Related papers: On quasi-infinitely divisible distributions
Application of the exact statistical inference frequently leads to a non-standard probability distributions of the considered estimators or test statistics. The exact distributions of many estimators and test statistics can be specified by…
In probability theory, there is a tendency to treat one random variable with a given distribution as being just as good as any other. By and large this is fine because probability is (mostly) concerned with distributional properties of…
We study quasi-stationary distribution of the continuous-state branching process with competition introduced in Berestycki, Fittipaldi and Fontbona\ (Probab. Theory Relat. Fields, 2018). This process is constructed as the unique strong…
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.…
Bivariate partial-sums discrete probability distributions are defined. The question of the existence of a limit distribution for iterated partial summations is solved for finite-support bivariate distributions which satisfy conditions under…
We investigate certain analytical properties of the free $\alpha-$stable densities on the line. We prove that they are all classically infinitely divisible when $\alpha\le 1$, and that they belong to the extended Thorin class when $\alpha…
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…
We present a general theorem on the structure of bivariate generating functions which gives sufficient conditions such that the limiting probability distribution is a half-normal distribution. If $X$ is a normally distributed random…
A countable, bounded degree graph is almost finite if it has a tiling with isomorphic copies of finitely many F\o lner sets, and we call it strongly almost finite, if the tiling can be randomized so that the probability that a vertex is on…
The usefulness of time-frequency analysis methods in the study of quasicrystals was pointed out in a previous paper, where we proved that a tempered distribution $\mu$ on ${\mathbb R}^d$ whose Wigner transform is a measure supported on the…
A completely new strategy to calculate parton distribution functions on the lattice has recently been proposed. In this method, lattice calculable observables, called quasi distributions, are related to normal distributions. The quasi…
In 2009, Yano, Yano and Yor proposed the question of studying the infinite divisibility of the $\alpha$-Cauchy variable $\mathcal{C}_\alpha$ for $\alpha > 1$. The particular case $\mathcal{C}_2$ is the well-known standard Cauchy variable,…
We present novel bounds for estimating discrete probability distributions under the $\ell_\infty$ norm. These are nearly optimal in various precise senses, including a kind of instance-optimality. Our data-dependent convergence guarantees…
Let $X$ be an irreducible symmetric Markov process with the strong Feller property. We assume, in addition, that $X$ is explosive and has a tightness property. We then prove the existence and uniqueness of quasi-stationary distributions of…
This paper studies new classes of infinitely divisible distributions on R^d. Firstly, the connecting classes with a continuous parameter between the Jurek class and the class of selfdecomposable distributions are revisited. Secondly, the…
The important application of semi-static hedging in financial markets naturally leads to the notion of quasi self-dual processes. The focus of our study is to give new characterizations of quasi self-duality for exponential L\'evy processes…
In 1964 R.Gangolli published a L\'{e}vy-Khintchine type formula which characterised $K$ bi-invariant infinitely divisible probability measures on a symmetric space $G/K$. His main tool was Harish-Chandra's spherical functions which he used…
Quasi-stationary distributions, as discussed by Darroch & Seneta (1965), have been used in biology to describe the steady state behaviour of population models which, while eventually certain to become extinct, nevertheless maintain an…
Two transformations $\mathcal{A}_1$ and $\mathcal{A}_2$ of L\'{e}vy measures on $\mathbb{R}^d$ based on the arcsine density are studied and their relation to general Upsilon transformations is considered. The domains of definition of…
Let $(\xi,\eta)$ be a bivariate L\'evy process such that the integral $\int\_0^\infty e^{-\xi\_{t-}} d\eta\_t$ converges almost surely. We characterise, in terms of their \LL measures, those L\'evy processes for which (the distribution of)…