Related papers: On quasi-infinitely divisible distributions
We represent the product of two correlated normal random variables, and more generally the sum of independent copies of such random variables, as a difference of two independent noncentral chi-square random variables (which we refer to as…
We report on a fundamental role of a non-normalized formal steady state, i.e., an infinite invariant density, in a semi-Markov process where the state is determined by the inter-event time of successive renewals. The state describes certain…
The paper considers the distribution of a general linear combination of central and non-central chi-square random variables by exploring the branch cut regions that appear in the standard Laplace inversion process. Due to the original…
Motion of particles in many systems exhibits a mixture between periods of random diffusive like events and ballistic like motion. In many cases, such systems exhibit strong anomalous diffusion, where low order moments $< |x(t)|^q >$ with…
We examine deviations from Boltzmann-Gibbs statistics for partially equilibrated systems of finite size. We find that such systems are characterized by the Levy distribution whose non-extensivity parameter is related to the number of…
We completely characterize $\Delta$- and local subexponentialities of positive-half compound Poisson distributions and extend the characterization on two-sided distributions. Moreover, $\Delta$-subexponentiality of infinitely divisible…
In this paper, we continue Voiculescu's recent work on the analogous extreme value theory in the context of bi-free probability theory. We derive various equivalent conditions for a bivariate distribution function to be bi-freely…
We study the properties of the discrete Wigner distribution for two qubits introduced by Wotters. In particular, we analyze the entanglement properties within the Wigner distribution picture by considering the negativity of the Wigner…
Let $S(z)$ be an absolutely convergent Dirichlet series with a bounded spectrum and only real zeros $a_n$, let $\mu$ be the sum of unit masses at points $a_n$. It is proven that the Fourier transform $\hat\mu$ in the sense of distributions…
On the basis of the Vlasov chain of equations, a new infinite dispersion chain of equations is obtained for the distribution functions of mixed higher order kinematical values. In contrast to the Vlasov chain, the dispersion chain contains…
Many learning machines such as normal mixtures and layered neural networks are not regular but singular statistical models, because the map from a parameter to a probability distribution is not one-to-one. The conventional statistical…
According to the Wiener-Hopf factorization, the characteristic function $\varphi$ of any probability distribution $\mu$ on $\mathbb{R}$ can be decomposed in a unique way as…
This paper introduces an elliptic quasi-variational inequality (QVI) problem class with fractional diffusion of order $s \in (0,1)$, studies existence and uniqueness of solutions and develops a solution algorithm. As the fractional…
Recent years have seen the Kirkwood-Dirac (KD) distribution come to the forefront as a powerful quasi-probability distribution for analysing quantum mechanics. The KD distribution allows tools from statistics and probability theory to be…
Univariate concepts as quantile and distribution functions involving ranks and signs, do not canonically extend to $\mathbb{R}^d, d\geq 2$. Palliating that has generated an abundant literature. Chapter 1 shows that, unlike the many…
This article comprises a review of both the quasi-probability representations of infinite-dimensional quantum theory (including the Wigner function) and the more recently defined quasi-probability representations of finite-dimensional…
We adopt an empirical approach to the characterization of the distribution of twin primes within the set of primes, rather than in the set of all natural numbers. The occurrences of twin primes in any finite sequence of primes are like…
We present a theory of well-posedness and a priori estimates for bounded distributional (or very weak) solutions of $$\partial_tu-\mathfrak{L}^{\sigma,\mu}[\varphi(u)]=g(x,t)\quad\quad\text{in}\quad\quad \mathbb{R}^N\times(0,T),$$ where…
We report some properties of heavy-tailed Sibuya-like distributions related to thinning, self-decomposability and branching processes. Extension of the thinning operation of on-negative integer-valued random variables to scaling by…
The paper deals with studying a connection of the Littlewood--Offord problem with estimating the concentration functions of some symmetric infinitely divisible distributions. It is shown that the values at zero of the concentration…