Related papers: The exp-normal distribution is infinitely divisibl…
A random variable is equi-dispersed if its mean equals its variance. A Poisson distribution is a classical example of this phenomenon. However, a less well-known fact is that the class of normal densities that are equi-dispersed constitutes…
A novel, non-trivial, probabilistic upper bound on the entropy of an unknown one-dimensional distribution, given the support of the distribution and a sample from that distribution, is presented. No knowledge beyond the support of the…
Given any oracle, A, we construct a basic sequence Q, computable in the jump of A, such that no A-computable real is Q-distribution-normal. A corollary to this is that there is a Delta^0_{n+1} basic sequence with respect to which no…
This paper introduces the class of selfdecomposable distributions concerning Boolean convolution. A general regularity property of Boolean selfdecomposable distributions is established; in particular the number of atoms is at most two and…
In this paper, we study the risk bounds for samples independently drawn from an infinitely divisible (ID) distribution. In particular, based on a martingale method, we develop two deviation inequalities for a sequence of random variables of…
Hooley proved that if $f\in \Bbb Z [X]$ is irreducible of degree $\ge 2$, then the fractions $\{ r/n\}$, $0<r<n$ with $f(r)\equiv 0\pmod n$, are uniformly distributed in $(0,1)$. In this paper we study such problems for reducible…
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…
When split conformal prediction operates in batch mode with exchangeable data, we determine the exact distribution of the empirical coverage of prediction sets produced for a finite batch of future observables, as well as the exact…
Let $\alpha$ be a Steinhaus or a Rademacher random multiplicative function. For a wide class of multiplicative functions $f$ we show that the sum $\sum_{n \le x}\alpha(n) f(n)$, normalised to have mean square $1$, has a non-Gaussian…
For a given set of integers $\mathcal{S}$, let $\mathcal{R}_n^*(\mathcal{S})$ denote the set of reducible polynomials $f(X)=a_nX^n+a_{n-1}X^{n-1}+\cdots+a_1X+a_0$ over $\mathbb{Z}[X]$ with $a_i\in\mathcal{S}$ and $a_0a_n\ne 0$. In this…
Generalized Maxwell distribution is an extension of the classic Maxwell distribution. In this paper, we concentrate on the joint distributional asymptotics of normalized maxima and minima. Under optimal normalizing constants, asymptotic…
Exponential distribution is ubiquitous in the framework of multi-agent systems. An alternative approach with an economic motivation to derive the exponential distribution in the framework of iterations in the space of distributions is…
In this paper, we consider approximating expansions for the distribution of integer valued random variables, in circumstances in which convergence in law cannot be expected. The setting is one in which the simplest approximation to the…
Grubbs and Weaver (JASA 42 (1947) 224--241) suggest a minimum-variance unbiased estimator for the population standard deviation of a normal random variable, where a random sample is drawn and a weighted sum of the ranges of subsamples is…
Given natural parameters s and r, where $2\leq s\leq r$, we consider the distribution of a random variable $\xi=\sum\limits_{k=1}^{\infty}s^{-k}\xi_k\equiv\Delta^{r_s}_{\xi_1\xi_2...\xi_k...},$ where $(\xi_k)$ is a sequence of independent…
The index of codivisibility of a set of integers is the size of its largest subset with a common prime divisor. For large random samples of integers, the index of codivisibility is approximately normal.
Suppose $n$ independent random variables $X_1, X_2, \dots, X_n$ have zero mean and equal variance. We prove that if the average of $\chi^2$ distances between these variables and the normal distribution is bounded by a sufficiently small…
We consider arbitrary discrete probability laws on the real line. We obtain a criterion of their belonging to a new class of quasi-infinitely divisible laws, which is a wide natural extension of the class of well known infinitely divisible…
According to a general probabilistic principle, the natural divisors of friable integers (i.e.~free of large prime factors) should normally present a Gaussian distribution. We show that this indeed is the case with conditional density…
The statistics of transmission through random 1D media are generally presumed to be universal and to depend only upon a single dimensionless parameter-the ratio of the sample length and the mean free path, s = L/l. Here, we show in…