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We consider an ensemble of nxn real symmetric random matrices A whose entries are determined by independent identically distributed random variables that have symmetric probability distribution. Assuming that the moment 12+2delta of these…
We consider three matrix models of order 2 with one random entry $\epsilon$ and the other three entries being deterministic. In the first model, we let $\epsilon\sim\textrm{Bernoulli}\left(\frac{1}{2}\right)$. For this model we develop a…
In this paper we use probabilistic methods to derive some results on the generalized Bernoulli and generalized Euler polynomials. Our approach is based on the properties of Appell polynomials associated with uniformly distributed and…
We compute the joint distribution of the first times a linear diffusion makes an excursion longer than some given duration above (resp. below) some fixed level. In the literature, such stopping times have been introduced and studied in the…
A result of Chebyshev (1864) and Hoeffding1956}, on bounding an expectation of a given function with respect to a Bernoulli convolution (also called Poisson binomial law, or law of the number of successes in independent trials) with any…
Let X be a second countable locally compact Abelian group. Let $\xi_1, \xi_2$ be independent random variables with values in the group X and distributions $\mu_1, \mu_2$ such that the sum $\xi_1+\xi_2$ and the difference $\xi_1-\xi_2$ are…
Presented is an inductive formula for computing the sample moments of the distribution of Pearson's sample correlation over permutation of data. These exact formulas for the sample moments suggest the possibility of more precise and…
We study a new family of random variables, that each arise as the distribution of the maximum or minimum of a random number $N$ of i.i.d.~random variables $X_1,X_2,\ldots,X_N$, each distributed as a variable $X$ with support on $[0,1]$. The…
We obtain the best possible upper bounds for the moments of a single order statistic from independent, non-negative random variables, in terms of the population mean. The main result covers the independent identically distributed case.…
I study the sequences of Euler and Springer numbers from the point of view of the classical moment problem.
We derive two-sided bounds for moments of random multilinear forms (random chaoses) with nonnegative coeficients generated by independent nonnegative random variables $X_i$ which satisfy the following condition on the growth of moments:…
The setting of this article is nonparametric algebraic statistics. We study moment varieties of conditionally independent mixture distributions on $\mathbb{R}^n$. These are the secant varieties of toric varieties that express independence…
The sectional curvature of a compact Riemannian manifold M can be seen as a random variable on the Grassmann bundle of 2-planes in TM endowed with the Fubini-Study volume density. In this article we calculate the moments of this random…
``Constants of Nature'' and cosmological parameters may in fact be variables related to some slowly-varying fields. In models of eternal inflation, such fields will take different values in different parts of the universe. Here I show how…
The extremal index $\theta$, a number in the interval $[0,1]$, is known to be a measure of primal importance for analyzing the extremes of a stationary time series. New rank-based estimators for $\theta$ are proposed which rely on the…
We consider the use of random walks as an approach to obtain connection coefficients for higher-order Bernoulli and Euler polynomials. In particular, we consider the cases of a $1$-dimensional linear reflected Brownian motion and of a…
This paper describes the probabilistic behaviour of a random Sturmian word. It performs the probabilistic analysis of the recurrence function which can be viewed as a waiting time to discover all the factors of length $n$ of the Sturmian…
This article gives a formula for associated Stirling numbers of the second kind based on the moment of a sum of independent random variables having a beta distribution. From this formula we deduce, using probabilistic approaches, lower and…
We obtain an asymptotic for the fourth moment of truncated Eisenstein series of large Laplacian eigenvalue, verifying for the first time that the main term corresponds to Gaussian random behavior. This is a manifestation of the Random Wave…
In this article we calculate the third and fourth moment of the renormalized intersection local time of a planar Brownian motion. The third moment is calculated anlaytically, the fourth moment numerically. For the closed planar random walk…