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In this paper, we establish a sufficient condition to compare linear combinations of independent and identically distributed (iid) infinite-mean random variables under usual stochastic order. We introduce a new class of distributions that…

Probability · Mathematics 2025-05-06 Yuyu Chen , Taizhong Hu , Seva Shneer , Zhenfeng Zou

We study the distribution of spacings between squares modulo q, where q is square-free and highly composite, in the limit as the number of prime factors of q goes to infinity. We show that all correlation functions are Poissonian, which…

Number Theory · Mathematics 2007-05-23 P. Kurlberg , Z. Rudnick

We use the Stein-Chen method to obtain compound Poisson approximations for the distribution of the number of subgraphs in a generalised stochastic block model which are isomorphic to some fixed graph. This model generalises the classical…

Probability · Mathematics 2019-04-05 Matthew Coulson , Robert E. Gaunt , Gesine Reinert

We study statistical signatures of composite bosons made of two fermions using a new many-body approach. Extending number-states to composite bosons, two-particle correlations as well as the dispersion of the probability distribution are…

Quantum Physics · Physics 2009-03-17 M. Combescot , F. Dubin , M. A. Dupertuis

In this article the relation between the tail behaviours of a free regular infinitely divisible (positively supported) probability measure and its L\'evy measure is studied. An important example of such a measure is the compound free…

Probability · Mathematics 2018-10-05 Arijit Chakrabarty , Sukrit Chakraborty , Rajat Subhra Hazra

A compound Poisson process whose randomized time is an independent Poisson process is called compound Poisson process with Poisson subordinator. We provide its probability distribution, which is expressed in terms of the Bell polynomials,…

Probability · Mathematics 2015-11-18 Antonio Di Crescenzo , Barbara Martinucci , Shelemyahu Zacks

This note shows that the matrix forms of several one-parameter distribution families satisfy a hierarchical low-rank structure. Such families of distributions include binomial, Poisson, and $\chi^2$ distributions. The proof is based on a…

Numerical Analysis · Mathematics 2019-12-02 Jun Qin , Lexing Ying

Using the LePage representation, a strictly stable random element in a Banach space with $\alpha\in(0,2)$ can be represented as a sum of points of a Poisson process. This point process is union-stable, i.e. the union of its two independent…

Probability · Mathematics 2007-05-23 Youri Davydov , Ilya Molchanov , Sergei Zuyev

In this paper, we prove a conditional limit theorem for independent not necessarily identically distributed random variables. Namely, we obtain the asymptotic distribution of a large number of them given the sum.

Statistics Theory · Mathematics 2020-11-12 Dimbihery Rabenoro

We prove some general results about the asymptotics of the distribution of the number of cycles of given length of a random permutation whose distribution is invariant under conjugation. These results were first established to be applied in…

Probability · Mathematics 2009-01-16 Florent Benaych-Georges

In this article, we propose a new three parameter distribution by compounding negative binomial with reciprocal inverse Gaussian model called negative binomial-reciprocal inverse Gaussian distribution. This model is tractable with some…

Methodology · Statistics 2019-06-10 Ishfaq Shah Ahmad , Anwar Hassan , Peer Bilal Ahmad

Heavy-tailed random variables have been used in insurance research to model both loss frequencies and loss severities, with substantially more emphasis on the latter. In the present work, we take a step toward addressing this imbalance by…

Methodology · Statistics 2022-11-11 Jiansheng Dai , Ziheng Huang , Michael R. Powers , Jiaxin Xu

The two-parameter Poisson-Dirichlet diffusion takes values in the infinite ordered simplex and extends the celebrated infinitely-many-neutral-alleles model, having a two-parameter Poisson-Dirichlet stationary distribution. Here we identify…

Probability · Mathematics 2024-10-16 Robert C. Griffiths , Matteo Ruggiero , Dario Spanò , Youzhou Zhou

We introduce the free analogue of the classical beta prime distribution by the multiplicative free convolution of the free Poisson and the reciprocal of free Poisson distributions, and related free analogues of the classical $F$, $T$, and…

Probability · Mathematics 2019-06-04 Hiroaki Yoshida

Diffusion models have emerged as powerful tools for solving inverse problems, yet prior work has primarily focused on observations with Gaussian measurement noise, restricting their use in real-world scenarios. This limitation persists due…

Machine Learning · Statistics 2025-02-11 Alessandro Micheli , Mélodie Monod , Samir Bhatt

The Poisson distribution arises naturally when dealing with data involving counts, and it has found many applications in inverse problems and imaging. In this work, we develop an approximate Bayesian inference technique based on expectation…

Numerical Analysis · Mathematics 2019-09-04 Chen Zhang , Simon Arridge , Bangti Jin

We study the analogue of Kummer distribution in free probability. We prove characterization of free-Kummer and free Poisson distributions by freeness properties together with some assumptions about conditional moments. Our main tools are…

Operator Algebras · Mathematics 2024-06-21 Marcin Świeca

Let $X_1,X_2,...,X_n$ be a sequence of independent or locally dependent random variables taking values in $\mathbb{Z}_+$. In this paper, we derive sharp bounds, via a new probabilistic method, for the total variation distance between the…

Statistics Theory · Mathematics 2010-10-11 Michael V. Boutsikas , Eutichia Vaggelatou

We present analogues of the Poisson limit distribution for the noncommutative bm-independence, which is associated with several positive symmetric cones. We construct related discrete Fock spaces with creation, annihilation and conservation…

Combinatorics · Mathematics 2023-10-10 Lahcen Oussi , Janusz Wysoczański

In this paper, we propose a discrete circular distribution obtained by extending the wrapped Poisson distribution. This new distribution, the Invariant Wrapped Poisson (IWP), enjoys numerous advantages: simple tractable density,…