are derived for matrices of large size in the r\'egime where $ \beta > 0 $ is arbitrary and one of the…

The main aim of this article is to characterize and investigate the three parameter exponentiated exponential Poisson probability distribution ${\rm EEP}(\alpha, \beta, \lambda)$ by giving explicit closed form expressions for its…

We give the distribution function of $M_n$, the maximum of a sequence of $n$ observations from an autoregressive process of order 2. Solutions are first given in terms of repeated integrals and then for the case, where the underlying random…

This paper presents a family of new integral representations and asymptotic series of the multiple gamma function. The numerical schemes for high-precision computation of the Barnes gamma function and Glaisher's constant are also discussed.

We study the explosion phenomenon of nonlinear continuous-state branching processes (nonlinear CSBPs). First an explicit integral test for explosion is designed when the rate function does not increase too fast. We then exhibit three…

We study the distribution of Mahler's measures of reciprocal polynomials with complex coefficients and bounded even degree. We discover that the distribution function associated to Mahler's measure restricted to monic reciprocal polynomials…

We study the asymptotic behaviour of the posterior distribution in a broad class of statistical models where the "true" solution occurs on the boundary of the parameter space. We show that in this case Bayesian inference is consistent, and…

We consider several sequences of random variables whose Fourier-Laplace transforms present the same type of \textit{splitting phenomenon} when suitably rescaled by the Fourier-Laplace transform of a Poisson-distributed random variable…

A discrete model of Brownian sticky flows on the unit circle is described: it is constructed with products of Beta matrices on the discrete torus. Sticky flows are defined by their ``moments'' which are consistent systems of transition…

A time inhomogeneous generalized Mehler semigroup on a real separable Hilbert space ${\mathds{H}}$ is defined through $$ p_{s,t}f(x)=\int_{\mathds{H}} f(U(t,s)x+y)\,\mu_{t,s}(dy), \quad t\geq s, \ x\in{\mathds{H}} $$ for every bounded…

We prove three results on the density resp. local density and clustering of zeros of the Beurling zeta function $\zeta(s)$ close to the one-line $\sigma:=\Re s=1$. The analysis here brings about some news, sometimes even for the classical…

This paper considers the issue of modeling fractional data observed in the interval [0,1), (0,1] or [0,1]. Mixed continuous-discrete distributions are proposed. The beta distribution is used to describe the continuous component of the model…