Related papers: Identically distributed random vectors on locally …

Let $G$ be a compact Lie group. Suppose $g_1, \dots, g_k$ are chosen independently from the Haar measure on $G$. Let $\mathcal{A} = \cup_{i \in [k]} \mathcal{A}_i$, where, $\mathcal{A}_i := \{g_i\} \cup \{g_i^{-1}\}$. Let…

Linear combinations of independent random variables have been extensively studied in the literature. However, most of the work is based on some specific distribution assumptions. In this paper, a companion of (J. Appl. Probab. 48 (2011)…

The present work analyzes the distribution function of the finite scale local Lyapunov exponent of a pair fluid particles trajectories in fully developed incompressible homogeneous isotropic turbulence. According to the hypothesis of fully…

The paper is devoted to infinite Bernoulli convolutions generated by positive multigeometric series and to probability distributions of random variables whose digits in an even integer base-$s$ expansion with two redundant digits form a…

Let $X_1,X_2,\ldots$ be a sequence of i.i.d. random variables, with mean zero and variance one. Let $W_n=(X_1+\ldots+X_n)/\sqrt{n}$. An old and celebrated result of Prohorov asserts that $W_n$ converges in total variation to the standard…

Let $X$ be a second countable locally compact Abelian group containing no subgroup topologically isomorphic to the circle group $\mathbb{T}$. Let $\mu$ be a probability distribution on $X$ such that its characteristic function $\hat\mu(y)$…

In terms of the Dirac representation of sample mean and the weak convergence of empirical distributions that holds almost surely, we construct a new proof for a strong law of large numbers of Kolmogorov's type with i.i.d. random variables…

By Heyde's theorem, the class of Gaussian distributions on the real line is characterized by the symmetry of the conditional distribution of one linear form of independent random variables given another. We prove an analogue of this theorem…

Let $ V_{n} = X_{1,n} + X_{2,n} + \cdots + X_{n,n}$ where $X_{i,n}$ are Bernoulli random variables which take the value $1$ with probability $b(i;n)$. Let $\lambda_{n} = \sum\limits_{i=1}^{n} b(i;n) $, $\lambda = \lim\limits_{n \to \infty}…

Inspired by an extension of Wiener's lemma on the relation of measures $\mu$ on the unit circle and their Fourier coefficients $\widehat{\mu}(k_n)$ along subsequences $(k_n)$ of the natural numbers by Cuny, Eisner and Farkas [CEF19,…

In [A dozen de {F}inetti-style results in search of a theory, Ann. Inst. H. Poincar\'{e} Probab. Statist. 23(2)(1987), 397--423], Diaconis and Freedman studied low-dimensional projections of random vectors from the Euclidean unit sphere and…

We prove that the Lyapunov exponents of random products in a (real or complex) matrix group depends continuously on the matrix coefficients and probability weights. More generally, the Lyapunov exponents of the random product defined by any…

For the Goryachev case we obtain, in the explicit form, the Abel-Jacobi equations with the polynomial of degree six under the radical. We choose the parameters of two families of linear generators of a one sheet hyperboloid to be the…

We prove that a random group in the triangular density model has, for density larger than 1/3, fixed point properties for actions on $L^p$-spaces (affine isometric, and more generally $(2-2\epsilon)^{1/2p}$-uniformly Lipschitz) with $p$…

A version of the Riesz-Sobolev convolution inequality is formulated and proved for arbitrary compact connected Abelian groups. Maximizers are characterized and a quantitative stability theorem is proved, under natural hypotheses. A…

We prove an "abelian, locally compact" Whitehead theorem in fine shape: A fine shape morphism between locally connected finite-dimensional locally compact separable metrizable spaces with trivial $\pi_0$ and $\pi_1$ is a fine shape…

Consider a random trigonometric polynomial $X_n: \mathbb R \to \mathbb R$ of the form $$ X_n(t) = \sum_{k=1}^n \left( \xi_k \sin (kt) + \eta_k \cos (kt)\right), $$ where $(\xi_1,\eta_1),(\xi_2,\eta_2),\ldots$ are independent identically…

Products of random $2\times 2$ matrices exhibit Gaussian fluctuations around almost surely convergent Lyapunov exponents. In this paper, the distribution of the random matrices is supported by a small neighborhood of order $\lambda>0$ of…

We present a simple proof to a fact recently established in [5]: let $\xi$ be a symmetric random variable that has variance $1$, let $\Gamma=(\xi_{ij})$ be an $N \times n$ random matrix whose entries are independent copies of $\xi$, and set…

In this article, we obtain the exact distribution of a linear combination of bilateral gamma (BG) random variables (r.v.s). Next, we discuss the distributional properties of the linear combination of BG r.v.s, including probability density…