Related papers: An unexpected encounter with Cauchy and L\'evy

In this paper we give a generalization of the discrete complex-valued random variable defined and investigated in \cite{ssa} and \cite{m8}. We prove the statements concerning the expressions for the excepted value and the variance of this…

The motivation of the present study is to discuss the global (in time) existence of small data solutions to the following semi-linear structurally damped $\sigma$-evolution models: \begin{equation*}…

Gau\ss (1823) proved a sharp upper bound on the probability that a random variable falls outside a symmetric interval around zero when its distribution is unimodal with mode at zero. For the class of all distributions with mean at zero,…

We continue our study of the density of the odd values of eta-quotients, here focusing on the $m$-regular partition functions $b_m$ for $m$ even. Based on extensive computational evidence, we propose an elegant conjecture which, in…

Let $\left(\Omega,\Sigma,p\right)$ be a probability measure space and let $X:\Omega\to{\mathbb{R}}^k$ be a (vector valued) random variable. We suppose that the probability $p_X$ induced by $X$ is absolutely continuous with respect to the…

The Tracy-Widom distributions are among the most famous laws in probability theory, partly due to their connection with Wigner matrices. In particular, for $A=\frac{1}{\sqrt{n}}(a_{ij})_{1 \leq i,j \leq n} \in \mathbb{R}^{n \times n}$…

For entire functions $f(z)=\sum_{n=0}^{+\infty}a_nz^n, z\in {\Bbb C},$ P. L${\rm \acute{e}}$vy (1929) established that in the classical Wiman's inequality $M_f(r)\leq\mu_f(r)\times $ $\times(\ln\mu_f(r))^{1/2+\varepsilon},\ \varepsilon>0,$…

Le Cam's third/contiguity lemma is a fundamental probabilistic tool to compute the limiting distribution of a given statistic $T_n$ under a non-null sequence of probability measures $\{Q_n\}$, provided its limiting distribution under a null…

We consider a wave equation with a nonlocal logarithmic damping depending on a small parameter $\theta \in (0,1/2)$. This research is a counter part of that was initiated by Charao-D'Abbicco-Ikehata considered in [5] for the large parameter…

Let the summatory function of the M\"{o}bius function be denoted $M(x)$. We deduce in this article conditional results concerning $M(x)$ assuming the Riemann Hypothesis and a conjecture of Gonek and Hejhal on the negative moments of the…

This paper is aimed at deriving the universality of the largest eigenvalue of a class of high-dimensional real or complex sample covariance matrices of the form $\mathcal{W}_N=\Sigma^{1/2}XX^*\Sigma ^{1/2}$. Here, $X=(x_{ij})_{M,N}$ is an…

In this paper, we investigate the Cauchy problem for the shallow water type equation \begin{eqnarray*} u_{t}+\partial_{x}^{2j+1}u + \frac{1}{2}\partial_{x}(u^{2})+…

For a random partition, one of the most basic questions is: what can one expect about the parts which arise? For example, what is the distribution of the parts of random partitions modulo $N$? Since most partitions contain a $1$, and indeed…

In this paper, we consider the following Cauchy problem of \begin{equation*} \left\{ \begin{array}{lll} iu_t=\Delta u+2\delta_huh'(|u|^2)\Delta h(|u|^2)+V(x)u+F(|u|^2)u+(W*|u|^2)u,\ x\in \mathbb{R}^N,\ t>0\\ u(x,0)=u_0(x),\quad x\in…

This article offers a simplified approach to the distribution theory of randomly weighted averages or $P$-means $M_P(X):= \sum_{j} X_j P_j$, for a sequence of i.i.d.random variables $X, X_1, X_2, \ldots$, and independent random weights $P:=…

We study the distribution of partial sums of Rademacher random multiplicative functions $(f(n))_n$ evaluated at polynomial arguments. We show that for a polynomial $P\in \mathbb Z[x]$ that is a product of at least two distinct linear…

This paper discusses a forgotten remark of Paul L\'evy (1935), determining the asymptotic distribution of sums of i.i.d. random variables with tails $cx^{-\alpha}\psi(\log x)$, where $0<\alpha<2$ and $\psi$ is a periodic function on…

Consider a random matrix $\mathbf{A}\in\mathbb{C}^{m\times n}$ ($m \geq n$) containing independent complex Gaussian entries with zero mean and unit variance, and let $0<\lambda_1\leq \lambda_{2}\leq ...\leq \lambda_n<\infty$ denote the…

A quasi-infinitely divisible distribution on $\mathbb{R}^d$ is a probability distribution $\mu$ on $\mathbb{R}^d$ whose characteristic function can be written as the quotient of the characteristic functions of two infinitely divisible…

The question of testing for equality in distribution between two linear models, each consisting of sums of distinct discrete independent random variables with unequal numbers of observations, has emerged from the biological research. In…