Related papers: Convolution of beta prime distribution

Using differential renormalization, we calculate the complete two-point function of the background gauge superfield in pure N=1 Supersymmetric Yang-Mills theory to two loops. Ultraviolet and (off-shell) infrared divergences are renormalized…

For two families of beta distributions, we show that the generalized Stieltjes transforms of their elements may be written as elementary functions (powers and fractions) of the Stieltjes transform of the Wigner distribution. In particular,…

It is well-known that differentiation of hypergeometric function multiplied by a certain power function yields another hypergeometric function with a different set of parameters. Such differentiation identities for hypergeometric functions…

The beta normal distribution is a generalization of both the normal distribution and the normal order statistics. Some of its mathematical properties and a few applications have been studied in the literature. We provide a better foundation…

The normalized incomplete beta function can be defined either as cumulative distribution function of beta density or as the Gauss hypergeometric function with one of the upper parameters equal to unity. Logarithmic concavity/convexity of…

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…

We describe the underlying probabilistic interpretation of alpha and beta divergences. We first show that beta divergences are inherently tied to Tweedie distributions, a particular type of exponential family, known as exponential…

This paper discusses the incomplete Gamma and Beta integrals involving the generalised hypergeometric function. The distribution of the largest and the smallest roots of a ratio arising in comparing the mean differences among groups is…

We introduce a finite version of free probability and show the link between recent results using polynomial convolutions and the traditional theory of free probability. One tool for accomplishing this is a seemingly new transformation that…

The free metaplectic transformation (FMT) is widely used in many fields such as filter design, pattern recognition, image processing and optics. In order to obtain a more concise and intuitive convolution form, this paper studies two kinds…

We look at decompositions of perpetuities and apply that to the study of the distributions of hitting times of Bessel processes of two types of square root boundaries. These distributions are linked giving a new proof of some Mellin…

We give the exact distribution of the average of n independent beta random variables weighted by the selected cuts of (0, 1) by the order statistics of a random sample of size n-1 from the uniform distribution U(0,1), for each n. A new…

We introduce a framework to study the random entire function $\zeta_\beta$ whose zeros are given by the Sine$_\beta$ process, the bulk limit of beta ensembles. We present several equivalent characterizations, including an explicit power…

The aim of this research paper is to obtain explicit expressions of (i) $ {}_1F_1 \left[\begin{array}{c} \alpha \\ 2\alpha + i \end{array} ; x \right]. {}_1F_1\left[ \begin{array}{c} \beta \\ 2\beta + j \end{array} ; x \right]$ (ii)…

From the works of Rauzy and Thurston, we know how to construct (multiple) tilings of some Euclidean space using the conjugates of a Pisot unit $\beta$ and the greedy $\beta$-transformation. In this paper, we consider different…

We give a new theta-function identity, a special case of which is utilised to prove Kawanaka's Macdonald polynomial conjecture. The theta-function identity further yields a transformation formula for multivariable elliptic hypergeometric…

We complement the recent paper of Zheng and Wu [Uniform recurrence properties for beta-transformation, Nonlinearity 33 (2020), 4590--4612], where the authors study, from the metrical point of view, the uniform recurrence properties of the…

We prove a monotonicity property of the Hurwitz zeta function which, in turn, translates into a chain of inequalities for polygamma functions of different orders. We provide a probabilistic interpretation of our result by exploiting a…

We introduce a transformation of linear Pfaffian systems, which we call the middle Laplace transform, as a formulation of the Laplace transform from the perspective of Katz theory. While the definition of the middle Laplace transform is…

We investigate analytical properties of free stable distributions and discover many connections with their classical counterparts. Our main result is an explicit formula for the Mellin transform, which leads to explicit series…