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Related papers: Infinitely divisible modified Bessel distributions

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We show that the Riemannian Gaussian distributions on symmetric spaces, introduced in recent years, are of standard random matrix type. We exploit this to compute analytically marginals of the probability density functions. This can be done…

Mathematical Physics · Physics 2021-10-29 Leonardo Santilli , Miguel Tierz

The goal of this paper is to extend the classical and multiplicative fractional derivatives. For this purpose, it is introduced the new extended modified Bessel function and also given an important relation between this new function…

Classical Analysis and ODEs · Mathematics 2017-03-14 Ali Ozyapici , Yusuf Gurefe , Emine Missirli

When the number of particles is finite, the noncolliding Brownian motion (the Dyson model) and the noncolliding squared Bessel process are determinantal diffusion processes for any deterministic initial configuration $\xi=\sum_{j \in…

Probability · Mathematics 2011-12-07 Makoto Katori , Hideki Tanemura

In the paper, multivariate probability distributions are considered that are representable as scale mixtures of multivariate elliptically contoured stable distributions. It is demonstrated that these distributions form a special subclass of…

Probability · Mathematics 2019-12-05 Victor Korolev , Alexander Zeifman

The method of realizing certain self-reciprocal transforms as (absolute) scattering, previously presented in summarized form in the case of the Fourier cosine and sine transforms, is here applied to the self-reciprocal transform f(y)->…

Number Theory · Mathematics 2011-06-28 Jean-Francois Burnol

We provide a general methodology for unbiased estimation for intractable stochastic models. We consider situations where the target distribution can be written as an appropriate limit of distributions, and where conventional approaches…

Methodology · Statistics 2014-12-01 Sergios Agapiou , Gareth O. Roberts , Sebastian J. Vollmer

In this paper, we aim to present new extensions of incomplete gamma, beta, Gauss hypergeometric, confluent hypergeometric function and Appell-Lauricella hypergeometric functions, by using the extended Bessel function due to Boudjelkha [4].…

Classical Analysis and ODEs · Mathematics 2019-12-10 Abbas Hafida , Azzouz Abdelhalim , Zahaf Mohammed Brahim , Belmekki Mohamed

We show connections between a special type of addition formulas and a theorem of Stieltjes and Rogers. We use different techniques to derive the desirable addition formulas. We apply our approach to derive special addition theorems for…

Classical Analysis and ODEs · Mathematics 2007-12-27 Mourad E. H. Ismail , Jiang Zeng

We provide novel probabilistic portrayals of two multivariate models designed to handle zero-inflation in count-compositional data. We develop a new unifying framework that represents both as finite mixture distributions. One of these…

Methodology · Statistics 2026-03-31 André F. B. Menezes , Andrew C. Parnell , Keefe Murphy

This article provides tools for the study of the Dirichlet random walk in $\mathbb{R}^d$. By this we mean the random variable $W=X_1\Theta_1+\cdots+X_n\Theta_n$ where $X=(X_1,\ldots,X_n) \sim \mathcal{D}(q_1,\ldots,q_n)$ is Dirichlet…

Probability · Mathematics 2013-10-24 Gerard Letac , Mauro Piccioni

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…

Statistics Theory · Mathematics 2015-08-10 Rasool Roozegar

The Stieltjes classes play a significant role in the moment problem since they permit to expose an infinite family of probability distributions all having equal moments of all orders. Given a moment-indeterminate distribution, it may not be…

Probability · Mathematics 2019-07-08 Sofiya Ostrovska , Mehmet Turan

A quasi-infinitely divisible distribution on $\mathbb{R}^d$ is a probability distribution $\mu$ on $\mathbb{R}^d$ whose characteristic function can be written as the quotient of the characteristic functions of two infinitely divisible…

Probability · Mathematics 2021-01-08 David Berger , Merve Kutlu , Alexander Lindner

The concept of a L\'evy subordinator is generalized to a family of non-decreasing stochastic processes, which are parameterized in terms of two Bernstein functions. Whereas the independent increments property is only maintained in the…

Probability · Mathematics 2019-09-10 Jan-Frederik Mai , Matthias Scherer

The Humbert-Bessel are multi-index functions with various applications in electromagnetism. New families of functions sharing some similarities with Bessel functions are often introduced in the mathematical literature, but at a closer…

Functional Analysis · Mathematics 2012-12-19 D. Babusci , G. Dattoli , E. Di Palma , E. N. Petropoulou

Let $\mu$ be a probability measure (or corresponding random variable) such that all moments $\mu_n$ exist. Knowledge of the moments is not sufficient to determine infinite divisibility of the measure; we show also that infinitely divisible,…

Probability · Mathematics 2007-05-23 Aubrey Wulfsohn

Consider the random matrix \(\bW_n = \bB_n + n^{-1}\bX_n^*\bA_n\bX_n\), where \(\bA_n\) and \(\bB_n\) are Hermitian matrices of dimensions \(p \times p\) and \(n \times n\), respectively, and \(\bX_n\) is a \(p \times n\) random matrix with…

Probability · Mathematics 2024-08-20 Haoran Li

The infinitely-many-neutral-alleles model has recently been extended to a class of diffusion processes associated with Gibbs partitions of two-parameter Poisson-Dirichlet type. This paper introduces a family of infinite-dimensional…

Probability · Mathematics 2013-02-15 Matteo Ruggiero , Stephen G. Walker , Stefano Favaro

The generalization, similarly to exponential multivariate bases in the Fourier transform, of the Bessel functions to many dimensions is offered. Analogously to the Fourier transform property under the differentiation, the similar Hankel…

Classical Analysis and ODEs · Mathematics 2024-10-21 Victor G. Zakharov

Let $X^{(\mu)}(ds)$ be an $\mathbb{R}^d$-valued homogeneous independently scattered random measure over $\mathbb{R}$ having $\mu$ as the distribution of $X^{(\mu)}((t,t+1])$. Let $f(s)$ be a nonrandom measurable function on an open interval…

Probability · Mathematics 2007-07-05 Ken-iti Sato