Related papers: The normal distribution is freely selfdecomposable
In this article, we study the normal generation of the mapping class group. We first show that a mapping class is a normal generator if its restriction on the invariant subsurface normally generates the (pure) mapping class group of the…
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.…
A short, information-theoretic proof of the Kac--Bernstein theorem, which is stated as follows, is presented: For any independent random variables $X$ and $Y$, if $X+Y$ and $X-Y$ are independent, then $X$ and $Y$ are normally distributed.
We study the behaviour of differential forms in a manifold having at least one of their maximal isotropic local distributions endowed with the special algebraic property of being decomposable. We show that they can be represented as the sum…
We define a normal form (called the canonical image) of an arbitrary measurable function of several variables with respect to a natural group of transformations; describe a new complete system of invariants of such a function (the system of…
Truncated multivariate distributions arise extensively in econometric modelling when non-negative random variables are intrinsic to the data-generation process. More broadly, truncated multivariate distributions have appeared in censored…
We study weighted sums of free identically distributed self-adjoint random variables with weights chosen randomly from the unit sphere and show that the Kolmogorov distance between the distribution of such a weighted sum and Wigner's…
We establish a central limit theorem for the sum of $\epsilon$-independent random variables, extending both the classical and free probability setting. Central to our approach is the use of graphon limits to characterize the limiting…
We prove that if $p\ge 1$ and $0< r\le p$ then the sequence $\binom{mp+r}{m}\frac{r}{mp+r}$, $m=0,1,2,...$, is positive definite, more precisely, is the moment sequence of a probability measure $\mu(p,r)$ with compact support contained in…
It is a classical result of Wigner that for an hermitian matrix with independent entries on and above the diagonal, the mean empirical eigenvalue distribution converges weakly to the semicircle law as matrix size tends to infinity. In this…
We present a possible extension of the random-matrix theory, which is widely used to describe spectral fluctuations of chaotic systems. By considering the Kaniadakis non-Gaussian statistics, characterized by the index {\kappa}…
We give three counterexamples to the folklore claim that in an arbitrary theory, if a complete type $p$ over a set $B$ does not divide over $C\subseteq B$, then no extension of $p$ to a complete type over $\text{acl}(B)$ divides over $C$.…
We revisit the moment method to obtain a slightly strengthened version of the usual semicircular law. Our version assumes only that the upper triangular entries of Hermitian random matrices are independent, have mean zero and variances…
Ancel, Dobrowolski, and Grabowski (Studia Math., 1994) proved that every countable discrete subgroup of the additive group of a normed space is free Abelian, hence isomorphic to the direct sum of a certain number of copies of the additive…
Wigner integrals and the corresponding Wigner chaos were introduced by P. Biane and R. Speicher in 1998 as a non-commutative counterpart of classical Wiener-It\^o integrals and the corresponding Wiener-It\^o chaos, respectively, in free…
We prove a complete class theorem that characterizes \emph{all} stationary time reversible Markov processes whose finite dimensional marginal distributions (of all orders) are infinitely divisible. Aside from two degenerate cases (iid and…
In this paper, we give some conditions, under which, if an infinitely divisible distribution supported on $[0,\infty)$ belongs to the intersection of exponential distribution class $\mathcal{L}(\gamma)$ for some $\gamma\ge0$ and generalised…
Consider the task of generating samples from a tilted distribution of a random vector whose underlying distribution is unknown, but samples from it are available. This finds applications in fields such as finance and climate science, and in…
A probability distribution is n-divisible if its nth convolution root exists. While modeling the dependence structure between several (re)insurance losses by an additive risk factor model, the infinite divisibility, that is the…
A general piecewise (including pointwise) probability distribution with space-saving notation and its hierarchical particular cases are considered. The explicit closed-form normalization, expectation, and variance formulas along with the…