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We present an extension of a theorem by Michael Drmota and Mich\`ele Soria [Images and Preimages in Random Mappings, 1997] that can be used to identify the limiting distribution for a class of combinatorial schemata. This is achieved by…

Combinatorics · Mathematics 2016-05-11 Michael Wallner

In a recent article a generalization of the binomial distribution associated with a sequence of positive numbers was examined. The analysis of the nonnegativeness of the formal expressions was a key-point to allow to give them a statistical…

Mathematical Physics · Physics 2015-06-04 H. Bergeron , E. M. F. Curado , J. P. Gazeau , Ligia M. C. S. Rodrigues

We prove a general transfer theorem for multivariate random sequences with independent random indexes in the double array limit setting. We also prove its partial inverse providing necessary and sufficient conditions for the convergence of…

Probability · Mathematics 2016-11-04 V. Yu. Korolev , A. I. Zeifman

The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…

Data Analysis, Statistics and Probability · Physics 2024-04-08 Damián H. Zanette , Inés Samengo

Many important transport phenomena are described by simple mathematical models rooted in the diffusion equation. Geometrical constraints present in such phenomena often have influence of a universal sort and manifest themselves in scaling…

Statistical Mechanics · Physics 2007-05-23 Michael Slutsky

The central limit theorem ensures that a sum of random variables tends to a Gaussian distribution as their total number tends to infinity. However, for a class of positive random variables, we find that the sum tends faster to a log-normal…

Fluid Dynamics · Physics 2013-10-16 H. Mouri

For the distributions of finitely many binary random variables, we study the interaction of restrictions of the supports with conditional independence constraints. We prove a generalization of the Hammersley-Clifford theorem for…

Statistics Theory · Mathematics 2024-11-06 Thomas Kahle , Seth Sullivant

The algebraic area probability distribution of closed planar random walks of length N on a square lattice is considered. The generating function for the distribution satisfies a recurrence relation in which the combinatorics is encoded. A…

Statistical Mechanics · Physics 2015-05-13 Stefan Mashkevich , Stéphane Ouvry

This paper concerns a random walk that moves on the integer lattice and has zero mean and a finite variance. We obtain first an asymptotic estimate of the transition probability of the walk absorbed at the origin, and then, using the…

Probability · Mathematics 2011-03-31 Kohei Uchiyama

Normalisation in probability theory turns a subdistribution into a proper distribution. It is a partial operation, since it is undefined for the zero subdistribution. This partiality makes it hard to reason equationally about normalisation.…

Logic in Computer Science · Computer Science 2023-06-22 Bart Jacobs

We use a system of first-order partial differential equations that characterize the moment generating function of the $d$-variate standard normal distribution to construct a class of affine invariant tests for normality in any dimension. We…

Statistics Theory · Mathematics 2019-01-15 Norbert Henze , Jaco Visagie

We consider sequences of random variables whose probability generating functions are polynomials all of whose roots lie on the unit circle. The distribution of such random variables has only been sporadically studied in the literature. We…

Probability · Mathematics 2013-01-11 Hsien-Kuei Hwang , Vytas Zacharovas

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…

Statistics Theory · Mathematics 2015-07-28 Haim Shore

We consider a recurrent random walk of i.i.d. increments on the one-dimensional integer lattice and obtain a formula relating the hitting distribution of a half-line with the potential function, $a(x)$, of the random walk. Applying it, we…

Probability · Mathematics 2020-12-24 Kohei Uchiyama

In recent years, the quasi parton distribution has been introduced for extracting the parton distribution functions from lattice QCD simulations. The quasi and standard distribution share the same perturbative collinear singularity and the…

High Energy Physics - Lattice · Physics 2017-03-28 Tomomi Ishikawa , Yan-Qing Ma , Jian-Wei Qiu , Shinsuke Yoshida

A Galton-Watson branching process with immigration evolving in a random environment is considered. Its associated random walk is assumed to be oscillating. We prove a functional limit theorem in which the process under consideration is…

Probability · Mathematics 2020-03-17 V. I. Afanasyev

We study a linear-fractional Bienaym\'e-Galton-Watson process with a general type space. The corresponding tree contour process is described by an alternating random walk with the downward jumps having a geometric distribution. This leads…

Probability · Mathematics 2016-03-07 Alexey Lindo , Serik Sagitov

In this paper, we present three remarkable properties of the normal distribution: first that if two independent variables's sum is normally distributed, then each random variable follows a normal distribution (which is referred to as the…

Probability · Mathematics 2020-07-14 Eric Benhamou , Beatrice Guez , Nicolas Paris

We give necessary and sufficient conditions for the existence of a phantom distribution function for a stationary random field on a regular lattice. We also introduce a less demanding notion of a directional phantom distribution, with…

Probability · Mathematics 2020-04-16 Adam Jakubowski , Igor Rodionov , Natalia Soja-Kukieła

The probability distribution of the number $s$ of distinct sites visited up to time $t$ by a random walk on the fully-connected lattice with $N$ sites is first obtained by solving the eigenvalue problem associated with the discrete master…

Statistical Mechanics · Physics 2016-10-21 L. Turban
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