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We present here an overview of the history, applications and important properties of a function which we refer to as the Levy integral. For certain values of its characteristic parameter the Levy integral defines the symmetric Levy stable…
We investigate the characteristic polynomials of the Gaussian $\beta$-ensemble for general $\beta>0$ through its transfer matrix recurrence. We show that the rescaled characteristic polynomial converges to a random entire function in a…
We prove several results on the distribution of values of $L$-functions at the edge of the critical strip, by constructing and studying a large class of random Euler products. Among new applications, we study families of symmetric power…
Multistable distributions, which have been introduced recently by Falconer, L\'evy V\'ehel and their co-authors, are natural generalizations of symmetric "alpha" stable distributions; roughly speaking, they are obtained by replacing the…
We give a new integral characterization of the Dirichlet process on a general phase space. To do so we first prove a characterization of the nonsymmetric Beta distribution via size-biased sampling. Two applications are a new…
This paper presents properties and approximations of a random variable based on the zero-order modified Bessel function that results from the compounding of a zero-mean Gaussian with a $\chi^2_1$-distributed variance. This family of…
Wavefunction correlations and density matrices for few or many particles are derived from the properties of semiclassical energy Green functions. Universal features of fixed energy (microcanonical) random wavefunction correlation functions…
We investigate distributions of hyperbolic Bessel processes. We find links between the hyperbolic cosine of hyperbolic Bessel processes and functionals of geometric Brownian motion. We present an explicit formula for the Laplace transform…
This article investigates correlational properties of two-dimensional chaotic maps on the unit circle. We give analytical forms of higher-order covariances. We derive the characteristic function of their simultaneous and lagged ergodic…
The method of characteristics is extended to set-valued Hamilton-Jacobi equations. This problems arises from a calculus of variations' problem with a multicriteria Lagrangian function: through an embedding into a set-valued framework, a…
We give a new formula for the Chern-Schwartz-MacPherson class of a hypersurface in a nonsigular compact complex analytic variety. In particular this formula generalizes our previous result on the Euler characteristic of such a hypersurface.…
For affine stochastic differential equation with uniformly distributed time delay the local asymptotic properties of the likelihood function are studied. Local asymptotic normality, local asymptotic mixed normality, periodic local…
This paper introduces max-characteristic functions (max-CFs), which are an offspring of multivariate extreme-value theory. A max-CF characterizes the distribution of a random vector in R^d , whose components are nonnegative and have finite…
We define a characteristic function for probability measures on the signatures of geometric rough paths. We determine sufficient conditions under which a random variable is uniquely determined by its expected signature, thus partially…
In this paper, we deal with some geometric properties including starlikeness and convexity of order $\alpha$ of Jackson's second and third $q$-Bessel functions which are natural extensions of classical Bessel function $J_{\nu}$. In additon,…
Extended geometric distribution is defined and its mixture is characterized by the property of having completely monotone probability sequence. Also, convolution equations and probability generating functions are used to characterize…
Isotropic functions of positions $\hat{\bf r}_1, \hat{\bf r}_2,\ldots, \hat{\bf r}_N$, i.e. functions invariant under simultaneous rotations of all the coordinates, are conveniently formed using spherical harmonics and Clebsch-Gordan…
We discuss the asymptotic behaviour of models of lattice polygons, mainly on the square lattice. In particular, we focus on limiting area laws in the uniform perimeter ensemble where, for fixed perimeter, each polygon of a given area occurs…
Azzalini & Dalla Valle (1996) have recently discussed the multivariate skew-normal distribution which extends the class of normal distributions by the addition of a shape parameter. The first part of the present paper examines further…
The class of $\alpha$-stable distributions received much interest for modelling impulsive phenomena occur in engineering, economics, insurance, and physics. The lack of non-analytical form for probability density function is considered as…