Related papers: On free stable distributions
It is shown that Mellin transforms of p-adic Whittaker functions exist for generic characters. For good choices of vectors they are rational functions. For class one vectors they can be calculated explicitly. It turns out that they are…
In this paper we develop a theory of Fourier-like transforms on the space of stable graphs. In particular, we introduce a duality theory of stable graphs. As an application, we derive the holomorphic anomaly equations for general…
We provide a general result for finding Stein operators for the product of two independent random variables whose Stein operators satisfy a certain assumption, extending a recent result of Gaunt, Mijoule and Swan \cite{gms18}. This…
The aims of this paper are twofold. Firstly, we derive some probabilistic representation for the constant which appears in the one-dimensional case of Kesten's renewal theorem. Secondly, we estimate the tail of some related random variable…
The free convolution is the binary operation on the set of probability measures on the real line which allows to deduce, from the individual spectral distributions, the spectral distribution of a sum of independent unitarily invariant…
We obtain a Stein characterisation of the distribution of the product of two correlated normal random variables with non-zero means, and more generally the distribution of the sum of independent copies of such random variables. Our Stein…
Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…
We extend the construction of multiplicative representations for a free group G introduced by Kuhn and Steger (Isr. J., (144) 2004) in such a way that the new class Mult(G) so defined is stable under taking the finite direct sum, under…
High frequency data in finance have led to a deeper understanding on probability distributions of market prices. Several facts seem to be well stablished by empirical evidence. Specifically, probability distributions have the following…
The main message in this paper is that there are surprisingly many different Brownian bridges, some of them - familiar, some of them - less familiar. Many of these Brownian bridges are very close to Brownian motions. Somewhat loosely…
We study two ways (levels) of finding free-probability analogues of classical infinitely divisible measures. More precisely, we identify their Voiculescu transforms. For free-selfdecomposable measures we found the formula (a differential…
Recently we have introduced a novel characterisation of the distribution of twin primes that consists of three essential elements. These are: that the twins are most naturally viewed as a subsequence of the primes themselves, that the…
Let $\xi_0,\xi_1,\ldots$ be independent identically distributed complex- valued random variables such that $\mathbb{E}\log(1+|\xi _0|)<\infty$. We consider random analytic functions of the form…
We prove that the modular symbols appropriately normalized and ordered have a Gaussian distribution for all cofinite subgroups of SL_2(R). We use spectral deformations to study the poles and the residues of Eisenstein series twisted by…
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 )…
In this work, I derive the time-dependent probability density function of classical observables using the Hamiltonian mechanics approach, extending the notion of fluctuation theorems for any observables. In particular, the time-dependent…
As follows from the Schwartz Impossibility Theorem, multiplication of two distributions is in general impossible. Nevertheless, often one needs to multiply a distribution by a discontinuous function, not by an arbitrary distribution. In the…
Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the ratio $X/Y$ is derived. Some basic distributional properties are also derived, including…
We give the exact distribution of the average of n independent beta random variables weighted by the selected cuts of (0, 1) by the order statistics of a random sample of size n-1 from the uniform distribution U(0,1), for each n. A new…
By extrapolating the explicit formula of the zero-bias distribution occurring in the context of Stein's method, we construct characterization identities for a large class of absolutely continuous univariate distributions. Instead of trying…