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A characterization of the exponential distribution based on equidistribution conditions for maxima of random samples with consecutive sizes n-1 and n for an arbitrary and fixed n>2 is proved. This solves an open problem stated recently in…
We present a novel approach to estimating discrete distributions with (potentially) infinite support in the total variation metric. In a departure from the established paradigm, we make no structural assumptions whatsoever on the sampling…
For two collections of nonnegative and suitably normalised weights $\W=(\W_j)$ and $\V=(\V_{n,k})$, a probability distribution on the set of partitions of the set $\{1,...,n\}$ is defined by assigning to a generic partition $\{A_j, j\leq…
An equation for the evolution of the distribution of wealth in a population of economic agents making binary transactions with a constant total amount of "money" has recently been proposed by one of us (RLR). This equation takes the form of…
A theoretical framework is developed to describe the transformation that distributes probability density functions uniformly over space. In one dimension, the cumulative distribution can be used, but does not generalize to higher…
The equidistribution of the double sign patterns of the Liouville function $\lambda$ is proved unconditionally. As application, it is shown that the computable real number $$\sum_{n \geq 1} \frac{1+\lambda(n)}{2^{n}}$$ is a simply normal…
We give a necessary and sufficient condition for symmetric infinitely divisible distribution to have Gaussian component. The result can be applied to approximation the distribution of finite sums of random variables. Particularly, it shows…
We consider the self-normalized sums $T_{n}=\sum_{i=1}^{n}X_{i}Y_{i}/\sum_{i=1}^{n}Y_{i}$, where ${Y_{i} : i\geq 1}$ are non-negative i.i.d. random variables, and ${X_{i} : i\geq 1} $ are i.i.d. random variables, independent of ${Y_{i} : i…
Two transformations $\mathcal{A}_1$ and $\mathcal{A}_2$ of L\'{e}vy measures on $\mathbb{R}^d$ based on the arcsine density are studied and their relation to general Upsilon transformations is considered. The domains of definition of…
We derive in this article the exact non-asymptotical exponential and power estimates for self-normalized sums of centered independent random variables (r.v.) under natural norming. We will use also the theory of the so-called Grand Lebesgue…
For a general family of non-negative functions matching upper and lower bounds are established for their average over the values of any equidistributed sequence.
For a skew normal random sequence, convergence rates of the distribution of its partial maximum to the Gumbel extreme value distribution are derived. The asymptotic expansion of the distribution of the normalized maximum is given under an…
The Central Limit Theorem (CLT) is one of the most fundamental results in statistics. It states that the standardized sample mean of a sequence of $n$ mutually independent and identically distributed random variables with finite first and…
It is shown that the distribution derived from the principle of maximum Tsallis entropy is a superposable Levy-type distribution. Concomitantly, the leading order correction to the limit distribution is also deduced. This demonstration…
We prove a Leibniz-type inequality for the spread of random variables in terms of their $L_p$-norms. The result is motivated by the Kato-Ponce inequalities and Rieffel's strong Leibniz property.
We consider very general "random integers" and (attempt to) prove that many multiplicative and additive functions of such integers have limiting distributions. These integers include, for instance, the curvatures of Apollonian circle…
We study the Euler-Frobenius numbers, a generalization of the Eulerian numbers, and the probability distribution obtained by normalizing them. This distribution can be obtained by rounding a sum of independent uniform random variables; this…
As follows from the Schwartz Impossibility Theorem, multiplication of two distributions is in general impossible. Nevertheless, often one needs to multiply a distribution by a discontinuous function, not by an arbitrary distribution. In the…
We study a new class of so-called rational-infinitely (or quasi-infinitely) divisible probability laws on the real line. The characteristic functions of these distributions are ratios of the characteristic functions of classical infinitely…
We define an integral, the distributional integral of functions of one real variable, that is more general than the Lebesgue and the Denjoy-Perron-Henstock-Kurzweil integrals, and which allows the integration of functions with…