Related papers: The normal distribution is freely selfdecomposable
Inspirations for this paper can be traced to Urbanik (1972) where convolution semigroups of multiple decomposable distributions were introduced. In particular, the classical gamma $\mathbb{G}_t$ and $\log \mathbb{G}_t$, $t>0$ variables are…
The extended de Finetti theorem characterizes exchangeable infinite random sequences as conditionally i.i.d. and shows that the apparently weaker distributional symmetry of spreadability is equivalent to exchangeability. Our main result is…
We construct an $S_3$-symmetric probability distribution on $\{(a,b,c) \in \mathbb{Z}_{\geq 0}^3 \: : \: a+b+c =n \}$ such that its marginal achieves the maximum entropy among all probability distributions on $\{0,1,\ldots,n\}$ with mean…
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…
Many classical variables (statistics) are selfdecomposable. They admit the random integral representations via L\'evy processes. In this note are given formulas for their background driving distribution functions (BDDF). This may be used…
We introduce the notion of free decomposition spaces: they are simplicial spaces freely generated by their inert maps. We show that left Kan extension along the inclusion $j \colon \Delta_{\operatorname{inert}} \to \Delta$ takes general…
For $\,0<\alpha\le \infty$, new subclasses $\,\mathcal{U}^{<\alpha>}$ of the class $\,\mathcal{U}$, of s-selfdecomposable probability measures, are studied. They are described by random integrals, by their characteristic functions and their…
Asymptotic properties of finitely generated subgroups of free groups, and of finite group presentations, can be considered in several fashions, depending on the way these objects are represented and on the distribution assumed on these…
This paper is concerned with the distribution of normalized zero-sets of random entire functions. The normalization of the zero-set is performed in the same way as that of the counting function for an entire function in Nevanlinna theory.…
Probability distributions supported on the simplex enjoy a wide range of applications across statistics and machine learning. Recently, a novel family of such distributions has been discovered: the continuous categorical. This family enjoys…
We construct a random matrix model for the bijection \Psi between clas- sical and free infinitely divisible distributions: for every d\geq1, we associate in a quite natural way to each *-infinitely divisible distribution \mu a distribution…
In this expository article, we give a self-contained introduction to the wonderfully well-behaved class of pseudocompact algebras, focusing on the foundational classes of semisimple and separable algebras. We give characterizations of such…
It is shown that the limits of the nested subclasses of five classes of infinitely divisible distributions on $R^d$, which are the Jurek class, the Goldie-Steutel-Bondesson class, the class of selfdecomposable distributions, the Thorin…
We introduce and study the notion of k-divisible elements in a non-commutative probability space. A k-divisible element is a (non-commutative) random variable whose n-th moment vanishes whenever n is not a multiple of k. First, we consider…
This paper develops a theory for completely random measures in the framework of free probability. A general existence result for free completely random measures is established, and in analogy to the classical work of Kingman it is proved…
In the first part of this paper, we generalize the results of the author \cite{Liu,Liu2} from the random flow case to the random semiflow case, i.e. we obtain Conley decomposition theorem for infinite dimensional random dynamical systems.…
We show that any distribution function on $\mathbb{R}^d$ with nonnegative, nonzero and integrable marginal distributions can be characterized by a norm on $\mathbb{R}^{d+1}$, called $F$-norm. We characterize the set of $F$-norms and prove…
We describe a probability distribution on isomorphism classes of principally quasi-polarized p-divisible groups over a finite field k of characteristic p which can reasonably be thought of as "uniform distribution," and we compute the…
The Generalized Central Limit Theorem is a remarkable generalization of the Central Limit Theorem, showing that the sum of a large number of independent, identically-distributed (i.i.d) random variables with infinite variance may converge…
Belinschi and Nica introduced a composition semigroup on the set of probability measures. Using this semigroup, they introduced a free divisibility indicator, from which one can know whether a probability measure is freely infinitely…