Related papers: Sums of Standard Uniform Random Variables

We study the concept of universal sets from the additive--combinatorial point of view. Among other results we obtain some applications of this type of uniformity to sets avoiding solutions to linear equations, and get an optimal upper bound…

Sum-of-norms clustering is a convex optimization problem whose solution can be used for the clustering of multivariate data. We propose and study a localized version of this method, and show in particular that it can separate arbitrarily…

We propose a generalization of the random matrix theory following the basic prescription of the recently suggested concept of superstatistics. Spectral characteristics of systems with mixed regular-chaotic dynamics are expressed as weighted…

Univariate and multivariate normal probability distributions are widely used when modeling decisions under uncertainty. Computing the performance of such models requires integrating these distributions over specific domains, which can vary…

Let (W_i, J_i) be a sequence of i.i.d. R_+ x R-valued random vectors. Considering the partial sum of the first component and the corresponding maximum of the second component, we are interested in the limit distributions that can be…

The wrapped normal distribution arises when a the density of a one-dimensional normal distribution is wrapped around the circle infinitely many times. At first look, evaluation of its probability density function appears tedious as an…

Exponential distributions appear in a wide range of applications including chemistry, nuclear physics, time series analyses, and stock market trends. There are conceivable circumstances in which one would be interested in the cumulative…

The unified skew-t (SUT) is a flexible parametric multivariate distribution that accounts for skewness and heavy tails in the data. A few of its properties can be found scattered in the literature or in a parameterization that does not…

In this article, we consider Poisson and Poisson convoluted geometric approximation to the sums of $n$ independent random variables under moment conditions. We use Stein's method to derive the approximation results in total variation…

In this paper, we have considered a uniform distribution on a regular polygon with $k$-sides for some $k\geq 3$ and the set of all its $k$ vertices as a conditional set. For the uniform distribution under the conditional set first, for all…

The concept of a gauge invariant symmetric random norm is elaborated in this paper. We introduce norm processes and show that this kind of stochastic processes are closely related to gauge invariant symmetric random norms. We construct a…

The bivariate normal density with unit variance and correlation $\rho$ is well-known. We show that by integrating out $\rho$, the result is a function of the maximum norm. The Bayesian interpretation of this result is that if we put a…

The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting tails and capturing dependence structure…

This note examines the infinite divisibility of density-based transformations of normal random variables. We characterize a class of density-based transformations of normal variables which produces non-infinitely divisible distributions. We…

We investigate the Brown measures of compressions of $R$-diagonal random variables, extending previous results to include unbounded cases. For random variables with finite variance, we demonstrate that the Brown measures of their…

Let $\{\xi_1,\xi_2,\ldots\}$ be a sequence of independent random variables, and $\eta$ be a counting random variable independent of this sequence. We consider conditions for $\{\xi_1,\xi_2,\ldots\}$ and $\eta$ under which the distribution…

We describe the limit (for two topologies) of large uniform random square permutations, i.e., permutations where every point is a record. The starting point for all our results is a sampling procedure for asymptotically uniform square…

Consider a random $d$-dimensional simplex whose vertices are $d+1$ random points sampled independently and uniformly from the unit sphere in $\mathbb R^d$. We show that the expected sum of solid angles at the vertices of this random simplex…

Let $G, G_1,\dots,G_N$ be independent copies of a standard gaussian random vector in $\mathbb{R}^d$ and denote by $\Gamma = \sum_{i=1}^N \langle G_i,\cdot\rangle e_i$ the standard gaussian ensemble. We show that, for any set $A\subset…

When approximating the joint distribution of the component counts of a decomposable combinatorial structure that is `almost' in the logarithmic class, but nonetheless has irregular structure, it is useful to be able first to establish that…