Related papers: On the Leibniz rule for random variables
The notion of $L^p$-distributions is introduced on Riemannian symmetric spaces of noncompact type and their main properties are established. We use a geometric description for the topology of the space of test functions in terms of the…
We show that the L^p norms of random sequences {s_N} of L^2 normalized holomorphic sections of increasing powers of an ample line bundle on a compact Kahler manifold are almost surely bounded for 2<p< infinity, and are almost surely O((log…
We study the statistical properties of random numbers under the Martin-L\"of definition of randomness, proving that random numbers obey analogues of Strong Law of Large Numbers, the Law of the Iterated Logarithm, and that they are normal.…
Log-concave distributions include some important distributions such as normal distribution, exponential distribution and so on. In this note, we show inequalities between two Lp-norms for log-concave distributions on the Euclidean space.…
In this article we study asymptotic behavior of the probability that a random monic polynomial with integer coefficients is irreducible over the integers. We consider the cases where the coefficients grow together with the degree of the…
The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…
Given a function $f\in L^2(\mathbb R)$, we consider means and variances associated to $f$ and its Fourier transform $\hat{f}$, and explore their relations with the Wigner transform $W(f)$, obtaining a simple new proof of Shapiro's…
We study a well-known problem concerning a random variable $Z$ uniformly distributed between two independent random variables. A new extension has been introduced for this problem and fairly large classes of randomly weighted average…
Let $X$ be a random variable with finite second moment. We investigate the inequality: $P\{|X-E[X]|\le \sqrt{{\rm Var}(X)}\}\ge P\{|Z|\le 1\}$, where $Z$ is a standard normal random variable. We prove that this inequality holds for many…
In this paper we present a conditional principle of Gibbs type for independent nonidentically distributed random vectors. We obtain this result by performing Edgeworth expansions for densities of sums of independent random vectors.
We establish a comprehensive probability theory for coherent transport of random waves through arbitrary linear media. The transmissivity distribution for random coherent waves is a fundamental B-spline with knots at the transmission…
It is well-known that a random variable, i.e., a function defined on a probability space, with values in a Borel space, can be represented on the special probability space consisting of the unit interval with Lebesgue measure. We show an…
We study the behavior of the Riemann zeta function on the critical line when the imaginary part of the argument is sampled by the Cauchy random walk. We develop a complete second order theory for the corresponding system of random variables…
We consider the logarithm of the characteristic polynomial of random permutation matrices, evaluated on a finite set of different points. The permutations are chosen with respect to the Ewens distribution on the symmetric group. We show…
For the homogeneous Boltzmann equation with (cutoff or non cutoff) hard potentials, we prove estimates of propagation of Lp norms with a weight $(1+ |x|^2)^q/2$ ($1 < p < +\infty$, $q \in \R\_+$ large enough), as well as appearance of such…
We establish explicit exponential convergence estimates for the renewal theorem, in terms of a uniform component of the inter arrival distribution, of its Laplace transform which is assumed finite on a positive interval, and of the Laplace…
We discuss general positivity conditions necessary for a definition of a relativistic diffusion on the phase space. We show that Lorentz covariant random vector fields on the forward cone $p^{2}\geq 0$ lead to a definition of a generator of…
The radial probability measures on $R^p$ are in a one-to-one correspondence with probability measures on $[0,\infty[$ by taking images of measures w.r.t. the Euclidean norm mapping. For fixed $\nu\in M^1([0,\infty[)$ and each dimension p,…
In testing the independence of two Gaussian populations, one computes the distribution of the sample canonical correlation coefficients, given that the actual correlation is zero. The "Laplace transform" of this distribution is not only an…
We discuss the distribution of the spectrum at infinity of a convenient and nondegenerate Laurent polynomial (singularity side) and the distribution of the Newton spectrum of a polytope (Ehrhart theory side). To this end, we study a hard…