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

Let $\{Y_i,-\infty<i<\infty\}$ be a doubly infinite sequence of identically distributed, negatively dependent random variables under sub-linear expectations, $\{a_i,-\infty<i<\infty\}$ be an absolutely summable sequence of real numbers. In…

Let $\lambda$ denote the Liouville function. A well known conjecture of Chowla asserts that for any distinct natural numbers $h_1,\dots,h_k$, one has $\sum_{1 \leq n \leq X} \lambda(n+h_1) \dotsm \lambda(n+h_k) = o(X)$ as $X \to \infty$.…

We consider a continuous-time branching random walk on a multidimensional lattice in a random branching medium. It is theoretically known that, in such branching random walks, large rare fluctuations of the medium may lead to anomalous…

In this letter we derive the $(n-1)$-dimensional distribution corresponding to a $n$-dimensional i.i.d. Normal standard vector $Z=(Z_1,Z_2,\ldots,Z_n)$ subjected to the weighted sum constraint $\sum_{i=1}^n w_i Z_i=c$, $w_i\neq 0$. We first…

Let $\mathbf{F}_q$ be a finite field of $q$ elements. We show that the normalized Jacobi sum $q^{-(m-1)/2}J(\chi_1,\dots,\chi_m)$ ($\chi_1\dotsm \chi_m$ nontrivial) is asymptotically equidistributed on the unit circle, when $\chi_1\in…

We study a new class of so-called rational-infinitely (or quasi-infinitely) divisible probability laws on the real line. The characteristic functions of these distributions are ratios of the characteristic functions of classical infinitely…

We discuss the relation between the statistical question of inadmissibility and the probabilistic question of transience. Brown (1971) proved the mathematical link between the admissibility of the mean of a Gaussian distribution and the…

This paper focuses on Cauchy problem for the three-dimensional two-fluid type model, in which the presence of vacuum is permitted. Under some assumptions that the initial data satisfy appropriate regularity conditions and a compatibility…

The upper bound inequality for variance of weighted sum of correlated random variables is derived according to Cauchy-Schwarz's inequality, while the weights are non-negative with sum of 1. We also give a novel proof with positive…

A variant of the well-known Chebyshev inequality for scalar random variables can be formulated in the case where the mean and variance are estimated from samples. In this paper we present a generalization of this result to multiple…

It is shown that at least 50% of the probability mass of a sum of independent Rademacher random variables is within one standard deviation from its mean. This lower bound is sharp, it is much better than for instance the bound that can be…

This work concerns a Liouville type result for positive, smooth solution $v$ to the following higher-order equation \[ {\mathbf P}^{2m}_n (v) = \frac{n-2m}2 Q_n^{2m} (\varepsilon v+v^{-\alpha} ) \] on $\mathbb S^n$ with $m \geq 2$, $3 \leq…

As shown in Ref. \cite{Allanach:2021kzj}, the Third Family Hypercharge ($Y_3$) Model changes the Standard Model prediction for $M_W$ whilst simultaneously explaining anomalies in $b\to s\ell\ell$ transitions via a heavy $Z^\prime$ gauge…

In this paper, we are interested in the asymptotic properties for the largest eigenvalue of the Hermitian random matrix ensemble, called the Generalized Cauchy ensemble $GCy$, whose eigenvalues PDF is given by…

Let $2 \leq y \leq x$ such that $\beta := \frac{\log x}{\log y} \rightarrow \infty$. Let $\omega_y(n)$ denote the number of distinct prime factors $p$ of $n$ such that $p \leq y$, and let $\mu_y(n) := \mu^2(n)(-1)^{\omega_y(n)}$, where…

It is shown that the Marcinkiewicz-Zygmund strong law of large numbers holds for pairwise independent identically distributed random variables. It is proved that if $X_{1}, X_{2}, \ldots$ are pairwise independent identically distributed…

The goal of these notes is to fill some gaps in the literature about random walks in the Cauchy domain of attraction, which has been in many cases left aside because of its additional technical difficulties. We prove here several results in…

We propose a new prior distribution for classical (nonhierarchical) logistic regression models, constructed by first scaling all nonbinary variables to have mean 0 and standard deviation 0.5, and then placing independent Student-$t$ prior…

In this article, we obtain a super-exponential rate of convergence in total variation between the traces of the first $m$ powers of an $n\times n$ random unitary matrices and a $2m$-dimensional Gaussian random variable. This generalizes…

Let $B(n,p)$ denote a binomial random variable with parameters $n$ and $p$. Chv\'{a}tal's theorem says that for any fixed $n\geq 2$, as $m$ ranges over $\{0,\ldots,n\}$, the probability $q_m:=P(B(n,m/n)\leq m)$ is the smallest when $m$ is…