Related papers: Moments of a random variable arising Laplacian ran…
In this article, we show that a linear combination $X$ of $n$ independent, unbiased Bernoulli random variables $\{X_k\}$ can match the first $2n$ moments of a random variable $Y$ which is uniform on an interval. More generally, for each $p…
Moments of the characteristic polynomial of a random matrix taken from any of the three ensembles, orthogonal, unitary or symplectic, are given either as a determinant or a pfaffian or as a sum of determinants. For gaussian ensembles…
We provide several simple recursive formulae for the moment sequence of infinite Bernoulli convolution. We relate moments of one infinite Bernoulli convolution with others having different but related parameters. We give examples relating…
A novel multinomial theorem for commutative idempotents is shown to lead to new results about the moments, central moments, factorial moments, and their generating functions for any random variable $X = \sum_{i} Y_i $ expressible as a sum…
We calculate, for a branching random walk $X_n(l)$ to a leaf $l$ at depth $n$ on a binary tree, the positive integer moments of the random variable $\frac{1}{2^{n}}\sum_{l=1}^{2^n}e^{2\beta X_n(l)}$, for $\beta\in\mathbb{R}$. We obtain…
In this paper, we derive some identities involving special numbers and moments of random variables by using the generating functions of the moments of certain random variables. Here the related special numbers are Stirling numbers of the…
We compute the moment of order n of the Poisson stochastic integral of a random process u over a metric space X as a sum that runs over all partitions of {1,...,n} and involves the addition of points to Poisson configurations. This formula…
We present an analytic method for computing the moments of a sum of independent and identically distributed random variables. The limiting behavior of these sums is very important to statistical theory, and the moment expressions that we…
Integral expressions for positive-part moments E X_+^p (p>0) of random variables X are presented, in terms of the Fourier-Laplace or Fourier transforms of the distribution of X. A necessary and sufficient condition for the validity of such…
We show first that there are intrinsic relationships among different conditions, old and recent, which lead to some general statements in both the Stieltjes and the Hamburger moment problems. Then we describe checkable conditions and prove…
We compute the "moments" and its continuous anaougue of the random variable $\N^r \ni (k_1, k_2, ..., k_r) \mapsto \gcd(n,k_1k_2... k_r) \in \N$ by a purely elementary method. This generalizes a result of Kurokawa-Ochiai, which computed its…
The purpose of the present paper is to establish moment estimates of Rosenthal type for a rather general class of random variables satisfying certain bounds on the cumulants. We consider sequences of random variables which satisfy a central…
The bounds for absolute moments of order statistics are established. Let $X_1,\dots ,X_n$ be independent identically distributed real-valued random variables and let $X_{1:n}\le \dots \le X_{n:n}$ be the corresponding order statistics. The…
Let Y be a random variable whose moment generating function exists in some neighborhood of the origin. The aim of this paper is to study the probabilistic Lah numbers associated with Y and the probabilistic Lah-Bell polynomials associated…
Assuming a $q$-variant of the prime $k$-tuple conjecture uniformly, we compute mixed moments of the number of primes in disjoint short intervals and progressions, respectively. This involves estimating the mean of singular series along…
Let $\left\{X^{1}_k\right\}_{k=1}^{\infty}, \left\{X^{2}_k\right\}_{k=1}^{\infty}, \cdots, \left\{X^{d}_k\right\}_{k=1}^{\infty}$ be $d$ independent sequences of Bernoulli random variables with success-parameters $p_1, p_2, \cdots, p_d$…
In this paper relations among some kinds of cumulative entropies and moments of order statistics are presented. By using some characterizations and the symmetry of a non negative and absolutely continuous random variable X, lower and upper…
We investigate the moment and the distribution of $L(1,\x_P),$ where $\x_P$ varies over quadratic characters associated to irreducible polynomials $P$ of degree $2g+1$ over $\mathbb{F}_q[T]$ as $g\to\infty$. In the first part of the paper…
We derive various sharp bounds on moments of the distance between two independent random vectors taking values in a Banach space.
We have discussed earlier the correlation functions of the random variables $\det(\la-X)$ in which $X$ is a random matrix. In particular the moments of the distribution of these random variables are universal functions, when measured in the…