Related papers: On free Generalized Inverse Gaussian distributions
In this paper, we derive the explicit series expansion of the eigenvalue distribution of various models, namely the case of non-central Wishart distributions, as well as correlated zero mean Wishart distributions. The tools used extend…
We study the irreducibility and Galois group of random polynomials over function fields. We prove that a random polynomial $f=y^n+\sum_{i=0}^{n-1}a_i(x)y^i\in\mathbb F_q[x][y]$ with i.i.d coefficients $a_i$ taking values in the set…
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…
Gibbs partitions of the integers generated by stable subordinators of index $\alpha\in(0,1)$ form remarkable classes of random partitions where in principle much is known about their properties, including practically effortless obtainment…
By exploiting the well-known observation that size-biasing or zero-biasing an infinitely divisible random variable may be achieved by adding an independent increment, combined with tools from Stein's method for compound Poisson and Gaussian…
We prove that the classical normal distribution is infinitely divisible with respect to the free additive convolution. We study the Voiculescu transform first by giving a survey of its combinatorial implications and then analytically,…
In this paper, we consider objective Bayesian inference of the generalized exponential distribution using the independence Jeffreys prior and validate the propriety of the posterior distribution under a family of structured priors. We…
According to the well-known Heyde theorem the Gaussian distribution on the real line is characterized by the symmetry of the conditional distribution of one linear form of independent random variables given another. We study analogues of…
For $\alpha>0$ and $\sigma > 0$, we consider the following probability distribution on $\alpha\mathbb N_0$: $\pi_{\alpha,\sigma} = \exp \big(- \frac{\sigma}{{\alpha}^2}\big) \sum_{n=0}^{\infty} \frac{1}{n!}…
Let $X$ be a centered random variable with unit variance, zero third moment, and such that $E[X^4] \ge 3$. Let $\{F_n : n\geq 1\}$ denote a normalized sequence of homogeneous sums of fixed degree $d\geq 2$, built from independent copies of…
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…
In this work we consider Bayesian inference problems with intractable likelihood functions. We present a method to compute an approximate of the posterior with a limited number of model simulations. The method features an inverse Gaussian…
We study the analogue of Kummer distribution in free probability. We prove characterization of free-Kummer and free Poisson distributions by freeness properties together with some assumptions about conditional moments. Our main tools are…
We study the joint distribution of SYK Hamiltonians for different systems with specified overlaps. We show that, in the large-system limit, their joint distribution converges in distribution to a mixed $q$-Gaussian system. We explain that…
In this article the relation between the tail behaviours of a free regular infinitely divisible (positively supported) probability measure and its L\'evy measure is studied. An important example of such a measure is the compound free…
We analyse in a systematic way the occurrences of a remarkable structure in the theory of integrable probability that we call a ``max-independence structure'', when random variables are constructed as a maximum of a sequence of independent…
In this paper we consider Bayesian estimation for the parameters of inverse Gaussian distribution. Our emphasis is on Markov Chain Monte Carlo methods. We provide complete implementation of the Gibbs sampler algorithm. Assuming an…
Recently, many classes of infinitely divisible distributions on R^d have been characterized in several ways. Among others, the first way is to use Levy measures, the second one is to use transformations of Levy measures, and the third one…
We compute the probability distribution of the interface width at the depinning threshold, using recent powerful algorithms. It confirms the universality classes found previously. In all cases, the distribution is surprisingly well…
Given two distributions F and G on the nonnegative integers we propose an algorithm to construct in- and out-degree sequences from samples of i.i.d. observations from F and G, respectively, that with high probability will be graphical, that…