Related papers: On conditions under which a probability distributi…
The time evolution of a bounded quantum system is considered in the framework of the orthogonal, unitary and symplectic circular ensembles of random matrix theory. For an $N$ dimensional Hilbert space we prove that in the large $N$ limit…
A method is introduced for the verification of nonclassicality in terms of moments of nonclassicality quasiprobability distributions. The latter are easily obtained from experimental data and will be denoted as nonclassicality moments.…
Introducing the discrete probability distribution by means of the Prabhakar (or the three--parameter Mittag--Leffler) function, we establish explicit expressions for raw and factorial moments and also general fractional order moments.…
Lindsay and Basak (2000) posed the question of how far from normality could a distribution be if it matches $k$ normal moments. They provided a bound on the maximal difference in c.d.f.'s, and implied that these bounds were attained. It…
Certain extremum estimators have asymptotic distributions that are non-Gaussian, yet characterizable as the distribution of the $\argmax$ of a Gaussian process. This paper presents high-level sufficient conditions under which such…
We consider Markov processes in continuous time with state space $\posint^N$ and provide two sufficient conditions and one necessary condition for the existence of moments $E(\|X(t)\|^r)$ of all orders $r \in \nat$ for all $t \geq 0$. The…
In recent work of Baik, Deift and Rains convergence of moments was established for the limiting joint distribution of the lengths of the first k rows in random Young tableaux. The main difficulty was obtaining a good estimate for the tail…
We revisit a model proposed by Freedman etal in \cite{freedman} which describes the dynamics of a population diffusing in a patchy environment. From their work it is known that positive steady states exist for this model, but not whether…
In this work we present a general derivation of the non-Fickian behavior for the self-diffusion of identically interacting particle systems with excluded mutual passage. We show that the conditional probability distribution of finding a…
Let $X$ be a locally compact Polish space. A random measure on $X$ is a probability measure on the space of all (nonnegative) Radon measures on $X$. Denote by $\mathbb K(X)$ the cone of all Radon measures $\eta$ on $X$ which are of the form…
We study a discrete time multitype branching random walk on a finite space with finite set of types. Particles follow a Markov chain on the spatial space whereas offspring distributions are given by a random field that is fixed throughout…
Spatial birth-and-death processes with time dependent rates are obtained as solutions to certain stochastic equations. The existence, uniqueness, uniqueness in law and the strong Markov property of unique solutions are proven when the…
We consider sequences of random variables whose probability generating functions are polynomials all of whose roots lie on the unit circle. The distribution of such random variables has only been sporadically studied in the literature. We…
``Behind every limit theorem, there is an inequality'' said Kolmogorov. We say ``for every inequality, there is an approximate inequality under approximate regularity conditions.'' Suppose $X, X'$ are independent and identically distributed…
We formulate necessary and sufficient conditions for an arbitrary discrete probability distribution to factor according to an undirected graphical model, or a log-linear model, or other more general exponential models. This result…
It is the common lore to assume that knowing the equation for the probability distribution function (PDF) of a stochastic model as a function of time tells the whole picture defining all other characteristics of the model. We show that this…
We study the properties of the random quantum states induced from the uniformly random pure states on a bipartite quantum system by taking the partial trace over the larger subsystem. Most of the previous studies have adopted a viewpoint of…
A fundamental property of compact groups and compact quantum groups is the existence and uniqueness of a left and right invariant probability -- the Haar measure. This is a natural playground for classical and quantum probability, provided…
A discrete time branching process where the offspring distribution is generation-dependent, and the number of reproductive individuals is controlled by a random mechanism is considered. This model is a Markov chain but, in general, the…
We consider a $2\times 2$ system of parabolic equations with first and zeroth coupling and establish a Carleman estimate by extra data of only one component without data of initial values. Then we apply the Carleman estimate to inverse…