Related papers: On the generalized Kesten--McKay distributions
We obtain quenched hitting distributions to be compound Poissonian for a certain class of random dynamical systems. The theory is general and designed to accommodate non-uniformly expanding behavior and targets that do not overlap much with…
We obtain multidimensional metric uniform distribution results involving sequences in ${\mathbb R}^k$ parametrized by analytic curves. Our theorems extend the classical theorems of Weyl and Koksma in a variety of ways. One of our main…
Isotropic $\alpha$-stable distributions are central in the theory of heavy-tailed distributions and play a role similar to that of the Gaussian density among finite second-moment laws. Given a sequence of $n$ observations, we are interested…
A general study of relations between the parameters of two centrally-symmetric Levy distributions, often used for one-dimensional investigation of Bose - Einstein correlations, is given for the first time. These relations of the strength of…
A fairly general procedure is studied to perturbate a multivariate density satisfying a weak form of multivariate symmetry, and to generate a whole set of non-symmetric densities. The approach is general enough to encompass a number of…
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…
The Koornwinder-Macdonald multivariable generalization of the Askey-Wilson polynomials is studied for parameters satisfying a truncation condition such that the orthogonality measure becomes discrete with support on a finite grid. For this…
We address the construction of stable random matrix ensembles as the generalization of the stable random variables (Levy distributions). With a simple method we derive the Cauchy case, which is known to have remarkable properties. These…
In this paper we study the asymptotic normality in high-dimensional linear regression. We focus on the case where the covariance matrix of the regression variables has a KMS structure, in asymptotic settings where the number of predictors,…
We study Askey-Wilson type polynomials using representation theory of the double affine Hecke algebra. In particular, we prove bi-orthogonality relations for non-symmetric and anti-symmetric Askey-Wilson polynomials with respect to a…
The Cauchy distribution is usually presented as a mathematical curiosity, an exception to the Law of Large Numbers, or even as an "Evil" distribution in some introductory courses. It therefore surprised us when Drton and Xiao (2016) proved…
We study a 2-parametric family of probability measures on an infinite-dimensional simplex (the Thoma simplex). These measures originate in harmonic analysis on the infinite symmetric group (S.Kerov, G.Olshanski and A.Vershik, Comptes Rendus…
The infinite (in both directions) sequence of the distributions $\mu^{(k)}$ of the stochastic integrals $\int_0^{\infty-}c^{-N_{t-}^{(k)}} dL_t^{(k)}$ for integers $k$ is investigated. Here $c>1$ and $(N_t^{(k)},L_t^{(k)})$, $t\geq0$, is a…
To a higher Landau Level corresponds a generalization of the Poisson distribution arising from generalized coherent states. In this paper, we write down the atomic decomposition of this probability measure and expressed its weights through…
In this paper we consider the automorphisms of the double affine Hecke algebra (DAHA) of type $\check{C_1}C_1$ which have a relatively simple action on the generators and on the parameters, notably a symmetry $t_4$ which sends the…
The product of M complex random Gaussian matrices of size N has recently been studied by Akemann, Kieburg and Wei. They showed that, for fixed M and N, the joint probability distribution for the squared singular values of the product matrix…
On the basis of the Kac formula of the characteristic function of the random variable defined by values of the quadratic functional $J_T [w]$ on trajectories of the standard Wiener process $\{w\}$, the method of its distribution density is…
The Poisson distribution of order $k$ is a special case of a compound Poisson distribution. Its mean and variance are known, but results for its median and mode are difficult to obtain, although a few cases have been solved and upper/lower…
The Conway-Maxwell-Poisson distribution is a two-parameter generalisation of the Poisson distribution that can be used to model data that is under- or over-dispersed relative to the Poisson distribution. The normalizing constant…
We provide a generalization of Theorem 1 in Bartkiewicz, Jakubowski, Mikosch and Wintenberger (2011) in the sense that we give sufficient conditions for weak convergence of finite dimensional distributions of the partial sum processes of a…