Related papers: On Quasi-Infinitely Divisible Distributions with a…

We prove an almost continuous version of Dye's theorem: any two non-atomic probability measure preserving homeomorphisms of Polish spaces are almost continuously orbit equivalent. More precisely they are orbit equivalent by a map which is…

We consider a type of nonnormal approximation of infinitely divisible distributions that incorporates compound Poisson, Gamma, and normal distributions. The approximation relies on achieving higher orders of cumulant matching, to obtain…

The halfspace depth of a $d$-dimensional point $x$ with respect to a finite (or probability) Borel measure $\mu$ in $\mathbb{R}^d$ is defined as the infimum of the $\mu$-masses of all closed halfspaces containing $x$. A natural question is…

This note examines the infinite divisibility of density-based transformations of normal random variables. We characterize a class of density-based transformations of normal variables which produces non-infinitely divisible distributions. We…

We derive a necessary and sufficient condition for stochastic processes to have almost periodic finite dimensional distributions; in particular, we obtain characterizations for infinitely divisible processes to be almost periodic in terms…

We prove that there exists a diffusion process whose invariant measure is the three dimensional polymer measure $\nu_\lambda$ for all $\lambda>0$. We follow in part a previous incomplete unpublished work of the first named author with M.…

Let $\mu$ be a positive measure on the real line with locally finite support $\Lambda$ and integer masses such that its Fourier transform in the sense of distributions is a purely point measure. An explicit form is found for an entire…

This paper considers statistical estimation problems where the probability distribution of the observed random variable is invariant with respect to actions of a finite topological group. It is shown that any such distribution must satisfy…

The Glivenko-Cantelli theorem states that the empirical distribution function converges uniformly almost surely to the theoretical distribution for a random variable $X \in \mathbb{R}$. This is an important result because it establishes the…

We establish some limit theorems for quasi-arithmetic means of random variables. This class of means contains the arithmetic, geometric and harmonic means. Our feature is that the generators of quasi-arithmetic means are allowed to be…

Consider a subcritical branching Markov chain. Let $Z_n$ denote the counting measure of particles of generation $n$. Under some conditions, we give a probabilistic proof for the existence of the Yaglom limit of $(Z_n)_{n\in\mathbb{N}}$ by…

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…

We study the relationship between different kinds of convergence of finite signed measures and discuss their metrizability. In particular, we study the concept of basic convergence recently introduced by Khartov [arXiv:2204.13667] and…

We introduce a class of probability measures whose densities near infinity are mixtures of Pareto distributions. This class can be characterized by the Fourier transform which has a power series expansion including real powers, not only…

Sampling bias is a foundational concept in statistics; associated bias transforms, such as size bias, have come to play important roles in probability theory of late. The first author and G. Reinert introduced zero bias, a transform whose…

We study two types of probability measures on the set of integer partitions of $n$ with at most $m$ parts. The first one chooses the random partition with a chance related to its largest part only. We then obtain the limiting distributions…

Let $X(\cdot)$ be a non-degenerate, positive recurrent one-dimensional diffusion process on $\mathbb{R}$ with invariant probability density $\mu(x)$, and let $\tau_y=\inf\{t\ge0: X(t)=y\}$ denote the first hitting time of $y$. Let…

Distribution function is essential in statistical inference, and connected with samples to form a directed closed loop by the correspondence theorem in measure theory and the Glivenko-Cantelli and Donsker properties. This connection creates…

Given a free additive convolution semigroup $\left(\mu_t\right)_{t\geq 0}$ and a probability measure $\nu$ on $\mathbb{R}$, we find the necessary and sufficient conditions for the process $\mu_t \boxplus \nu$ to be Lebesgue absolutely…

We investigate the relation of the semigroup probability density of an infinite activity L\'{e}vy process to the corresponding L\'{e}vy density. For subordinators, we provide three methods to compute the former from the latter. The first…