Related papers: The limiting distribution of a random variable tra…
We study vectors chosen at random from a compact convex polytope in $\mathbb{R}^n$ given by a finite number of linear constraints. We determine which projections of these random vectors are asymptotically normal as $n\to\infty$. Marginal…
The Markov, Chebyshev, and Chernoff inequalities are some of the most widely used methods for bounding the tail probabilities of random variables. In all three cases, the bounds are tight in the sense that there exists easy examples where…
We derive an asymptotic expansion for the distribution of a compound sum of independent random variables, all having the same light-tailed subexponential distribution. The examples of a Poisson and geometric number of summands serve as an…
We give the proof of a tight lower bound on the probability that a binomial random variable exceeds its expected value. The inequality plays an important role in a variety of contexts, including the analysis of relative deviation bounds in…
Polynomials are common algebraic structures, which are often used to approximate functions including probability distributions. This paper proposes to directly define polynomial distributions in order to describe stochastic properties of…
In this work we prove an asymptotic result, that under some conditions on the involved distribution functions, is valid for any Oppenheim expansion, extending a classical result proven by W. Vervaat in 1972 for denominators of the Luroth…
In the paper, we discuss orthogonal polynomials in free probability theory. Especially, we prove an analogue of of Szego's limit theorem in free probability theory.
The aim of the present work is to show that recent results of the authors on the approximation of distributions of sums of independent summands by the infinitely divisible laws on convex polyhedra can be shown via an alternative class of…
We consider a new multivariate generalization of the classical monic (univariate) Chebyshev polynomial that minimizes the uniform norm on the interval $[-1,1]$. Let $\Pi^*_n$ be the subset of polynomials of degree at most $n$ in $d$…
We consider the problem of estimating the support size of a discrete distribution whose minimum non-zero mass is at least $ \frac{1}{k}$. Under the independent sampling model, we show that the sample complexity, i.e., the minimal sample…
An equivalent condition for the product of elements of an independent random sample on a compact algebraic group converging in distribution to some random variable as the sample size increases is obtained. Namely, a limit distribution…
In this paper, we investigate some properties of Chebyshev polynomials arising from non-linear differential equations. From our investigation, we derive some new and interesting identities on Chebyshev polynomials.
We utilize Cauchy's argument principle in combination with the Jacobian of a holomorphic function in several complex variables and the first moment of a ratio of two correlated complex normal random variables to prove explicit formulas for…
We prove that the distribution of the product of two correlated normal random variables with arbitrary means and arbitrary variances is infinitely divisible. We also obtain exact formulas for the probability density function of the sum of…
This article addresses an equidistribution problem concerning the zeros of systems of random holomorphic sections of positive line bundles on compact K\"{a}hler manifolds and random polynomials on $\mathbb{C}^{m}$ in the setting of the…
Using Chebyshev polynomialsof both kinds, we construct rational fractions which are convergents of the smallest root of $x^2-\alpha x+1$ for $\alpha=3,4,5,\dots$.Some of the underlying identities suggest an identity involving…
For the Hahn and Krawtchouk polynomials orthogonal on the set $\{0, \ldots,N\}$ new identities for the sum of squares are derived which generalize the trigonometric identity for the Chebyshev polynomials of the first and second kind. These…
In this paper, we establish a sufficient condition to compare linear combinations of independent and identically distributed (iid) infinite-mean random variables under usual stochastic order. We introduce a new class of distributions that…
It is well known that a Lorenz curve, derived from the distribution function of a random variable, can itself be viewed as a probability distribution function of a new random variable [4]. In a previous work of ours [26], we proved the…
In this paper, we introduce a certain random variable closely related to the value-distribution of the Hurwitz zeta-function with algebraic parameter. We prove a version of the limit theorem, where the limit measure is presented by the law…