Related papers: The normal distribution is freely selfdecomposable

We show that all negative powers B_{a,b}^-{s} of the Beta distribution are infinitely divisible. The case b<1 follows by complete monotonicity, the case b > 1, s > 1 by hyperbolically complete monotonicity and the case b > 1, s < 1 by a…

We prove that many of beta, beta prime, gamma, inverse gamma, Student t- and ultraspherical distributions are freely infinitely divisible, but some of them are not. The latter negative result follows from a local property of probability…

We prove that a normalized sequence of multiple Wigner integrals (in a fixed order of free Wigner chaos) converges in law to the standard semicircular distribution if and only if the corresponding sequence of fourth moments converges to 2,…

For the class of free-infinitely divisible transforms are introduced three families of increasing Urbanik type subclasses of those transforms. They begin with the class of free-normal transforms and end up with the whole class of…

Let $f$ be a distribution (generalised function) on the real line. If there is a continuous function $F$ with real limits at infinity such that $F'=f$ (distributional derivative) then the distributional integral of $f$ is defined as…

Let $\Omega_p$ be the group of $p$-adic numbers, $ \xi_1$ and $\xi_2$ be independent random variables with values in $\Omega_p$ and distributions $\mu_1$ and $\mu_2$. Let $\alpha_j, \beta_j$ be topological automorphisms of $\Omega_p$.…

The product of two zero mean correlated normal random variables, and more generally the sum of independent copies of such random variables, has received much attention in the statistics literature and appears in many application areas.…

Classical distributional symmetries can be described as invariance under the actions of semigroups (or groups) of matrix structures, and subsequently under the coactions of continuous functions on the matrix semigroups (or groups) generated…

A compactly supported distribution is called invertible in the sense of Ehrenpreis-H\"ormander if the convolution with it induces a surjection from $\mathcal{C}^{\infty}(\mathbb{R}^{n})$ to itself. We give sufficient conditions for radial…

An infinitely divisible distribution on $\mathbb{R}$ is a probability measure $\mu$ such that the characteristic function $\hat{\mu}$ has a L\'{e}vy-Khintchine representation with characteristic triplet $(a,\gamma, \nu)$, where $\nu$ is a…

One of the main applications of free probability is to show that for appropriately chosen independent copies of $d$ random matrix models, any noncommutative polynomial in these $d$ variables has a spectral distribution that converges…

Assume that $m,s\in\mathbb N$, $m>1$, while $f$ is a polynomial with integer coefficients, $\text{deg}~f>1$, $f^{(i)}$ is the $i$th iteration of the polynomial $f$, $\kappa_n$ has a discrete uniform distribution on the set $\{0,1,\ldots,m^n…

We consider a new class $\boldsymbol{Q}$ of distribution functions $F$ that have the property of rational-infinite divisibility: there exist some infinitely divisible distribution functions $F_1$ and $F_2$ such that $F_1=F*F_2$. A…

We provide a coordinate-free version of the local classification, due to A. G. Walker [Quart. J. Math. Oxford (2) 1, 69 (1950)], of null parallel distributions on pseudo-Riemannian manifolds. The underlying manifold is realized, locally, as…

The goal of this paper is to attract attention of the reader to a dimension-free geometric inequality that can be proved using the classical needle decomposition. This inequality allows us to derive sharp dimension-free estimates for the…

The normal form theorem, proved in R. Laver, On the left distributive law and the freeness of an algebra of elementary embeddings, Advances in Mathematics 91 (1992), 209-231, for the free algebra $\Cal A$ on one generator $x$ satisfying the…

We give a new construction of free distributive p-algebras. Our construction relies on a detailed description of completely meet-irreducible congruences, so it is purely universal algebraic. It yields a normal form theorem for p-algebra…

Let $B$ be a finite, separable von Neumann algebra. We prove that a $B$-valued distribution $\mu$ that is the weak limit of an infinitesimal array is infinitely divisible. The proof of this theorem utilizes the Steinitz lemma and may be…

Algorithmic theories of randomness can be related to theories of probabilistic sequence prediction through the notion of a predictor, defined as a function which supplies lower bounds on initial-segment probabilities of infinite sequences.…

Asymptotic behavior (with respect to the number of trials) of symmetric generalizations of binomial distributions and their related entropies are studied through three examples. The first one derives from the q-exponential as a generating…