Related papers: Theory of Barnes Beta Distributions

In this article, we consider $\beta$-ensembles, i.e. collections of particles with random positions on the real line having joint distribution $$\frac{1}{Z_N(\beta)}|\Delta(\lambda)|^\beta e^{- \frac{N\beta}{4}\sum_{i=1}^N\lambda_i^2}d…

We approach the Generalized Beta (GB) family of distributions using a mean-reverting stochastic differential equation (SDE) for a power of the variable, whose steady-state (stationary) probability density function (PDF) is a modified GB…

Bayesian inference and uncertainty quantification in a general class of non-linear inverse regression models is considered. Analytic conditions on the regression model $\{\mathscr G(\theta): \theta \in \Theta\}$ and on Gaussian process…

We propose a probability distribution for multivariate binary random variables. The probability distribution is expressed as principal minors of the parameter matrix, which is a matrix analogous to the inverse covariance matrix in the…

The Generalized Mallows Model (GMM) is a well known family of models for ranking data. A GMM is a distribution over $\mathbb{S}_n$, the set of permutations of n objects, characterized by a location parameter $\sigma \in \mathbb{S}_n$, known…

We study the value distribution of the Sudler product $P_N(\alpha) := \prod_{n=1}^{N}\lvert2\sin(\pi n \alpha)\rvert$ for Lebesgue-almost every irrational $\alpha$. We show that for every non-decreasing function $\psi: (0,\infty) \to…

Using the LePage representation, a strictly stable random element in a Banach space with $\alpha\in(0,2)$ can be represented as a sum of points of a Poisson process. This point process is union-stable, i.e. the union of its two independent…

Let M denote the space of Borel probability measures on the real line. For every nonnegative t we consider the transformation $\mathbb B_t : M \to M$ defined for any given element in M by taking succesively the the (1+t) power with respect…

Concentration and equi-distribution, near the unit circle, in Solomyak's set, of the union of the Galois conjugates and the beta-conjugates of a Parry number $\beta$ are characterized by means of the Erd\H{o}s-Tur\'an approach, and its…

Let $X=(X_1,X_2,\ldots)$ be a sequence of random variables with values in a standard space $(S,\mathcal{B})$. Suppose \begin{gather*} X_1\sim\nu\quad\text{and}\quad P\bigl(X_{n+1}\in\cdot\mid…

A permutation $\sigma$ describing the relative orders of the first $n$ iterates of a point $x$ under a self-map $f$ of the interval $I=[0,1]$ is called an \emph{order pattern}. For fixed $f$ and $n$, measuring the points $x\in I$ (according…

There is a unique unitarily-invariant ensemble of $N\times N$ Hermitian matrices with a fixed set of real eigenvalues $a_1 > \dots > a_N$. The joint eigenvalue distribution of the $(N - 1)$ top-left principal submatrices of a random matrix…

Smets proposes the Pignistic Probability Transformation (PPT) as the decision layer in the Transferable Belief Model (TBM), which argues when there is no more information, we have to make a decision using a Probability Mass Function (PMF).…

We apply the Mellin-Barnes integral representation to several situations of interest in mathematical-physics. At the purely mathematical level, we derive useful asymptotic expansions of different zeta-functions and partition functions.…

In this paper, we extend recent work on the functions that we call Bernstein-gamma to the class of bivariate Bernstein-gamma functions. In the more general bivariate setting, we determine Stirling-type asymptotic bounds which generalise,…

A key theorem formulated in the context of functional Mellin transforms generalizes the important relationship $\exp\mathrm{tr} M=\det\exp M$. Along with the involution symmetry of the zeta function, the theorem suggests a strategy for…

Multiple Mellin-Barnes integrals are often used for perturbative calculations in particle physics. In this context, the evaluation of such objects may be performed through residues calculations which lead to their expression as multiple…

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 show that central zeros of $L$-functions in the Selberg class have a probabilistic interpretation by stating an equivalence condition of the Riemann hypothesis for the $L$-functions in terms of infinitely divisible distributions.

Given any closed Riemannian manifold $M$, we construct a reversible diffusion process on the space ${\mathcal P}(M)$ of probability measures on $M$ that is (i) reversible w.r.t.~the entropic measure ${\mathbb P}^\beta$ on ${\mathcal P}(M)$,…