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We show that a convolution semigroup of measures has Jacobi parameters polynomial in the convolution parameter $t$ if and only if the measures come from the Meixner class. Moreover, we prove the parallel result, in a more explicit way, for…

Combinatorics · Mathematics 2012-11-27 Michael Anshelevich , Wojciech Młotkowski

We develop a mean-field theory of the growth, exchange and distribution (GED) model introduced by Kang et al. (preceding paper) that accurately describes the phase transition in the limit that the number of agents $N$ approaches infinity.…

Statistical Mechanics · Physics 2021-08-04 W. Klein , N. Lubbers , Kang K. L. Liu , T. Khouw , Harvey Gould

We study the asymptotic behavior of the free cumulants (in the sense of free probability theory of Voiculescu) of Jucys--Murphy elements--or equivalently--of the transition measure associated with a Young diagram. We express these cumulants…

Combinatorics · Mathematics 2007-05-23 Piotr Sniady

In this paper we study a broad class of distribution functions which is defined by means of reflected generalized beta distribution. This class includes that of Beta-generated distribution as a special case. In particular, we use this class…

Statistics Theory · Mathematics 2016-07-20 Ibrahim Elbatal , Francesca Condino , Filippo Domma

In this paper we develop a very general class of bivariate discrete distributions. The basic idea is very simple. The marginals are obtained by taking the random geometric sum of a baseline distribution function. The proposed class of…

Methodology · Statistics 2018-05-22 Debasis Kundu

We give an general estimate for the non-microstates free entropy dimension $\delta ^{*}(X_{1},..., X_{n})$. If $X_{1},..., X_{n}$ generate a diffuse von Neumann algebra, we prove that $\delta ^{*}(X_{1},..., X_{n})\geq 1$. In the case that…

Operator Algebras · Mathematics 2007-05-23 Dimitri Shlyakhtenko

In this paper, we introduce the Gompertz power series class of distributions which is obtained by compounding Gompertz and power series distributions. This distribution contains several lifetime models such as Gompertz-geometric,…

Methodology · Statistics 2015-09-14 Ali Akbar Jafari , Saeid Tahmasebi

We obtain exact formulas for the cumulative distribution function of the variance-gamma distribution, as infinite series involving the modified Bessel function of the second kind and the modified Lommel function of the first kind. From…

Probability · Mathematics 2024-11-20 Robert E. Gaunt

The notion of {\it free} generalized vertex algebras is introduced. It is equivalent to the notion of {\it generalized principal subspaces} associated with lattices which are not necessarily integral. Combinatorial bases and the characters…

Quantum Algebra · Mathematics 2015-02-19 Kazuya Kawasetsu

Multivariate generalized Gamma convolutions are distributions defined by a convolutional semi-parametric structure. Their flexible dependence structures, the marginal possibilities and their useful convolutional expression make them…

Statistics Theory · Mathematics 2022-03-28 Oskar Laverny

By combining the upper and lower bounds to the free energy as given by the Gibbs inequality for two systems with the same intermolecular interactions but with external fields differing from each other only in a finite region of space Gamma,…

Statistical Mechanics · Physics 2016-08-31 John D. Weeks

In this paper, the study of bivariate generalised beta type I and II distributions is extended to the complex matrix variate case, for which the corresponding density functions are found. In addition, for complex bimatrix variate beta type…

Statistics Theory · Mathematics 2009-06-08 Jose A. Diaz-Garcia , Ramon Gutierrez-Jaimez

One of the main applications of free probability is to show that for appropriately chosen independent copies of $d$ random matrix models, any noncommutative polynomial in these $d$ variables has a spectral distribution that converges…

Operator Algebras · Mathematics 2023-10-25 Benoît Collins , Tobias Mai , Akihiro Miyagawa , Félix Parraud , Sheng Yin

The gamma distribution arises frequently in Bayesian models, but there is not an easy-to-use conjugate prior for the shape parameter of a gamma. This inconvenience is usually dealt with by using either Metropolis-Hastings moves, rejection…

Computation · Statistics 2018-08-01 Jeffrey W. Miller

We give new characterisations of regular Mal'tsev categories with distributive lattice of equivalence relations through variations of the so-called Triangular Lemma and Trapezoid Lemma in universal algebra. We then give new…

Category Theory · Mathematics 2021-04-13 Marino Gran , Diana Rodelo , Idriss Tchoffo Nguefeu

We characterize semicircular distribution by the freeness of linear and quadratic forms in noncommutative random variables from a tracial $W^*$-probability space with relaxed moment conditions.

Operator Algebras · Mathematics 2012-12-06 G. P. Chistyakov , F. Götze , F. Lehner

We present an extension of a theorem by Michael Drmota and Mich\`ele Soria [Images and Preimages in Random Mappings, 1997] that can be used to identify the limiting distribution for a class of combinatorial schemata. This is achieved by…

Combinatorics · Mathematics 2016-05-11 Michael Wallner

We propose a simple random process inducing various types of random graphs and the scale free random graphs among others. The model is of a threshold nature and differs from the preferential attachment approach discussed in the literature…

Disordered Systems and Neural Networks · Physics 2007-05-23 D. Volchenkov , Ph. Blanchard

We investigate the level density for several ensembles of positive random matrices of a Wishart--like structure, $W=XX^{\dagger}$, where $X$ stands for a nonhermitian random matrix. In particular, making use of the Cauchy transform, we…

Mathematical Physics · Physics 2015-07-16 Wojciech Mlotkowski , Maciej A. Nowak , Karol A. Penson , Karol Zyczkowski

The distribution function of the free energy fluctuations in one-dimensional directed polymers with free boundary conditions is derived by mapping the replicated problem to the N-particle quantum boson system with attractive interactions.…

Statistical Mechanics · Physics 2015-06-11 Victor Dotsenko
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