Related papers: Bernoulli Sums: The only random variables that cou…
We investigate a combinatorial sum that can be interpreted as the moments of a random variate, measuring the absolute distance to the origin in a symmetric Bernoulli random walk. These sums can be characterized by polynomials related to the…
In a recent paper the authors studied the denominators of polynomials that represent power sums by Bernoulli's formula. Here we extend our results to power sums of arithmetic progressions. In particular, we obtain a simple explicit…
The aim of this paper is to study a dimorphic property associated with two different sums of identically independent Bernoulli random variables having two different families of probability mass functions. In addition, we give two…
In this note we show a simple formula for the coefficients of the polynomial associated with the sums of powers of the terms of an arbitrary arithmetic progression. This formula consists of a double sum involving only ordinary binomial…
We say that a random integer variable $X$ is monotone if the modulus of the characteristic function of $X$ is decreasing on $[0,\pi]$. This is the case for many commonly encountered variables, e.g., Bernoulli, Poisson and geometric random…
This is a collection of definitions, notations and proofs for the Bernoulli numbers $B_n$ appearing in formulas for the sum of integer powers, some of which can be found scattered in the large related historical literature in French,…
Let X be the Laplacian random variable with parameters (a,b)=(0,1), and let X1, X2, X3 , ...be a sequence of mutually independent copies of X$. In this note, we explicitly determine the moments of the Laplacian random variable in terms of…
Sequences of discrete random variables are studied whose probability generating functions are zero-free in a sector of the complex plane around the positive real axis. Sharp bounds on the cumulants of all orders are stated, leading to…
We provide several simple recursive formulae for the moment sequence of infinite Bernoulli convolution. We relate moments of one infinite Bernoulli convolution with others having different but related parameters. We give examples relating…
In this paper we use probabilistic methods to derive some results on the generalized Bernoulli and generalized Euler polynomials. Our approach is based on the properties of Appell polynomials associated with uniformly distributed and…
We give an exact coefficients formula of any infinite product of power series with constant term equal to $1$, by using structures from partitions of integers and permutation groups. This is an universal theorem for various of Binomial-type…
Let $m$, $r$ and $n$ be positive integers. We denote by ${\bf k}\vdash n$ any tuple of odd positive integers ${\bf k}=(k_1,\dots,k_t)$ such that $k_1+\dots+k_t=n$ and $k_j\ge 3$ for all $j$. In this paper we prove that for every…
What constitutes jointly Poisson processes remains an unresolved issue. This report reviews the current state of the theory and indicates how the accepted but unproven model equals that resulting from the small time-interval limit of…
In this paper, we derive eight basic identities of symmetry in three variables related to Bernoulli polynomials and power sums. These and most of their corollaries are new, since there have been results only about identities of symmetry in…
In the present paper we define the notion of generalized cumulants which gives a universal framework for commutative, free, Boolean, and especially, monotone probability theories. The uniqueness of generalized cumulants holds for each…
We consider predictions of the random number and the magnitude of each iid component in a random sum based on its distributional structure, where only a total value of the sum is available and where iid random components are non-negative.…
Consider the extreme value of a Bernoulli random walk on the one-dimensional integer lattice, with reflection at 0, over a finite discrete time interval. Only the asymmetric (biased) case is discussed. Asymptotic mean/variance results are…
We have discussed earlier the correlation functions of the random variables $\det(\la-X)$ in which $X$ is a random matrix. In particular the moments of the distribution of these random variables are universal functions, when measured in the…
The Bernoulli numbers b_0,b_1,b_2,.... of the second kind are defined by \sum_{n=0}^\infty b_nt^n=\frac{t}{\log(1+t)}. In this paper, we give an explicit formula for the sum \sum_{j_1+j_2+...+j_N=n,…
To find moments of various estimators related to Autoregressive models of Statistics, one first needs the cumulants of products of two Normally distributed random variables. The purpose of this article is to derive the corresponding…