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In this article we recover the distribution function (and possible density) of an arbitrary random variable that is subject to an additive measurement error. This problem is also known as deconvolution and has a long tradition in…

Statistics Theory · Mathematics 2025-10-07 Henrik Kaiser

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

Let $r=r(n)$ be a sequence of integers such that $r\leq n$ and let $X_1,\ldots,X_{r+1}$ be independent random points distributed according to the Gaussian, the Beta or the spherical distribution on $\mathbb{R}^n$. Limit theorems for the…

Probability · Mathematics 2017-08-03 Julian Grote , Zakhar Kabluchko , Christoph Thäle

Finite free convolutions, $\boxplus_d$ and $\boxtimes_d$, are binary operations on polynomials of degree $d$ that are central to finite free probability, a developing field at the intersection of free probability and the geometry of…

Probability · Mathematics 2025-05-22 Katsunori Fujie

Normal numbers were introduced by Borel and later proven to be a weak notion of algorithmic randomness. We introduce here a natural relativization of normality based on generalized number representation systems. We explore the concepts of…

In [18] Fournier and Printems establish a methodology which allows to prove the absolute continuity of the law of the solution of some stochastic equations with H\"{o}lder continuous coefficients. This is of course out of reach by using…

Probability · Mathematics 2017-04-03 V. Bally , L. Caramellino

We derive a necessary and sufficient condition for the sum of M independent continuous random variables modulo 1 to converge to the uniform distribution in L^1([0,1]), and discuss generalizations to discrete random variables. A consequence…

Probability · Mathematics 2010-09-15 Steven J. Miller , Mark J. Nigrini

A permutation sequence $(\sigma_n)_{n \in \mathbb{N}}$ is said to be convergent if, for every fixed permutation $\tau$, the density of occurrences of $\tau$ in the elements of the sequence converges. We prove that such a convergent sequence…

The concept of free extreme value distributions as universal limit laws for the spectral maximum of free noncommutative real random variables was discovered by Ben Arous and Voiculescu in 2006. This paper contributes to study the…

Probability · Mathematics 2024-08-19 Yamato Kindaichi , Yuki Ueda

We present a simplified explanation of why free fractional convolution corresponds to the differentiation of polynomials, by finding how the finite free cumulants of a polynomial behave under differentiation. This approach allows us to…

Operator Algebras · Mathematics 2025-02-06 Octavio Arizmendi , Katsunori Fujie , Daniel Perales , Yuki Ueda

Strict frequentism defines probability as the limiting relative frequency in an infinite sequence. What if the limit does not exist? We present a broader theory, which is applicable also to random phenomena that exhibit diverging relative…

Statistics Theory · Mathematics 2023-06-07 Christian Fröhlich , Rabanus Derr , Robert C. Williamson

A permutation sequence is said to be convergent if the density of occurrences of every fixed permutation in the elements of the sequence converges. We prove that such a convergent sequence has a natural limit object, namely a Lebesgue…

Consider a sequence of polynomials of bounded degree evaluated in independent Gaussian, Gamma or Beta random variables. We show that, if this sequence converges in law to a nonconstant distribution, then (i) the limit distribution is…

Probability · Mathematics 2013-05-14 Ivan Nourdin , Guillaume Poly

We prove a general transfer theorem for multivariate random sequences with independent random indexes in the double array limit setting. We also prove its partial inverse providing necessary and sufficient conditions for the convergence of…

Probability · Mathematics 2016-11-04 V. Yu. Korolev , A. I. Zeifman

In this paper additive bi-free convolution is defined for general Borel probability measures, and the limiting distributions for sums of bi-free pairs of selfadjoint commuting random variables in an infinitesimal triangular array are…

Probability · Mathematics 2017-05-17 Takahiro Hasebe , Hao-Wei Huang , Jiun-Chau Wang

We study the problem of the existence and regularity of a probability density in an abstract framework based on a "balancing" with approximating absolutely continuous laws. Typically, the absolutely continuous property for the approximating…

Probability · Mathematics 2012-11-02 Vlad Bally , Lucia Caramellino

The phenomenon, known as "supersmoothness" was first observed for bivariate splines and attributed to the polynomial nature of splines. Using only standard tools from multivatiate calculus, we show that if we continuously glue two smooth…

Numerical Analysis · Mathematics 2013-02-21 Boris Shekhtman , Tatyana Sorokina

This paper introduces a new approach to the study of rates of convergence for posterior distributions. It is a natural extension of a recent approach to the study of Bayesian consistency. In particular, we improve on current rates of…

Statistics Theory · Mathematics 2007-08-22 Stephen G. Walker , Antonio Lijoi , Igor Prünster

In 2008, Loday shed light on the existence of Hopf-Boreltheorems for operads. Using the vocabulary of category theory, Livernet,Mesablishvili and Wisbauer extended such theorems to monads. In bothcases, the reasoning was to start from a…

Combinatorics · Mathematics 2019-01-09 Emily Burgunder , Bérénice Delcroix-Oger

In this paper, we study the summability properties of double sequences of real constants which map sequences of random variables to sequences of random variables that are defined on the same probability sample space. We show that a regular…

Probability · Mathematics 2017-08-31 Jinlu Li , Robert Mendris