Related papers: On the integral modulus of infinitely divisible di…
Let $X$ be a random variable with finite second moment. We investigate the inequality: $P\{|X-E[X]|\le \sqrt{{\rm Var}(X)}\}\ge P\{|Z|\le 1\}$, where $Z$ is a standard normal random variable. We prove that this inequality holds for many…
We state some inequalities for m-divisible and infinite divisible characteristic functions. Basing on them we propose a statistical test for a distribution to be infinitely divisible. Keywords: infinite divisible distributions; statistical…
We give tight lower and upper bounds on the expected missing mass for distributions over finite and countably infinite spaces. An essential characterization of the extremal distributions is given. We also provide an extension to totally…
Belinschi et al. [Adv. Math., 226 (2011), 3677--3698] proved that the normal distribution is freely infinitely divisible. This paper establishes a certain monotonicity, real analyticity and asymptotic behavior of the density of the free…
The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the…
In this paper, the joint distribution of the sum and maximum of independent, not necessarily identically distributed, nonnegative random variables is studied for two cases: i) continuous and ii) discrete random variables. First, a recursive…
We consider finite point subsets (distributions) in compact metric spaces. Non-trivial bounds for sums of distances between points of distributions and for discrepancies of distributions in metric balls are given in the case of general…
The law of a positive infinitely divisible process with no drift is characterized by its L\'evy measure on the paths space. Based on recent results of the two authors, it is shown that even for simple examples of such processes, the…
As inductive inference and machine learning methods in computer science see continued success, researchers are aiming to describe ever more complex probabilistic models and inference algorithms. It is natural to ask whether there is a…
In contrast to their seemingly simple and shared structure of independence and stationarity, L\'evy processes exhibit a wide variety of behaviors, from the self-similar Wiener process to piecewise-constant compound Poisson processes.…
This paper provides a framework for investigations in fluctuation theory for L\'evy processes with matrix-exponential jumps. We present a matrix form of the components of the infinitely divisible factorization. Using this representation we…
We completely describe the size and large intersection properties of the Holder singularity sets of Levy processes. We also study the set of times at which a given function cannot be a modulus of continuity of a Levy process. The Holder…
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…
This paper deals with (finite or infinite) sequences of arbitrary independent events in some probability space. We find sharp lower bounds for the probability of a union of such events when the sum of their probabilities is given. The…
A famous result due to L. S. Levy provides a classification of all finitely generated indecomposable modules over Dedekind-like rings. This motivates us to outline an approach to the classification of indecomposable pseudo-absorbing primary…
This paper is devoted to the study of statistical properties of the greatest common divisor and the least common multiple of random samples of positive integers.
We continue the study of random continued fraction expansions, generated by random application of the Gauss and the R\'enyi backward continued fraction maps. We show that this random dynamical system admits a unique absolutely continuous…
Complex continuous or mixed joint distributions (e.g., P(Y | z_1, z_2, ..., z_N)) generally lack closed-form solutions, often necessitating approximations such as MCMC. This paper proposes Indeterminate Probability Theory (IPT), which makes…
A probability distribution $\mu$ on $\mathbb{R}^d$ is quasi-infinitely divisible if its characteristic function has the representation $\widehat{\mu} = \widehat{\mu_1}/\widehat{\mu_2}$ with infinitely divisible distributions $\mu_1$ and…
Given a probability distribution P, what is the minimum amount of bits needed to store a value x sampled according to P, such that x can later be recovered (except with some small probability)? Or, what is the maximum amount of uniform…