Related papers: Random variables with an invariant random shift in…

We introduce and investigate in this short report the new notion of uniform measure (distribution) on the arbitrary compact metric space. We consider also some possible applications of these measures in the theory of imbedding theorems and…

In the paper we generalize the following characterization of beta distribution to the symmetric cone setting: let $X$ and $Y$ be independent, non-degenerate random variables with values in $(0,1)$, then $U=1-XY$ and $V=\frac{1-X}{U}$ are…

This paper primarily concerns the variance estimate of zeros of systems of random holomorphic sections associated with a sequence of smooth Hermitian holomorphic line bundles on a compact Kahler manifold X. The probability measures taken…

By the well-known Heyde theorem, the Gaussian distribution on the real line is characterized by the symmetry of the conditional distribution of one linear form of independent random variables given another. In the case of two independent…

We introduce a novel measure of dependence that captures the extent to which a random variable $Y$ is determined by a random vector $X$. The measure equals zero precisely when $Y$ and $X$ are independent, and it attains one exactly when $Y$…

We consider a square random matrix of size N of the form A + Y where A is deterministic and Y has iid entries with variance 1/N. Under mild assumptions, as N grows, the empirical distribution of the eigenvalues of A+Y converges weakly to a…

Let $S$ and $X$ be independent random variables, assuming values in the set of non-negative integers, and suppose further that both $\mathbb{E}(S)$ and $\mathbb{E}(X)$ are integers satisfying $\mathbb{E}(S)\ge \mathbb{E}(X)$. We establish a…

Bergsma (2006) proposed a covariance $\kappa$(X,Y) between random variables X and Y. He derived their asymptotic distributions under the null hypothesis of independence between X and Y. The non-null (dependent) case does not seem to have…

We consider absolutely continuous probability distributions $f(x)dx$ on $\mathbb{R}_{\geq 0}$. A result of Feldheim and Feldheim shows, among other things, that if the distribution is not compactly supported, then there exist $z > 0$ such…

We give new examples and describe the complete lists of all measures on the set of countable homogeneous universal graphs and $K_s$-free homogeneous universal graphs (for $s\geq 3$) that are invariant with respect to the group of all…

The original definition of amenability given by von Neumann in the highly non-constructive terms of means was later recast by Day using approximately invariant probability measures. Moreover, as it was conjectured by Furstenberg and proved…

We propose new measures of shared information, unique information and synergistic information that can be used to decompose the multi-information of a pair of random variables $(Y,Z)$ with a third random variable $X$. Our measures are…

Let $X$ be the countable product of Abelian locally compact Polish groups and $A,B\subset X$ be two Borel sets, which are not Haar-null in $X$. We prove that the sum-set $A+B:=\{a+b:a\in A,\;\;b\in B\}$ is Haar-open in the sense that for…

Asymptotic freeness of independent Haar distributed unitary matrices was discovered by Voiculescu. Many refinements have been obtained, including strong asymptotic freeness of random unitaries and strong asymptotic freeness of random…

We give a comparison inequality that allows one to estimate the tail probabilities of sums of independent Banach space valued random variables in terms of those of independent identically distributed random variables. More precisely, let…

Let X be a finite Abelian group, xi_i, i=1,2,...,n,n>1, be independent random variables with values in X and distributions mu_i. Let alpha_{ij},i,j=1,2,...,n, be automorphisms of X. We prove that the independence of n linear forms…

In this article, we study the test for independence of two random elements $X$ and $Y$ lying in an infinite dimensional space ${\cal{H}}$ (specifically, a real separable Hilbert space equipped with the inner product $\langle .,…

Suppose $X$ and $Y$ are $p\times n$ matrices each with mean $0$, variance $1$ and where all moments of any order are uniformly bounded as $p,n \to \infty$. Moreover, the entries $(X_{ij}, Y_{ij})$ are independent across $i,j$ with a common…

For a compact metric space $X$ with a group $G$ acting on it continuously, an invariant random compact is a Borel probability measure on the space of nonempty compact subsets of $X$ that is invariant under the action of $G$. The action is…

We consider random vectors $X$ that satisfy the equation in law $X=AX+B$, where $A$ is a given random diagonal matrix and $B$ a given random vector, both independent of $X$. It is well known by the works of Kesten and Goldie that the…