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

We prove that symmetric Meixner distributions, whose probability densities are proportional to $|\Gamma(t+ix)|^2$, are freely infinitely divisible for $0<t\leq\frac{1}{2}$. The case $t=\frac{1}{2}$ corresponds to the law of L\'evy's…

The Bercovici-Pata bijection maps the set of classical infinitely divisible distributions to the set of free infinitely divisible distributions. The purpose of this work is to study random matrix models for free infinitely divisible…

The paper considers the distribution of a general linear combination of central and non-central chi-square random variables by exploring the branch cut regions that appear in the standard Laplace inversion process. Due to the original…

We formulate the statistics of the discrete multicomponent fragmentation event using a methodology borrowed from statistical mechanics. We generate the ensemble of all feasible distributions that can be formed when a single integer…

In the probability theory \emph{selfdecomposable, or class $L_0$ distributions} play an important role as they are limiting distributions of normalized partial sums of sequences of independent, not necessarily identically distributed,…

This article provides some characterizations of extended COM-Poisson distribution: conditional distribution given the sum, functional operator characterization (Stein identity). We also give some conditions such that the extended…

We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…

This paper introduces a new approach to the study of rates of convergence for posterior distributions. It is a natural extension of a recent approach to the study of Bayesian consistency. In particular, we improve on current rates of…

We consider the long standing puzzle of how to obtain meaningful probabilities in eternal inflation. We demonstrate a new algorithm to compute the probability distribution of pocket universe types, given a multivacua inflationary potential.…

Let $X^{(\mu)}(ds)$ be an $\mathbb{R}^d$-valued homogeneous independently scattered random measure over $\mathbb{R}$ having $\mu$ as the distribution of $X^{(\mu)}((t,t+1])$. Let $f(s)$ be a nonrandom measurable function on an open interval…

A theory of intermittency differentiation is developed for a general class of 1D Infinitely Divisible Multiplicative Chaos measures. The intermittency invariance of the underlying infinitely divisible field is established and utilized to…

In this paper, we propose a new class of distributions by exponentiating the random variables associated with the probability density functions of composite distributions. We also derive some mathematical properties of this new class of…

Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…

In this note several computations of equivariant cohomology groups are performed. For the compactly supported equivariant cohomology, the notion of infinitesimal index developed in arXiv:1003.3525, allows to describe these groups in terms…

This paper first surveys the connection of integrable systems of the Painleve type to various distribution functions appearing in Wigner-Dyson random matrix theory. A short discussion is then given of the appearance of these same…

We give upper and lower estimates of densities of convolution semigroups of probability measures under explicit assumptions on the corresponding Levy measure and the Levy--Khinchin exponent. We obtain also estimates of derivatives of…

We consider a generalisation of the classical Lehmer problem about the parity distribution of an integer and its modular inverse. We use some known estimates of exponential sums to study a more general question of simultaneous distribution…

In this paper we describe a theory of a cumulative distribution function on a space with an order from a probability measure defined in this space. This distribution function plays a similar role to that played in the classical case.…

We consider finite and infinite systems of particles on the real line and half-line evolving in continuous time. Hereby, the particles are driven by i.i.d. L\'{e}vy processes endowed with rank-dependent drift and diffusion coefficients. In…

In this article we introduce the new modulus $\triangle'_{X,\phi}(\varepsilon)$, for which we prove that in the general case is different from the classical modulus of noncompact convexity. The main result of the paper is showing the…