Related papers: On free stable distributions
We derive a large deviation principle for families of random variables in the basin of attraction of spectrally positive stable distributions by proving a uniform version of the Tauberian theorem for Laplace-Stieltjes transforms. The main…
We investigate possible generalizations of the de Finetti theorem to bi-free probability. We first introduce a twisted action of the quantum permutation groups corresponding to the combinatorics of bi-freeness. We then study properties of…
In this article we study the basic theoretical properties of Mellin-type fractional integrals, known as generalizations of the Hadamard-type fractional integrals. We give a new approach and version, specifying their semigroup property,…
In this article we give a purely noncommutative criterion for the characterization of two-state normal distribution. We prove that families of two-state normal distribution can be described by relations which is similar to the conditional…
We examine the affine Wigner distribution from a quantization perspective with an emphasis on the underlying group structure. One of our main results expresses the scalogram as (affine) convolution of affine Wigner distributions. We strive…
We build upon recent advances on the distributional aspect of Stein's method to propose a novel and flexible technique for computing Stein operators for random variables that can be written as products of independent random variables. We…
The special relativity laws emerge as one-parameter (light speed) generalizations of the corresponding laws of classical physics. These generalizations, imposed by the Lorentz transformations, affect both the definition of the various…
In this article, the infinite series form of the probability densities of tempered stable and inverse tempered stable subordinators are obtained using Mellin transform. Further, the densities of the products and quotients of stable and…
We derive a multiplication law for free non-hermitian random matrices allowing for an easy reconstruction of the two-dimensional eigenvalue distribution of the product ensemble from the characteristics of the individual ensembles. We define…
We investigate the statistical properties of a piecewise smooth dynamical system by studying directly the action of the transfer operator on appropriate spaces of distributions. We accomplish such a program in the case of two-dimensional…
We introduce and study the permanence properties of the class of linear transfers between probability measures. This class contains all cost minimizing mass transports, but also martingale mass transports, the Schrodinger bridge associated…
We study the analogue of Kummer distribution in free probability. We prove characterization of free-Kummer and free Poisson distributions by freeness properties together with some assumptions about conditional moments. Our main tools are…
There are given characterizations of the exponential distribution by the properties of the independence of linear forms with random coefficients. Related results based on the constancy of regression of one statistic on a linear form are…
Let $M$ be a $B$-probability space. Assume that $B$ itself is a $D$-probability space; then $M$ can be viewed as $D$-probability space as well. Let $X$ be in $M$. We look at the question of relating the properties of $X$ as $B$-valued…
We give some explicit calculations for stable distributions and convergence to them, mainly based on less explicit results in Feller (1971). The main purpose is to provide ourselves with easy reference to explicit formulas and examples.…
Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…
We characterise probability distributions via a martingale property associated with a natural generalisation of record values, known as $\delta$-records. For an independent and identically distributed sequence $(X_n)$ with running maximum…
This paper provides a general framework for Stein's density method for multivariate continuous distributions. The approach associates to any probability density function a canonical operator and Stein class, as well as an infinite…
A combinatorial formula is derived which expresses free cumulants in terms of classical comulants. As a corollary, we give a combinatorial interpretation of free cumulants of classical distributions, notably Gaussian and Poisson…
A new family of probability distributions $\beta_{M, N},$ $M=0\cdots N,$ $N\in\mathbb{N}$ on the unit interval $(0, 1]$ is defined by the Mellin transform. The Mellin transform of $\beta_{M, N}$ is characterized in terms of products of…