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The distribution function of the sum $Z$ of two standard normally distributed random variables $X$ and $Y$ is computed with the concept of copulas to model the dependency between $X$ and $Y$. By using implicit copulas such as the Gauss- or…

Computation · Statistics 2021-07-02 Walter Schneider

We give a new proof of the fact that, near a turning point of the frozen boundary, the vertical tiles in a uniformly random lozenge tiling of a large sawtooth domain are distributed like the eigenvalues of a GUE random matrix. Our argument…

Mathematical Physics · Physics 2015-10-28 Jonathan Novak

The confluent hypergeometric functions (the Kummer functions) defined by ${}_{1}F_{1}(\alpha;\gamma;z):=\sum_{n=0}^{\infty}\frac{(\alpha)_{n}}{n!(\gamma)_{n}}z^{n}\ (\gamma\neq 0,-1,-2,\cdots)$, which are of many properties and great…

Complex Variables · Mathematics 2015-09-23 Xu-Dan Luo , Wei-Chuan Lin

We employ some results about continued fraction expansions of Herglotz-Nevanlinna functions to characterize the spectral data of generalized indefinite strings of Stieltjes type. In particular, this solves the corresponding inverse spectral…

Spectral Theory · Mathematics 2023-10-11 Jonathan Eckhardt

The free product of an arbitrary pair of finite hyperfinite von Neumann algebras is examined, and the result is determined to be the direct sum of a finite dimensional algebra and an interpolated free group factor $L(\freeF_r)$. The finite…

funct-an · Mathematics 2008-02-03 Ken Dykema

The notion of a $*$-law or $*$-distribution in free probability is also known as the quantifier-free type in Farah, Hart, and Sherman's model theoretic framework for tracial von Neumann algebras. However, the full type can also be…

Operator Algebras · Mathematics 2022-08-31 David Jekel

It is well known that the distribution of the prime numbers plays a central role in number theory. It has been known, since Riemann's memoir in 1860, that the distribution of prime numbers can be described by the zero-free region of the…

General Mathematics · Mathematics 2010-07-27 Yuan-You Fu-Rui Cheng

We show that the transverse-momentum-dependent parton distribution, called as Pretzelosity function, is zero at any order in perturbation theory of QCD for a single massless quark state. This implies that Pretzelosity function is not…

High Energy Physics - Phenomenology · Physics 2019-03-05 X. P. Chai , K. B. Chen , J. P. Ma

We introduce and study a class of generalized Meixner-type free gamma distributions $\mu_{t,\theta,\lambda}$ ($t,\theta>0$ and $\lambda\ge 1$), which includes both the free gamma distributions introduced by Anshelevich and certain scaled…

Probability · Mathematics 2026-01-14 Noriyoshi Sakuma , Yuki Ueda

We investigate the connections between continuous model theory, free probability, and optimal transport/convex analysis in the context of tracial von Neumann algebras. In particular, we give an analog of Monge-Kantorovich duality for…

Operator Algebras · Mathematics 2024-03-12 David Jekel

In this paper, we study free k-pluriharmonic functions on noncommutative regular polyballs. These regular polyballs have universal operator models consisting of left creation operators acting on tensor products of full Fock spaces. We…

Operator Algebras · Mathematics 2016-04-14 Gelu Popescu

Let $\C{G}(z):=\sum_{n=0}^\infty z^{2^n}(1-z^{2^n})^{-1}$ denote the generating function of the ruler function, and $\C{F}(z):=\sum_{n=0}^\infty z^{2^n}(1+z^{2^n})^{-1}$; note that the special value $\C{F}(1/2)$ is the sum of the…

Number Theory · Mathematics 2011-12-22 Michael Coons

The extended de Finetti theorem characterizes exchangeable infinite random sequences as conditionally i.i.d. and shows that the apparently weaker distributional symmetry of spreadability is equivalent to exchangeability. Our main result is…

Operator Algebras · Mathematics 2008-06-24 Claus Köstler

Let $\boxplus$, $\boxtimes$ and $\uplus$ be the free additive, free multiplicative, and boolean additive convolutions, respectively. For a probability measure $\mu$ on $[0,\infty)$ with finite second moment, we find the scaling limit of…

Probability · Mathematics 2013-03-22 Noriyoshi Sakuma , Hiroaki Yoshida

In this paper an analytic expression is given for the bounds of the distribution function of the sum of dependent normally distributed random variables. Using the theory of copulas and the important Frechet bounds the dependence structure…

Probability · Mathematics 2011-07-26 Walter Schneider

Free cumulants were introduced by Speicher as a proper analog of classical cumulants in Voiculescu's theory of free probability. The relation between free moments and free cumulants is usually described in terms of Moebius calculus over the…

Combinatorics · Mathematics 2016-05-18 Kurusch Ebrahimi-Fard , Frederic Patras

The singularities of the $\Gamma$ function, a meromorphic function on the complex plane, are known to occur at the nonpositive integers. We show, using Euler and Gauss identities, that for all positive integers $n$ and $k$, $$…

General Mathematics · Mathematics 2010-08-16 Anirudh Prabhu

Based on a new analytical approach to the definition of additive free convolution on probability measures on the real line we prove free analogs of limit theorems for sums for non-identically distributed random variables in classical…

Operator Algebras · Mathematics 2007-05-23 G. P. Chistyakov , F. Götze

We determine the distributional behavior for products of free random variables in a general infinitesimal triangular array. In the case of positive variables, the main theorem extends a result proved earlier for arrays with identically…

Operator Algebras · Mathematics 2007-05-23 Hari Bercovici , Jiun-Chau Wang

In this note we study, for a random lattice L of large dimension n, the supremum of the real parts of the zeros of the Epstein zeta function E_n(L,s) and prove that this random variable has a limit distribution, which we give explicitly.…

Number Theory · Mathematics 2017-09-19 Andreas Strömbergsson , Anders Södergren