Related papers: A characterization of signed discrete infinitely d…
Consider a probability distribution subordinate to a subexponential distribution with finite mean. In this paper, we discuss the second order tail behavior of the subordinated distribution within a rather general framework in which we do…
We study functional stochastic differential equations with a locally unbounded, functional drift focusing on well-posedness, stability and the strong Feller property. Following the non-functional case, we only consider integrability…
We establish a one-to-one correspondence between (i) exchangeable sequences of random variables whose finite-dimensional distributions are minimum (or maximum) infinitely divisible and (ii) non-negative, non-decreasing, infinitely divisible…
A discrete-time stochastic process derived from a model of basketball is used to generalize any discrete distribution. The generalized distributions can have one or two more parameters than the parent distribution. Those derived from…
This work is devoted to switching diffusions that have two components (a continuous component and a discrete component). Different from the so-called Markovian switching diffusions, in the setup, the discrete component (the switching)…
We present analogues of the Poisson limit distribution for the noncommutative bm-independence, which is associated with several positive symmetric cones. We construct related discrete Fock spaces with creation, annihilation and conservation…
Classes of multivariate and cone valued infinitely divisible Gamma distributions are introduced. Particular emphasis is put on the cone-valued case, due to the relevance of infinitely divisible distributions on the positive semi-definite…
Discrete diffusion models have gained increasing attention for their ability to model complex distributions with tractable sampling and inference. However, the error analysis for discrete diffusion models remains less well-understood. In…
A probabilistic secret sharing scheme is a joint probability distribution of the shares and the secret together with a collection of secret recovery functions. The study of schemes using arbitrary probability spaces and unbounded number of…
In this article we survey properties of mixed Poisson distributions and probabilistic aspects of the Stirling transform: given a non-negative random variable $X$ with moment sequence $(\mu_s)_{s\in\mathbb{N}}$ we determine a discrete random…
In this paper, we obtain additional results for a fractional counting process introduced and studied by Di Crescenzo et al. (2016). For convenience, we call it the generalized fractional counting process (GFCP). It is shown that the…
Subordinators are infinitely divisible distributions on the positive half-line. They are often used as mixing distributions in Poisson mixtures. We show that appropriately scaled Poisson mixtures can approximate the mixing subordinator and…
We study the probability distribution function of the long-time values of observables being time-evolved by Hamiltonians modeling clean and disordered one-dimensional chains of many spin-1/2 particles. In particular, we analyze the return…
We show that a slight modification of a theorem of Ruzmaikina and Aizenman on competing particle systems on the real line leads to a characterization of Poisson-Dirichlet distributions $PD(a,0)$. Precisely, let $s$ be a proper random…
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…
The infinite (in both directions) sequence of the distributions $\mu^{(k)}$ of the stochastic integrals $\int_0^{\infty-}c^{-N_{t-}^{(k)}} dL_t^{(k)}$ for integers $k$ is investigated. Here $c>1$ and $(N_t^{(k)},L_t^{(k)})$, $t\geq0$, is a…
This paper introduces shape boundary regions in descriptive proximity forms of CW (Closure-finite Weak) spaces as a source of amiable fixed subsets as well as almost amiable fixed subsets of descriptive proximally continuous (dpc) maps. A…
In this paper, a family of low-density parity-check (LDPC) degree distributions, whose decoding threshold on the binary erasure channel (BEC) admits a simple closed form, is presented. These degree distributions are a subset of the check…
We study the differential properties of higher-order statistical probabilistic programs with recursion and conditioning. Our starting point is an open problem posed by Hongseok Yang: what class of statistical probabilistic programs have…
Using a new class of exactly solvable models based on the pairing interaction, we show that it is possible to construct integrable Hamiltonians with a Wigner distribution of nearest neighbor level spacings. However, these Hamiltonians…