Related papers: Another Look at Random Infinite Divisibility
The notion of geometric version of an infinitely divisible law is introduced. Concepts parallel to attraction and partial attraction are developed and studied in the setup of geometric summing of random variables.
Continuing the study reported in Satheesh (2001),(math.PR/0304499 dated 01 May 2003) and Satheesh (2002)(math.PR/0305030 dated 02May 2003), here we study generalizations of infinitely divisible (ID) and max-infinitely divisible (MID) laws.…
We explore the class of probability distributions on the real line whose Laplace transform admits a strong upper bound of subgaussian type. Using Hadamard's factorization theorem, we extend the class $\mathfrak L$ of Newman and propose new…
In Jurek 1985 and 1988 the random integral representations conjecture was stated. It claims that (some) limit laws can be written as probability distributions of random integrals of the form $\int_{(a,b]}h(t)dY_{\nu}(r(t))$, for some…
Through extended consideration of two wide classes of case studies -- dilute gases and linear systems -- I explore the ways in which assumptions of probability and irreversibility occur in contemporary statistical mechanics, where the…
A probability distribution is n-divisible if its nth convolution root exists. While modeling the dependence structure between several (re)insurance losses by an additive risk factor model, the infinite divisibility, that is the…
A class of Laplace transforms is examined to show that particular cases of this class are associated with production-destruction and reaction-diffusion problems in physics, study of differences of independently distributed random variables…
The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution…
A sequence of accompanying laws is suggested in the limit theorem of B. V. Gnedenko for maximums of independent random variables belonging to maximum domain of attraction of the Gumbel distribution. It is shown that this sequence gives an…
The entropic doubling $\sigma_{\operatorname{ent}}[X]$ of a random variable $X$ taking values in an abelian group $G$ is a variant of the notion of the doubling constant $\sigma[A]$ of a finite subset $A$ of $G$, but it enjoys somewhat…
In a previous paper (called "Rectangular random matrices. Related covolution"), we defined, for $\lambda \in [0,1]$, the rectangular free convolution with ratio $\lambda$. Here, we investigate the related notion of infinite divisiblity,…
In this paper, a modified formulation of generalized probabilistic theories that will always give rise to the structure of Hilbert space of quantum mechanics, in any finite outcome space, is presented and the guidelines to how to extend…
This paper discusses a forgotten remark of Paul L\'evy (1935), determining the asymptotic distribution of sums of i.i.d. random variables with tails $cx^{-\alpha}\psi(\log x)$, where $0<\alpha<2$ and $\psi$ is a periodic function on…
This paper studies new classes of infinitely divisible distributions on R^d. Firstly, the connecting classes with a continuous parameter between the Jurek class and the class of selfdecomposable distributions are revisited. Secondly, the…
A predictive distribution over a sequence of $N+1$ events is said to be "frequency mimicking" whenever the probability for the final event conditioned on the outcome of the first $N$ events equals the relative frequency of successes among…
In this paper we study the convergence in distribution and the local limit theorem for the partial sums of linear random fields with i.i.d. innovations that have infinite second moment and belong to the domain of attraction of a stable law…
We study a new class of so-called rational-infinitely (or quasi-infinitely) divisible probability laws on the real line. The characteristic functions of these distributions are ratios of the characteristic functions of classical infinitely…
Nonequilibrium equalities have attracted considerable interest in the context of statistical mechanics and information thermodynamics. What is remarkable about nonequilibrium equalities is that they apply to rather general nonequilibrium…
The notion of the H\"older convolution is introduced. The main result is that, under general conditions on functions L_1, ..., L_n, the function inverse to the Legendre--Fenchel transform of the H\"older convolution of L_1, ..., L_n…
Limit theorems for a random number of independent random variables are frequently called transfer theorems. Investigations into this direction for sums of random variables with independent random sample size have been originated by…