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In this paper, we study compound bi-free Poisson distributions for {\sl two-faced families of random variables}. We prove a Poisson limit theorem for compound bi-free Poisson distributions. Furthermore, a bi-free infinitely divisible…

Operator Algebras · Mathematics 2019-05-10 Mingchu Gao

We prove a multidimensional Poisson limit theorem in free probability, and define joint free Poisson distributions in a non-commutative probability space. We define (compound) free Poisson process explicitly, similar to the definitions of…

Operator Algebras · Mathematics 2015-07-31 Guimei An , Mingchu Gao

We prove that $X^r$ follows an FID distribution if: (1) $X$ follows a free Poisson distribution without an atom at 0 and $r\in(-\infty,0]\cup[1,\infty)$; (2) $X$ follows a free Poisson distribution with an atom at 0 and $r\geq1$; (3) $X$…

Probability · Mathematics 2019-05-28 Takahiro Hasebe

The aim of the present work is to provide a supplement to the authors' paper (2018). It is shown that our results on the approximation of distributions of sums of independent summands by the accompanying compound Poisson laws and the…

Probability · Mathematics 2022-08-04 Friedrich Götze , Andrei Yu. Zaitsev

An essential character for a distribution to play a central role in the limit theory is infinite divisibility. In this note, we prove that the Conway-Maxwell-Poisson (CMP) distribution is infinitely divisible iff it is the Poisson or…

Probability · Mathematics 2023-02-27 Xi Geng , Aihua Xia

We study two-faced families of random variables having bi-free infinitely divisible distributions. We prove a limit theorem of the sums of bi-free two-faced pairs of random variables within a triangular array. Then, by using the full Fock…

Operator Algebras · Mathematics 2016-02-16 Mingchu Gao

The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution…

Probability · Mathematics 2018-03-16 Hari Bercovici , Jiun-Chau Wang , Ping Zhong

This article provides some characterizations of extended COM-Poisson distribution: conditional distribution given the sum, functional operator characterization (Stein identity). We also give some conditions such that the extended…

Statistics Theory · Mathematics 2015-08-26 Huiming Zhang

In this paper, we prove four-moment theorems for multidimensional free Poisson limits on free Wigner chaos or the free Poisson algebra. We prove that, under mild technical conditions, a bi-indexed sequence of free stochastic integrals in…

Operator Algebras · Mathematics 2018-04-12 Mingchu Gao , Junsheng Fang

We prove that symmetric Meixner distributions, whose probability densities are proportional to $|\Gamma(t+ix)|^2$, are freely infinitely divisible for $0<t\leq\frac{1}{2}$. The case $t=\frac{1}{2}$ corresponds to the law of L\'evy's…

Probability · Mathematics 2014-09-12 Marek Bozejko , Takahiro Hasebe

We study the analogue of Kummer distribution in free probability. We prove characterization of free-Kummer and free Poisson distributions by freeness properties together with some assumptions about conditional moments. Our main tools are…

Operator Algebras · Mathematics 2024-06-21 Marcin Świeca

We examine a generalization of the binomial distribution associated with a strictly increasing sequence of numbers and we prove its Poisson-like limit. Such generalizations might be found in quantum optics with imperfect detection. We…

Mathematical Physics · Physics 2015-05-28 E. M. F. Curado , J. P. Gazeau , Ligia M. C. S. Rodrigues

In this article, we give some reviews concerning negative probabilities model and quasi-infinitely divisible at the beginning. We next extend Feller's characterization of discrete infinitely divisible distributions to signed discrete…

Statistics Theory · Mathematics 2018-07-10 Huiming Zhang , Bo Li , G. Jay Kerns

We study free infinite divisibility (FID) for a class which is called generalized power distributions with free Poisson term by using a complex analytic technique and a calculation for the free cumulants and Hankel determinants. In…

Probability · Mathematics 2018-10-16 Junki Morishita , Yuki Ueda

We determine the distributional behavior for products of free random variables in a general infinitesimal triangular array. In the case of positive variables, the main theorem extends a result proved earlier for arrays with identically…

Operator Algebras · Mathematics 2007-05-23 Hari Bercovici , Jiun-Chau Wang

The two parameter Poisson-Dirichlet distribution $PD(\alpha,\theta)$ is the distribution of an infinite dimensional random discrete probability. It is a generalization of Kingman's Poisson-Dirichlet distribution. The two parameter Dirichlet…

Probability · Mathematics 2009-03-22 Shui Feng , Wei Sun

Let $X_1, \ldots, X_n$ be independent random points drawn from an absolutely continuous probability measure with density $f$ in $\mathbb{R}^d$. Under mild conditions on $f$, we derive a Poisson limit theorem for the number of large…

Probability · Mathematics 2018-11-20 László Györfi , Norbert Henze , Harro Walk

Motivated by the need, in some Bayesian likelihood free inference problems, of imputing a multivariate counting distribution based on its vector of means and variance-covariance matrix, we define a generic multivariate discrete…

Applications · Statistics 2011-03-28 Marcos Capistrán , J. Andrés Christen

The one-dimensional Dickman distribution arises in various stochastic models across number theory, combinatorics, physics, and biology. Recently, a definition of the multidimensional Dickman distribution has appeared in the literature,…

Probability · Mathematics 2026-04-30 Anastasiia S. Kovtun , Nikolai N. Leonenko , Andrey Pepelyshev

We find necessary and sufficient conditions for the free additive infinite divisibility of some free multiplicative convolutions with the Wigner, the arcsine, the free Poisson and other distributions, including explicit examples.

Probability · Mathematics 2013-02-25 Victor Perez-Abreu , Noriyoshi Sakuma
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