Related papers: On some new moments of Gamma type
We study a class of positive random variables having moments of Gamma type, whose density can be expressed by the three-parametric Mittag-Leffler functions. We give some necessary conditions and some sufficient conditions for their…
The aim of this paper is to give fine asymptotics for random variables with moments of Gamma type. Among the examples we consider are random determinants of Laguerre and Jacobi beta ensembles with varying dimensions (the number of observed…
We find conditions which guarantee moment (in)determinacy of powers and products of nonnegative random variables. We establish new and general results which are based either on the rate of growth of the moments of a random variable or on…
The Bessel-Gaussian modal spectrum, generated in spontaneous parametric down-conversion of a Gaussian pump beam, is considered. This is done by first deriving a general expression for the true probability of detecting specific transverse…
Models phrased though moment conditions are central to much of modern inference. Here these moment conditions are embedded within a nonparametric Bayesian setup. Handling such a model is not probabilistically straightforward as the…
A concentration result for quadratic form of independent subgaussian random variables is derived. If the moments of the random variables satisfy a "Bernstein condition", then the variance term of the Hanson-Wright inequality can be…
We obtain new closed-form formulas for the moments and absolute moments of the variance-gamma distribution. We thus deduce new formulas for the moments and absolute moments of the product of two correlated zero mean normal random variables.
We present a novel approach to generate Bessel-Gauss modes of arbitrary integer order and well-defined optical angular momentum in a gradient index medium of transverse parabolic profile. The propagation and coherence properties, as well as…
This is an appendix containing further examples to S. Janson, Moments of Gamma type and the Brownian supremum process area, arXiv:1002.4135 [math.PR] and Probability Surveys 7 (2010), 1-52.
Spectral properties of Gram matrices are central to high dimensional asymptotic analyses of statistical estimators in regression and covariance estimation. These properties, in turn, depend critically on the extreme singular values and…
Theoretical results for importance sampling rely on the existence of certain moments of the importance weights, which are the ratios between the proposal and target densities. In particular, a finite variance ensures square root convergence…
We study the Besov regularity of wavelet series on $\mathbb{R}^d$ with randomly chosen coefficients. More precisely, each coefficient is a product of a random factor and a parameterized deterministic factor (decaying with the scale $j$ and…
This paper is focuses on the computation of the positive moments of one-side correlated random Gram matrices. Closed-form expressions for the moments can be obtained easily, but numerical evaluation thereof is prone to numerical stability,…
We calculate moments and moment generating functions of two distributions: the so called $q-$Normal and the so called conditional $q-$Normal distributions. These distributions generalize both Normal ($q=1),$ Wigner ($% q=0,$ $q-$Normal) and…
We show first that there are intrinsic relationships among different conditions, old and recent, which lead to some general statements in both the Stieltjes and the Hamburger moment problems. Then we describe checkable conditions and prove…
Gibbs-type random probability measures and the exchangeable random partitions they induce represent an important framework both from a theoretical and applied point of view. In the present paper, motivated by species sampling problems, we…
The purpose of the present paper is to establish moment estimates of Rosenthal type for a rather general class of random variables satisfying certain bounds on the cumulants. We consider sequences of random variables which satisfy a central…
We consider the Bayesian analysis of models in which the unknown distribution of the outcomes is specified up to a set of conditional moment restrictions. The nonparametric exponentially tilted empirical likelihood function is constructed…
In this paper we work over $\Gamma_0(N)$, for any $N$ and write the spectral moment of a product of two distinct Rankin-Selberg convolutions at a general point on the critical line $\frac{1}{2}+it$ as a main term plus a sharp error term in…
In this paper the Bayesian analysis is applied to assign a probability density to the value of a quantity having a definite sign. This analysis is logically consistent with the results, positive or negative, of repeated measurements.…