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In this paper we specify some facts about the sequence of polynomials associated to a \CSK family and we prove that quadratic variance function is characterized by the property of orthogonality of these polynomials.

Probability · Mathematics 2017-06-05 Raouf Fakhfakh

This paper continues the study of a kernel family which uses the Cauchy-Stieltjes kernel in place of the celebrated exponential kernel of the exponential families theory. We extend the theory to cover generating measures with support that…

Probability · Mathematics 2014-07-29 Wlodzimierz Bryc , Abdelhamid Hassairi

We explore properties of Cauchy-Stieltjes families that have no counterpart in exponential families. We relate the variance function of the iterated Cauchy-Stieltjes family to the pseudo-variance function of the initial Cauchy-Stieltjes…

Probability · Mathematics 2012-10-10 Wlodek Bryc , Raouf Fakhfakh , Abdelhamid Hassairi

In this paper, we determine the effect of the free multiplicative convolution on the pseudo-variance function of a Cauchy-Stieltjes kernel family. We then use the machinery of variance functions to establish some limit theorems related to…

Probability · Mathematics 2020-04-16 Abdelhamid Hassairi , Raouf Fakhfakh

We express generalized Cauchy-Stieltjes transforms of some particular Beta distributions (of ultraspherical type generating functions for orthogonal polynomials) as a powered Cauchy-Stieltjes transform of some measure. For suitable values…

Probability · Mathematics 2009-02-03 Nizar Demni

We are studying here a family of probability density functions indexed by a real parameter, and constructed from homographic relations between associated Stieltjes transforms. From the analysis of orthogonal polynomials we deduce a family…

Classical Analysis and ODEs · Mathematics 2011-05-12 Roland Groux

We characterize by the use of free probability the family of measures for which the mulitiplicative renormalization method applies with $h(x) = (1-x)^_{-1}$. This provides a representation formula for their Voiculescu Transforms.

Probability · Mathematics 2009-02-02 Marek Bozejko , Nizar Demni

Suppose V{\nu} is the pseudo-variance function of the Cauchy-Stieltjes Kernel (CSK) family K+({\nu}) generated by a non degenerate probability measure {\nu} with support bounded from above. We determine the formula for pseudo-variance…

Probability · Mathematics 2020-03-24 Raouf Fakhfakh

For two families of beta distributions, we show that the generalized Stieltjes transforms of their elements may be written as elementary functions (powers and fractions) of the Stieltjes transform of the Wigner distribution. In particular,…

Classical Analysis and ODEs · Mathematics 2016-04-13 Nizar Demni

In this note we provide a simple approximation theory motivation for the circular kernel density estimation and further explore the usefulness of the wrapped Cauchy kernel in this context. It is seen that the wrapped Cauchy kernel appears…

Statistics Theory · Mathematics 2016-01-20 Yogendra P. Chaubey

The Stieltjes (or sometimes called the Cauchy) transform is a fundamental object associated with probability measures, corresponding to the generating function of the moments. In certain applications such as free probability it is essential…

Numerical Analysis · Mathematics 2024-10-22 James Chen , Sheehan Olver

The generating function of Stieltjes-Carlitz polynomials is a solution of Heun's differential equation and using this relation Carlitz was the first to get exact closed forms for some Heun functions. Similarly the associated…

Classical Analysis and ODEs · Mathematics 2016-09-06 Galliano Valent

In this paper we show how to construct a regular, non commutative Cauchy kernel for slice regular quaternionic functions. We prove an (algebraic) representation formula for such functions, which leads to a new Cauchy formula. We find the…

Complex Variables · Mathematics 2010-03-30 Fabrizio Colombo , Graziano Gentili , Irene Sabadini

We explore some probabilistic applications arising in connections with $K$-theoretic symmetric functions. For instance, we determine certain corner distributions of random lozenge tilings and plane partitions. We also introduce some…

Combinatorics · Mathematics 2021-03-05 Damir Yeliussizov

A class of Stieltjes functions of finite type is introduced. These satisfy Widder's conditions on the successive derivatives up to some finite order, and are not necessarily smooth. We show that such functions have a unique integral…

Classical Analysis and ODEs · Mathematics 2016-04-19 Lennart Bondesson , Thomas Simon

We investigate the existence and uniqueness of solutions to first-order Stieltjes differential problems, focusing on the role of the Stieltjes derivative and its kernel. Unlike the classical case, the kernel of the Stieltjes derivative…

Classical Analysis and ODEs · Mathematics 2025-04-01 Francisco J. Fernández , Ignacio Márquez Albés , F. Adrián F. Tojo , Carlos Villanueva Mariz

Free exponential families have been previously introduced as a special case of the q-exponential family. We show that free exponential families arise also from a procedure analogous to the definition of exponential families by using the…

Probability · Mathematics 2010-06-08 Wlodzimierz Bryc

Sigmoid functions play an important role in many areas of applied mathematics, including machine learning, population dynamics and probability. We place the study of sigmoid functions in the context of the derivative sub-group of the group…

Classical Analysis and ODEs · Mathematics 2017-02-17 Paul Barry

By using Cauchy integral formula in the theory of complex functions, the authors establish some integral representations for the principal branches of several complex functions involving the logarithmic function, find some properties, such…

Classical Analysis and ODEs · Mathematics 2016-08-22 Feng Qi , Wen-Hui Li

Orthogonal polynomials with respect to a weight function defined on a wedge in the plane are studied. A basis of orthogonal polynomials is explicitly constructed for two large class of weight functions and the convergence of Fourier…

Classical Analysis and ODEs · Mathematics 2018-07-06 Sheehan Olver , Yuan Xu
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