Related papers: On the integral modulus of infinitely divisible di…

We extend previously proposed measures of complexity, emergence, and self-organization to continuous distributions using differential entropy. This allows us to calculate the complexity of phenomena for which distributions are known. We…

We determine the asymptotic distribution of Manin's iterated integrals of length at most 2. For all lengths we compute all the asymptotic moments. We show that if the length is at least 3 these moments do in general not determine a unique…

We consider finite point subsets (distributions) in compact metric spaces. In the case of general rectifiable metric spaces, non-trivial bounds for sums of distances between points of distributions and for discrepancies of distributions in…

In this article we generalize the classical Edgeworth expansion for the probability density function (PDF) of sums of a finite number of symmetric independent identically distributed random variables with a finite variance to sums of…

We study infinitely divisible (ID) distributions on the nonnegative half-line $\mathbb{R}_+$. The L\'{e}vy-Khintchine representation of such distributions is well-known. Our primary contribution is to cast the probabilistic objects and the…

The study of distributed order calculus usually concerns about fractional derivatives of the form $\int_0^1 \partial^\alpha u \, m(d\alpha)$ for some measure $m$, eventually a probability measure. In this paper an approach based on L\'evy…

The aim of this paper is to study the laws of the exponential functionals of the processes $X$ with independent increments, namely $$I_t= \int _0^t\exp(-X_s)ds, \,\, t\geq 0,$$ and also $$I_{\infty}= \int _0^{\infty}\exp(-X_s)ds.$$ Under…

Using a perturbation result established by Galatolo and Lucena, we obtain quantitative estimates on the continuity of the invariant densities and entropies of the physical measures for some families of piecewise expanding maps. We apply…

Let $Z$ be a standard normal random variable (r.v.). It is shown that the distribution of the r.v. $\ln|Z|$ is infinitely divisible; equivalently, the standard normal distribution considered as the distribution on the multiplicative group…

We introduced a new continued fraction expansions in our previous paper. For these expansions, we show formulae of probability about incomplete quotients. Furthermore, we prove the existence of invariant measures with respect to the…

We have set ourselves the task of obtaining the probability distribution function of the mass density of a self-gravitating isothermal compressible turbulent fluid from its physics. We have done this in the context of a new notion: the…

We consider iterated function systems on the interval with random perturbation. Let $Y_\epsilon$ be uniformly distributed in $[1- \epsilon, 1 + \epsilon]$ and let $f_i \in C^{1+\alpha}$ be contractions with fixpoints $a_i$. We consider the…

We consider distributions on $\mathbb{R}$ that can be written as the sum of a non-zero discrete distribution and an absolutely continuous distribution. We show that such a distribution is quasi-infinitely divisible if and only if its…

We study discrete probabilistic programs with potentially unbounded looping behaviors over an infinite state space. We present, to the best of our knowledge, the first decidability result for the problem of determining whether such a…

Several numerical evaluations of the density and distribution of convolution of independent gamma variables are compared in their accuracy and speed. In application to renewal processes, an efficient formula is derived for the probability…

Here we consider piecewise fractional linear maps with three branches. The paper presents a study of invariant measures with densities which can be written as infinite series. These series either have infinitely many poles or they sum up to…

This paper investigates what can be inferred about an arbitrary continuous probability distribution from a finite sample of $N$ observations drawn from it. The central finding is that the $N$ sorted sample points partition the real line…

In this paper, we consider projection estimates for L\'evy densities in high-frequency setup. We give a unified treatment for different sets of basis functions and focus on the asymptotic properties of the maximal deviation distribution for…

In this article, we first review the connection between L\'evy processes and infinitely divisible random variables, and the classification of infinitely divisible distributions. Using this connection and the L\'evy-Khinchine representation…

Posterior distribution over a countable set M of continuous data-sampling distributions piles up at L-projection of the true distribution r on M, provided that the L-projection is unique. If there are several L-projections of r on M, then…