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Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the product $XY$ is derived. Some basic distributional properties are also derived, including…
In this paper, we introduce and investigate a novel class of analytic and univalent functions of negative coefficients in the open unit disk. For this function class, we obtain characterization and distortion theorems as well as the radii…
The property of isotonicity of a continuous convex function defined on the entire space or only on the positive cone is characterized via subdifferentials. Numerous examples illustrating the obtained results are included.
We investigate a convexity properties for normalized log moment generating function continuing a recent investigation of Chen of convex images of Gaussians. We show that any variable satisfying a ``Ehrhard-like'' property for its…
Quantum field theory in curved spacetime may be defined either through a manifestly unitary canonical approach or via the manifestly covariant path integral formalism. For gauge theories, these two approaches have produced conflicting…
We give a complete list of the Lebesgue-Jordan decomposition of Boolean and monotone stable distributions and a complete list of the mode of them. They are not always unimodal.
We consider the notion of the matrix (tensor) distribution of a measurable function of several variables. On the one hand, it is an invariant of this function with respect to a certain group of transformations of variables; on the other…
We show that the stochastic independence of real-valued random variables is equivalent to the conditional uncorrelation, where the conditioning takes place over the Cartesian products of intervals. Next, we express the mutual independence…
We study functions from reals to reals which are uniformly degree-invariant from Turing-equivalence to many-one equivalence, and compare them "on a cone." We prove that they are in one-to-one correspondence with the Wadge degrees, which can…
Spaces of convex and concave functions appear naturally in theory and applications. For example, convex regression and log-concave density estimation are important topics in nonparametric statistics. In stochastic portfolio theory, concave…
In this paper we introduce a notion of a directional uncertainty product for multivariate periodic functions. It measures a localization of a function along a particular direction. We study properties of the uncertainty product and give an…
We characterise probability distributions via a martingale property associated with a natural generalisation of record values, known as $\delta$-records. For an independent and identically distributed sequence $(X_n)$ with running maximum…
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…
In this paper various notions of convexity of real functions with respect to Chebyshev systems defined over arbitrary subsets of the real line are introduced. As an auxiliary notion, a concept of a relevant divided difference and also a…
Radiomics involves the study of tumor images to identify quantitative markers explaining cancer heterogeneity. The predominant approach is to extract hundreds to thousands of image features, including histogram features comprised of…
For the family of multivariate probability distributions variously denoted as unified skew-normal, closed skew-normal and other names, a number of properties are already known, but many others are not, even some basic ones. The present…
For divisors over smooth projective varieties, we show that the volume can be characterized by the duality between pseudo-effective cone of divisors and movable cone of curves. Inspired by this result, we give and study a natural…
An infinitely divisible distribution on $\mathbb{R}$ is a probability measure $\mu$ such that the characteristic function $\hat{\mu}$ has a L\'{e}vy-Khintchine representation with characteristic triplet $(a,\gamma, \nu)$, where $\nu$ is a…
We discuss $(K,N)$-convexity and gradient flows for $(K,N)$-convex functionals on metric spaces, in the case of real $K$ and negative $N$. In this generality, it is necessary to consider functionals unbounded from below and/or above,…
In this paper we will give a categorical proof of the Radon-Nikodym theorem. We will do this by describing the trivial version of the result on finite probability spaces as a natural isomorphism. We then proceed to Kan extend this…