Related papers: HCM Property and the Half-Cauchy Distribution
This paper uses convolutions of the gamma density and the one-sided stable density to construct higher level densities. The approach is applied to constructing a 4-parameter Mittag-Leffler density, whose Laplace transform is a corresponding…
Isotropic $\alpha$-stable distributions are central in the theory of heavy-tailed distributions and play a role similar to that of the Gaussian density among finite second-moment laws. Given a sequence of $n$ observations, we are interested…
We investigate analytical properties of free stable distributions and discover many connections with their classical counterparts. Our main result is an explicit formula for the Mellin transform, which leads to explicit series…
We consider the solution of the stochastic heat equation \partial_T \mathcal{Z} = 1/2 \partial_X^2 \mathcal{Z} - \mathcal{Z} \dot{\mathscr{W}} with delta function initial condition \mathcal{Z} (T=0)= \delta_0 whose logarithm, with…
For fixed functions $G,H:[0,\infty)\to[0,\infty)$, consider the rotationally invariant probability density on $\mathbb{R}^n$ of the form \[ \mu^n(ds) = \frac{1}{Z_n} G(\|s\|_2)\, e^{ - n H( \|s\|_2)} ds. \] We show that when $n$ is large,…
It is well known Heyde's characterization of the Gaussian distribution on the real line: Let $\xi_1, \xi_2,\dots, \xi_n$, $n\ge 2,$ be independent random variables, let $\alpha_j, \beta_j$ be nonzero constants such that…
Time-dependent processes are often analysed using the power spectral density (PSD), calculated by taking an appropriate Fourier transform of individual trajectories and finding the associated ensemble-average. Frequently, the available…
Let $\{X_j\}$ be independent, identically distributed random variables. It is well known that the functional CUSUM statistic and its randomly permuted version both converge weakly to a Brownian bridge if second moments exist. Surprisingly,…
We derive the probability distribution of product of two independent random variables, each distributed according the one-dimensional stable law. We represent the density by its power series and its asymptotic expansions. As Fox's…
We completely characterize $\Delta$- and local subexponentialities of positive-half compound Poisson distributions and extend the characterization on two-sided distributions. Moreover, $\Delta$-subexponentiality of infinitely divisible…
We consider a 2D incompressible and electrically conducting fluid in the domain $\mathbb{T}\times\mathbb{R}$. The aim is to quantify stability properties of the Couette flow $(y,0)$ with a constant homogenous magnetic field $(\beta,0)$ when…
It has been noticed recently that transverse momenta (p_T) distributions observed in high energy production processes exhibit remarkably universal scaling behaviour. This is the case when a suitable variable replaces the usual p_T. On the…
The massive dark matter halos that host groups and clusters of galaxies have observable properties that appear to be log-normally distributed about power-law mean scaling relations in halo mass. Coupling this assumption with either…
We consider the random Cauchy problem for the fully nonlocal telegraph equation of power type with the general $(\mathcal{PC}^{\ast})$ type kernel $(a,b)$. This equation can effectively characterize high-frequency signal transmission in…
It is known that real Non-Gaussian stable distributions are unimodal, not additive strongly unimodal, and multiplicative strongly unimodal in the symmetric case. By a theorem of Cuculescu-Theodorescu, the only remaining relevant situation…
Bayes factors are widely computed by Monte Carlo, yet heavy-tailed sampling distributions can make numerical validation unreliable. The Turing--Good identities provide exact moment equalities for powers of a Bayes factor (a density ratio).…
From a suitable integral representation of the Laplace transform of a positive semi-definite quadratic form of independent real random variables with not necessarily identical densities a univariate integral representation is derived for…
We discuss models in which the smallness of the effective vacuum energy density $\rho_\L$ and the coincidence of the time of its dominance $t_\L$ with the epoch of galaxy formation $t_G$ are due to anthropic selection effects. In such…
Heterogeneous diffusion with spatially changing diffusion coefficient arises in many experimental systems like protein dynamics in the cell cytoplasm, mobility of cajal bodies and confined hard-sphere fluids. Here, we showcase a simple…
We consider the distribution of the values at real points of random functions which belong to the Herglotz-Pick (HP) class of analytic mappings of the upper half plane into itself. It is shown that under mild stationarity assumptions the…