Related papers: Generalized Meixner-type free gamma distributions:…
The generalized gamma convolutions class of distributions appeared in Thorin's work while looking for the infinite divisibility of the log-Normal and Pareto distributions. Although these distributions have been extensively studied in the…
We introduce the beta generalized exponential distribution that includes the beta exponential and generalized exponential distributions as special cases. We provide a comprehensive mathematical treatment of this distribution. We derive the…
Circular variables arise in a multitude of data-modelling contexts ranging from robotics to the social sciences, but they have been largely overlooked by the machine learning community. This paper partially redresses this imbalance by…
We investigate the typical cells $\widehat{Z}$ and $\widehat{Z}^\prime$ of $\beta$- and $\beta'$-Voronoi tessellations in $\mathbb{R}^d$, establishing a Complementary Theorem which entails: 1) a gamma distribution of the $\Phi$-content (a…
We show that the distribution of bulk spacings between pairs of adjacent eigenvalue real parts of a random matrix drawn from the complex elliptic Ginibre ensemble is asymptotically given by a generalization of the Gaudin-Mehta distribution,…
Inspired by R. Speicher's multidimensional free central limit theorem and semicircle families, we prove an infinite dimensional compound Poisson limit theorem in free probability, and define infinite dimensional compound free Poisson…
Let $Y$ be a standard Gamma(k) distributed random variable, $k>0$, and let $X$ be an independent positive random variable. We prove that if $X$ has a hyperbolically monotone density of order $k$ ($HM_k$), then the distributions of $Y\cdot…
We present a general class of geometric network growth mechanisms by homogeneous attachment in which the links created at a given time $t$ are distributed homogeneously between a new node and the exising nodes selected uniformly. This is…
The concept of freeness was introduced by Voiculescu in the context of operator algebras. Later it was observed that it is also relevant for large random matrices. We will show how the combination of various free probability results with a…
The variance-gamma (VG) distributions form a four-parameter family which includes as special and limiting cases the normal, gamma and Laplace distributions. Some of the numerous applications include financial modelling and distributional…
In this paper we work out a Riemann-von Mangoldt type formula for the summatory function $\psi(x):=\sum_{g\in G, |g|\le x} \Lambda_{G}(g)$, where $G$ is an arithmetical semigroup (a Beurling generalized system of integers) and $\Lambda_{G}$…
Probability distributions defined on the unit interval are widely used in fields ranging from econometrics to reliability studies. Traditional models such as the beta and Kumaraswamy distributions are well-established due to their…
We characterize the limiting second order distributions of certain independent complex Wigner and deterministic matrices using Voiculescu's notions of freeness over the diagonal. If the Wigner matrices are Gaussian, Mingo and Speicher's…
We develop a general method for computing logarithmic and log-gamma expectations of distributions. As a result, we derive series expansions and integral representations of the entropy for several fundamental distributions, including the…
We propose a generalisation of Gibbs' statistical mechanics into the domain of non-negligible phase space correlations. Derived are the probability distribution and entropy as a generalised ensemble average, replacing…
A well-known result across information theory, machine learning, and statistical physics shows that the maximum entropy distribution under a mean constraint has an exponential form called the Gibbs-Boltzmann distribution. This is used for…
We consider the solution of the stochastic heat equation \partial_T \mathcal{Z} = 1/2 \partial_X^2 \mathcal{Z} - \mathcal{Z} \dot{\mathscr{W}} with delta function initial condition \mathcal{Z} (T=0)= \delta_0 whose logarithm, with…
According to physics predictions, the free energy of random factor graph models that satisfy a certain "static replica symmetry" condition can be calculated via the Belief Propagation message passing scheme [Krzakala et al., PNAS 2007].…
The maximum likelihood estimator (MLE) is pivotal in statistical inference, yet its application is often hindered by the absence of closed-form solutions for many models. This poses challenges in real-time computation scenarios,…
Let $a_{1},...,a_{n}, b_{1},...,b_{n}$ be random variables in some (non-commutative) probability space, such that $\{a_{1}, ..., a_{n} \}$ is free from $\{b_{1}, ..., b_{n} \}$. We show how the joint distribution of the $n$-tuple $(a_{1}…