Related papers: On free Generalized Inverse Gaussian distributions
We study the probabilistic properties of the Greatest Increase Grid (GIG) digraph. We compute the probability of a particular sequence of directed edges connecting two random vertices. We compute the joint probability that a set of vertices…
The Tracy-Widom distribution that has been much studied in recent years can be thought of as an extreme value distribution. We discuss interpolation between the classical extreme value distribution $\exp(-\exp(-x))$, the Gumbel distribution…
A novel over-dispersed discrete distribution, namely the PoiTG distribution is derived by the convolution of a Poisson variate and an independently distributed transmuted geometric random variable. This distribution generalizes the…
We prove that a random distribution in two dimensions which is conformally invariant and satisfies a natural domain Markov property is a multiple of the Gaussian free field. This result holds subject only to a fourth moment assumption.
Gibbs partition models are the largest class of infinite exchangeable partitions of the positive integers generalizing the product form of the probability function of the two-parameter Poisson-Dirichlet family. Recently those models have…
We characterize the limiting distributions of random variables of the form $P_n\left( (X_i)_{i \ge 1} \right)$, where: (i) $(P_n)_{n \ge 1}$ is a sequence of multivariate polynomials, each potentially involving countably many variables;…
In this article, a generalized inverse xgamma distribution (GIXGD) has been introduced as the generalized version of the inverse xgamma distribution. The proposed model exhibits the pattern of non-monotone hazard rate and belongs to family…
In this paper we propose a novel framework for the construction of sparsity-inducing priors. In particular, we define such priors as a mixture of exponential power distributions with a generalized inverse Gaussian density (EP-GIG). EP-GIG…
If the prior probability distributions of all possible hypothetical true means and all possible observed means of a continuous variable are conditional on the universal set of all numbers (i.e., before the nature of a study is known and a…
We investigate the complex Gaussian as well as non-Gaussian distributed random analytical and entire functions (complex entire random field) and calculate their domain of definiteness (radius of convergence) as well as some important…
We present a combinatorial approach to the infinitesimal distribution of the Gaussian orthogonal ensemble (GOE). In particular we show how the infinitesimal moments are described by non-crossing partitions, but not of type B. We demonstrate…
A self-contained exposition is given of the topological and Galois-theoretic properties of the category of combinatorial 1-complexes, or graphs, very much in the spirit of Stallings. A number of classical, as well as some new results about…
Asymptotic properties of finitely generated subgroups of free groups, and of finite group presentations, can be considered in several fashions, depending on the way these objects are represented and on the distribution assumed on these…
We introduce the free analogue of the classical beta prime distribution by the multiplicative free convolution of the free Poisson and the reciprocal of free Poisson distributions, and related free analogues of the classical $F$, $T$, and…
Standard Gaussian graphical models (GGMs) implicitly assume that the conditional independence among variables is common to all observations in the sample. However, in practice, observations are usually collected form heterogeneous…
The q-Gaussian is a probability distribution generalizing the Gaussian one. In spite of a q-normal distribution is popular, there is a problem when calculating an expectation value with a corresponding normalized distribution and not a…
Region-of-Interest (ROI)-based image compression allocates bits unevenly according to the semantic importance of different regions. Such differentiated coding typically induces a sharp-peaked and heavy-tailed distribution. This distribution…
We prove two universality results for random tensors of arbitrary rank D. We first prove that a random tensor whose entries are N^D independent, identically distributed, complex random variables converges in distribution in the large N…
We consider the Gumbel or extreme value statistics describing the distribution function p_G(x_max) of the maximum values of a random field x within patches of fixed size. We present, for smooth Gaussian random fields in two and three…
In testing the independence of two Gaussian populations, one computes the distribution of the sample canonical correlation coefficients, given that the actual correlation is zero. The "Laplace transform" of this distribution is not only an…