Related papers: Infinitely divisible modified Bessel distributions
In this paper, we introduce and investigate a new extension of the beta function by means of an integral operator involving a product of Bessel-Struve kernel functions. We also define a new extension of the well-known beta distribution, the…
Under the formalism of annealed averaging of the partition function, a type of random multifractal measures with their multipliers satisfying exponentially distributed is investigated in detail. Branching emerges in the curve of generalized…
The essentials of fractional calculus according to different approaches that can be useful for our applications in the theory of probability and stochastic processes are established. In addition to this, from this fractional integral one…
In this paper we take up Bayesian inference in general multivariate stable distributions. We exploit the representation of Matsui and Takemura (2009) for univariate projections, and the representation of the distributions in terms of their…
In this work we consider infinite dimensional extensions of some finite dimensional Gaussian geometric functionals called the Gaussian Minkowski functionals. These functionals appear as coefficients in the probability content of a tube…
Bivariate partial-sums discrete probability distributions are defined. The question of the existence of a limit distribution for iterated partial summations is solved for finite-support bivariate distributions which satisfy conditions under…
The notion of $\ast$-measure on a compact Hausdorff space can be defined for arbitrary continuous triangular norm $\ast$. The well-known Hutchinson-Barnsley theory deals with the iterated function systems (IFSs) of probability measures and…
Doubly-intractable distributions appear naturally as posterior distributions in Bayesian inference frameworks whenever the likelihood contains a normalizing function $Z$. Having two such functions $Z$ and $\widetilde Z$ we provide estimates…
In this paper, we obtain uniform bounds for a number of expressions that involve derivatives and integrals of modified Bessel functions. These uniform bounds are motivated by the need to bound such expressions in the study of variance-gamma…
In this work, we introduce bicomplex Bessel function and analyze its region of convergence. Important properties of the bicomplex Bessel function, such as recurrence relations, integral representations, differential relations are explored.…
This paper gives a complete characterization of infinitely divisible semimartingales, i.e., semimartingales whose finite dimensional distributions are infinitely divisible. An explicit and essentially unique decomposition of such…
We study the invariant distributions of Hammersley's serial harness process in all dimensions and height fluctuations in one dimension. Subject to mild moment assumptions there is essentially one unique invariant distribution, and all other…
We describe a new MCMC method optimized for the sampling of probability measures on Hilbert space which have a density with respect to a Gaussian; such measures arise in the Bayesian approach to inverse problems, and in conditioned…
Constructing flexible probability models that respect constraints on key functionals -- such as the mean -- is a fundamental problem in nonparametric statistics. Existing approaches lack systematic tools for enforcing such constraints while…
We investigate the fluctuations around the mean of the Stieltjes transform of the empirical spectral distribution of any selfadjoint noncommutative polynomial in a Wigner matrix and a deterministic diagonal matrix. We obtain the convergence…
The spherical functions of the noncompact Grassmann manifolds $G_{p,q}(\mathbb F)=G/K$ over the (skew-)fields $\mathbb F=\mathbb R, \mathbb C, \mathbb H$ with rank $q\ge1$ and dimension parameter $p>q$ can be described as Heckman-Opdam…
We consider products of independent large random rectangular matrices with independent entries. The limit distribution of the expected empirical distribution of singular values of such products is computed. The distribution function is…
A Fourier-type integral representation for Bessel's function of the first kind and complex order is obtained by using the Gegenbuaer extension of Poisson's integral representation for the Bessel function along with a trigonometric integral…
We consider a sequence of four variable polynomials by refining Stieltjes' continued fraction for Eulerian polynomials. Using combinatorial theory of Jacobi-type continued fractions and bijections we derive various combinatorial…
In this paper we study second order stochastic differential equations with measurable and density-distribution dependent coefficients. Through establishing a maximum principle for kinetic Fokker-Planck-Kolmogorov equations with…