Related papers: A Note On $G$-normal Distributions

Let $\mu$ be a probability measure (or corresponding random variable) such that all moments $\mu_n$ exist. Knowledge of the moments is not sufficient to determine infinite divisibility of the measure; we show also that infinitely divisible,…

$\mu$ being a nonnegative measure satisfying some log-Sobolev inequality, we give conditions on F for the measure $\nu=e^{-2F} \mu$ to also satisfy some log-Sobolev inequality. Explicit examples are studied.

We consider the free additive convolution of two probability measures $\mu$ and $\nu$ on the real line and show that $\mu\boxplus\nu$ is supported on a single interval if $\mu$ and $\nu$ each has single interval support. Moreover, the…

The normal covering number $\gamma(G)$ of a finite, non-cyclic group $G$ is the minimum number of proper subgroups such that each element of $G$ lies in some conjugate of one of these subgroups. We find lower bounds linear in $n$ for…

Let $Z$ be a standard normal random variable (r.v.). It is shown that the distribution of the r.v. $\ln|Z|$ is infinitely divisible; equivalently, the standard normal distribution considered as the distribution on the multiplicative group…

General classes of bivariate distributions are well studied in literature. Most of these classes are proposed via a copula formulation or extensions of some characterisation properties in the univariate case. In Kundu(2022) we see one such…

A random phenomenon may have two sources of random variation: an unstable identity and a set of external variation-generating factors. When only a single source is active, two mutually exclusive extreme scenarios may ensue that result in…

We say that a distribution is harmonic if it is harmonic when considered as a section of a Grassmann bundle. We find new examples of harmonic distributions and show nonexistense of harmonic distrubutions on some Riemannian manifolds by two…

In this note, we establish the convergence in distribution of the maxima of i.i.d. random variables to the Gumbel distribution with the associated normalizing sequences for several examples that are related to the normal distribution.…

Suppose that ${\mathcal A}$ is an algebra, $\sigma,\tau:{\mathcal A}\to{\mathcal A}$ are two linear mappings such that both $\sigma({\mathcal A})$ and $\tau({\mathcal A})$ are subalgebras of ${\mathcal A}$ and ${\mathcal X}$ is a…

The sub-linear expectation or called G-expectation is a nonlinear expectation having advantage of modeling non-additive probability problems and the volatility uncertainty in finance. Let $\{X_n;n\ge 1\}$ be a sequence of independent random…

We prove that a point $x$ is normal with respect to an ergodic, number-theoretic transformation $T$ if and only if $x$ is normal with respect to $T^n$ for any $n\ge 1$. This corrects an erroneous proof of Schweiger. Then, using some…

Let A be a central simple algebra with involution sigma of first or second kind. Let v be a valuation on the sigma-fixed part F of Z(A). A sigma-special v-gauge g on A is a kind of value function on A extending v on F, such that g(sigma(x)…

An infinite sequence $\alpha$ over an alphabet $\Sigma$ is $\mu$-distributed w.r.t. a probability map $\mu$ if, for every finite string $w$, the limiting frequency of $w$ in $\alpha$ exists and equals $\mu(w)$. %We raise the question of how…

Navarro has conjectured a necessary and sufficient condition for a finite group $G$ to have a self-normalising Sylow $2$-subgroup, which is given in terms of the ordinary irreducible characters of $G$. The first-named author has reduced the…

Let $(\Omega,\mathcal{F},P)$ be a probability space and $\mathcal{N}$ the class of those $F\in\mathcal{F}$ satisfying $P(F)\in\{0,1\}$. For each $\mathcal{G}\subset\mathcal{F}$, define $\overline{\mathcal{G}}=\sigma(\mathcal{G}\cup\mathcal…

The q-Gaussian is a probability distribution generalizing the Gaussian one. In spite of a q-normal distribution is popular, there is a problem when calculating an expectation value with a corresponding normalized distribution and not a…

We investigate the asymptotic behavior of the eigenvalues of the sum A+U*BU, where A and B are deterministic N by N Hermitian matrices having respective limiting compactly supported distributions \mu, \nu, and U is a random N by N unitary…

Portnoy (2019) considered the problem of constructing an optimal confidence interval for the mean based on a single observation $\, X \sim {\cal{N}}(\mu , \, \sigma^2) \,$. Here we extend this result to obtaining 1-sample confidence…

Let $G$ be a finite group. For subgroups $U$ and $V$ let $1_U^G$ and $1_V^G$ be the permutation characters for the action of $G$ on the right cosets of $U$ and $V$, respectively. Let $N$ be a normal subgroup of $G$. Norbert Klingen, in his…