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We completely characterize $\Delta$- and local subexponentialities of positive-half compound Poisson distributions and extend the characterization on two-sided distributions. Moreover, $\Delta$-subexponentiality of infinitely divisible…
The lognormal distribution describing, e.g., exponentials of Gaussian random variables is one of the most common statistical distributions in physics. It can exhibit features of broad distributions that imply qualitative departure from the…
Classes of multivariate and cone valued infinitely divisible Gamma distributions are introduced. Particular emphasis is put on the cone-valued case, due to the relevance of infinitely divisible distributions on the positive semi-definite…
We conjecture that the distribution of the edge-disjoint union of two random regular graphs on the same vertex set is asymptotically equivalent to a random regular graph of the combined degree, provided it grows as the number of vertices…
An invertible function is bi-Lipschitz if both the function and its inverse have bounded Lipschitz constants. Nowadays, most Normalizing Flows are bi-Lipschitz by design or by training to limit numerical errors (among other things). In this…
We construct an absolutely normal number whose continued fraction expansion is normal in the sense that it contains all finite patterns of partial quotients with the expected asymptotic frequency as given by the Gauss-Kuzmin measure. The…
We describe a new framework of a sublinear expectation space and the related notions and results of distributions, independence. A new notion of G-distributions is introduced which generalizes our G-normal-distribution in the sense that…
Let $p$ be a prime number, $X$ be an absolutely irreducible affine plane curve over $\mathbb{F}_p$, and $g,f\in\mathbb{F}_p(x,y)$. We study the distribution of the values of the hybrid exponential sums S_n on $n\in\mathcal{I}$ for some…
The explicit form for the characteristic function of a stable distribution on the line is derived analytically by solving the associated functional equation and applying theory of regular variation, without appeal to the general…
The Conway-Maxwell-Poisson distribution is a two-parameter generalisation of the Poisson distribution that can be used to model data that is under- or over-dispersed relative to the Poisson distribution. The normalizing constant…
In this paper, we discuss the joint value distribution of $L$-functions in a suitable class. We obtain joint large deviations results in the central limit theorem for these $L$-functions and some mean value theorems, which give evidence…
It is well known that the independence of the sample mean and the sample variance characterizes the normal distribution. By using Anosov's theorem, we further investigate the analogous characteristic properties in terms of the sample mean…
We prove that $X^r$ follows an FID distribution if: (1) $X$ follows a free Poisson distribution without an atom at 0 and $r\in(-\infty,0]\cup[1,\infty)$; (2) $X$ follows a free Poisson distribution with an atom at 0 and $r\geq1$; (3) $X$…
The sum of independent, but not necessary identically distributed, exponential random variables follows hypoexponential distribution. We focus on a particular case when all, but one rate parameters of the exponential variables are…
We study the probability distribution of the number of common zeros of a system of $m$ random $n$-variate polynomials over a finite commutative ring $R$. We compute the expected number of common zeros of a system of polynomials over $R$.…
The vanilla method in univariate extreme-value theory consists of fitting the three-parameter Generalized Extreme-Value (GEV) distribution to a sample of block maxima. Despite claims to the contrary, the asymptotic normality of the maximum…
A random dense countable set is characterized (in distribution) by independence and stationarity. Two examples are `Brownian local minima' and `unordered infinite sample'. They are identically distributed; the former ad hoc proof of this…
Consider the divisor sum $\sum_{n\leq N}\tau(n^2+2bn+c)$ for integers $b$ and $c$. We extract an asymptotic formula for the average divisor sum in a convenient form, and provide an explicit upper bound for this sum with the correct main…
The paper presents a novel asymptotic distribution for a mle when the log--likelihood is strictly concave in the parameter for all data points; for example, the exponential family. The new asymptotic distribution can be seen as a refinement…
The central limit theorem provides the theoretical foundation for the universality of the normal distribution: under broad conditions, the asymptotic distribution of a sum of independent random variables approaches a Gaussian. Yet, physical…