Related papers: Raney distributions and random matrix theory
The class of generating functions for completely monotone sequences (moments of finite positive measures on $[0,1]$) has an elegant characterization as the class of Pick functions analytic and positive on $(-\infty,1)$. We establish this…
We consider ensembles of Wigner matrices, whose entries are (up to the symmetry constraints) independent and identically distributed random variables. We show the convergence of the Stieltjes transform towards the Stieltjes transform of the…
One of the main concepts in quantum physics is a density matrix, which is a symmetric positive definite matrix of trace one. Finite probability distributions are a special case where the density matrix is restricted to be diagonal. Density…
In this paper we show that many well-known counting coefficients, including the Catalan numbers, the Motzkin numbers, the central binomial coefficients, the central Delannoy numbers are Hausdorff moment sequences in a unified approach. In…
In this note we use the analogy between the Catalan sequence and the Rueppel sequence to derive a variety of conjectures surrounding the Hankel transforms of a number of sequences closely related to the Rueppel sequence. Use is made of the…
We investigate conditions in order to decide whether a given sequence of real numbers represents expected record values arising from an independent, identically distributed, sequence of random variables. The main result provides a necessary…
The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…
The eigenvalue probability density function (PDF) for the Gaussian unitary ensemble has a well known analogy with the Boltzmann factor for a classical log-gas with pair potential $- \log | x - y|$, confined by a one-body harmonic potential.…
This paper studies variance functions of Cauchy-Stieltjes Kernel families generated by compactly supported centered probability measures. We describe several operations that allow us to construct additional variance functions from known…
The speed of many one-line transformation methods for the production of, for example, Levy alpha-stable random numbers, which generalize Gaussian ones, and Mittag-Leffler random numbers, which generalize exponential ones, is very high and…
We show central limit theorems (CLT) for the Stieltjes transforms or more general analytic functions of symmetric matrices with independent heavy tailed entries, including entries in the domain of attraction of $\alpha$-stable laws and…
We propose a generalization of the random matrix theory following the basic prescription of the recently suggested concept of superstatistics. Spectral characteristics of systems with mixed regular-chaotic dynamics are expressed as weighted…
This work is devoted to the obtaining of a new numerical scheme based in quadrature formulas for the Lebesgue-Stieltjes integral for the approximation of Stieltjes ordinary differential equations. This novel method allows us to numerically…
Krein condition have been used as a qualitative result to show the M-indeterminacy of some kind of densities. In this work we use results from the theory of the Hilbert transform to construct families of densities having all the same finite…
In this study an attempt has been made to propose a way to develop new distribution. For this purpose, we need only idea about distribution function. Some important statistical properties of the new distribution like moments, cumulants,…
We examine the properties of distributions with the density of the form: $% \frac{2A_{n}c^{n-2}\sqrt{c^{2}-x^{2}}}{\pi \prod_{j=1}^{n}(c(1+a_{j}^{2})-2a_{j}x)},$ where $c,a_{1},\ldots ,a_{n}$ are some parameters and $A_{n}$ a suitable…
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…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…
A small set of combinatorial sequences have coefficients that can be represented as moments of a nonnegative measure on $[0, \infty)$. Such sequences are known as Stieltjes moment sequences. This article focuses on some classical sequences…
In this paper, the classical problem of the probabilistic characterization of a random variable is re-examined. A random variable is usually described by the probability density function (PDF) or by its Fourier transform, namely the…