Related papers: On the Lukacs property for free random variables
Voiculescu's random matrix model for freeness is extended to the non-Gaussian case and also the case of constant block diagonal matrices. Thus we are able to investigate free products of free group factors with matrix algebras and with the…
In this investigation, the distribution of the ratio of two independently distributed xgamma (Sen et al. 2016) random variables X and Y , with different parameters, is proposed and studied. The related distributional properties such as,…
We show that the operatorial framework developed by Voiculescu for free random variables can be extended to arrays of random variables whose multiplication imitates matricial multiplication. The associated notion of independence, called…
In this paper, we will consider the free probabilistic information about compressed random variables in a graph W*-Probability space. Recall the diagonal compressed random variables in a graph W*-probability space. In particular, we can see…
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 $Y=Y_1\cdots Y_N$.…
We study the class $\mathcal{M}_{\mathrm{ratio}}$ of those probability distributions for which the free $R$-transforms are rational functions. This class is closed under the additive free convolution, additive free powers and under the…
Let $Y(n, p)$ denote the probability space of random 2-dimensional simplicial complexes in the Linial--Meshulam model, and let $Y \sim Y(n, p)$ denote a random complex chosen according to this distribution. In a paper of Cohen, Costa,…
In this paper, we prove a local limit theorem for the ratio of the Poisson distribution to the Gaussian distribution with the same mean and variance, using only elementary methods (Taylor expansions and Stirling's formula). We then apply…
In this paper, two parametric probability distributions capable to describe the statistics of X-ray photon detection by a CCD are presented. They are formulated from simple models that account for the pile-up phenomenon, in which two or…
Consider two random variables following Skellam distributions of parameters going to infinity linearly. We prove that the limit distribution of the first variable, conditionally on being equal to the second, is Gaussian.
Let $X_1, X_2,\ldots, X_n$ be $n$ independent and identically distributed random variables, here $n \geq 2.$ Let $X_{(1)}, X_{(2)}, \ldots, X_{(n)}$ be the order statistics of $X_1, X_2,..., X_n.$ In this note we proved that: (I) If $X_1,…
A model of rank polysemantic distribution with a minimal number of fitting parameters is offered. In an ideal case a parameter-free description of the dependence on the basis of one or several immediate features of the distribution is…
We introduce a density model for random quotients of a free product of finitely generated groups. We prove that a random quotient in this model has the following properties with overwhelming probability: if the density is below $1/2$, the…
The zero-truncated Poisson distributions are certain discrete probability distributions whose supports are the set of positive integers, which are also known as the conditional Poisson distributions or the positive Poisson distributions. In…
It is well known that, under some assumptions, the limit distribution of random block matrices and their partial transposition converges to the distributions of random variables in some noncommutative probability space. Using free…
We characterize semicircular distribution by the freeness of linear and quadratic forms in noncommutative random variables from a tracial $W^*$-probability space with relaxed moment conditions.
We study distributions of polynomials in conditionally free (c-free) random variables, a notion of independence for two-state noncommutative probability spaces introduced by Bozejko, Leinert and Speicher. To this end we establish recursive…
We consider the distribution of free path lengths, or the distance between consecutive bounces of random particles, in an n-dimensional rectangular box. If each particle travels a distance R, then, as R tends to infinity the free path…
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…
The Dufresne laws (laws of product of independent random variables with gamma and beta distributions) occur as stationary distribution of certain Markov chains $ X_n $ on $ R$ defined by: \begin{equation} X_n = A_n ( X_{n-1} + B_n )…