Related papers: Cumulants in noncommutative probability II. Genera…
Let $(\kappa_n(a))_{n\geq 1}$ denote the sequence of free cumulants of a random variable $a$ in a non-commutative probability space $(\mathcal{A},\varphi)$. Based on some considerations on bipartite graphs, we provide a formula to compute…
This paper investigates the martingale characterizations of non-homogeneous counting processes and their fractional generalizations. We show that the weighted sum of non-homogeneous Poisson processes (NPPs) is the non-homogeneous…
The Gaussian unitary random matrix ensembles satisfying some additional symmetry conditions are considered. The effect of these conditions on the limiting normalized counting measures and correlation functions is studied.
We investigate phase-insensitive linear amplification at the quantum limit for single- and two-mode states and show that there exists a broad class of non-Gaussian states whose nonclassicality survives even at an arbitrarily large gain. We…
M-estimators for Generalized Linear Models are considered under minimal assumptions. Under these preliminaries, strong convergence of the estimators are discussed and an expansion of the estimating operators are given in the non-i.i.d. case…
We introduce the notion of non commutative truncated polynomial extension of an algebra A. We study two families of these extensions. For the first one we obtain a complete classification and for the second one, which we call upper…
This article concerns a class of generalized linear mixed models for clustered data, where the random effects are mapped uniquely onto the grouping structure and are independent between groups. We derive necessary and sufficient conditions…
In this paper, we determine the density functions of nonsymmetrised doubly noncentral matrix variate beta type I and II distributions. The nonsymetrised density functions of doubly noncentral and noncentral bimatrix variate generalised beta…
Although the specification of bivariate probability models using a collection of assumed conditional distributions is not a novel concept, it has received considerable attention in the last decade. In this study, a bivariate…
We discuss methods to compute maps of the CMB in models featuring active causal sources and in non-Gaussian models ofinflation. We show our large angle results as well as some preliminary results on small angles. We conclude by discussing…
We show that various identities from [1] and [3] involving Gould-Hopper polynomials can be deduced from the real but also complex orthogonal invariance of multivariate Gaussian distributions. We also deduce from this principle a useful…
Group classification of systems of two coupled nonlinear reaction-diffusion equation with a diagonal diffusion matrix is carried out. Symmetries of diffusion systems with singular diffusion matrix and additional first order derivative terms…
The framework of non-extensive statistical mechanics, proposed by Tsallis, has been used to describe a variety of systems. The non-extensive statistical mechanics is usually introduced in a formal way, thus simple models exhibiting some…
We generalize the classical probability frame by adopting a wider family of random variables that includes nondeterministic ones. The frame that emerges is known to host a ''classical'' extension of quantum mechanics. We discuss the notion…
This paper presents theoretical results on combining non-probability and probability survey samples through mass imputation, an approach originally proposed by Rivers (2007) as sample matching without rigorous theoretical justification.…
The classical Gaussian concentration inequality for Lipschitz functions is adapted to a setting where the classical assumptions (i.e. Lipschitz and Gaussian) are not met. The theory is more direct than much of the existing theory designed…
Gaussian comparison inequalities provide a way of bounding probabilities relating to multivariate Gaussian random vectors in terms of probabilities of random variables with simpler correlation structures. In this paper, we establish the…
A review is given of some 2-dimensional metrics for which noncommutative versions have been found. They serve partially to illustrate a noncommutative extension of the moving-frame formalism. All of these models suggest that there is an…
We discuss a new stochastic ordering for the sequence of independent random variables. It generalizes the stochastic precedence order that is defined for two random variables to the case $n>2$. All conventional stochastic orders are…
The paper applies the theory developed in Part I to the discrete normal approximation in total variation of random vectors in ${\mathbb Z}^d$. We illustrate the use of the method for sums of independent integer valued random vectors, and…