Related papers: The distribution of vector-valued Rademacher serie…

The goal of this expository article is a fairly self-contained account of some averaging processes of functions along sequences of the form $(\alpha^n x)^{}_{n\in\mathbb{N}}$, where $\alpha$ is a fixed real number with $| \alpha | > 1$ and…

We extend some sharp inequalities for martingale-differences to general multiplicative systems of random variables. The key ingredient in the proofs is a technique reducing the general case to the case of Rademacher random variables without…

As a generalization of the sum of digits function and other digital sequences, sequences defined as the sum of the output of a transducer are asymptotically analyzed. The input of the transducer is a random integer in $[0, N)$. Analogues in…

We propose a family of four-parameter distributions that contain the K-distribution as special case. The family is derived as a mixture distribution that uses the three-parameter reflected Gamma distribution as parental and the…

We show that all multivariate Extreme Value distributions, which are the possible weak limits of the $K$ largest order statistics of iid sequences, have the same copula, the so called K-extremal copula. This copula is described through…

We study a generalization of the Wigner function to arbitrary tuples of hermitian operators. We show that for any collection of hermitian operators A1...An , and any quantum state there is a unique joint distribution on R^n, with the…

Let $X_1,...,X_n$ be iid random vectors and $f\ge 0$ be a non-negative function. Let also $k(n) = {\rm Argmax}_{i=1,...,n} f(X_i)$. We are interested in the distribution of $X_{k(n)}$ and their limit theorems. In other words, what is the…

We introduce the discrete distribution of a Wiener process range. Rather than finding some basic distributional properties including hazard rate function, moments, Stress-strength parameter and order statistics of this distribution, this…

We review some probabilistic properties of the sum-of-digits function of random integers. New asymptotic approximations to the total variation distance and its refinements are also derived. Four different approaches are used: a classical…

Exact expressions are given for the distribution function of the ratio of a weighted sum of independent chi-squared variables to a single chi-square variable, scaled appropriately. This distribution is the generalization of the classical F…

$\Theta$ function is defined based upon Kronecher symbol. In light of the principle of inclusion-exclusion, $\Theta$ function of sine function is used to denote the distribution of composites and primes. The structure of Goldbach Conjecture…

We derive simple concentration inequalities for bounded random vectors, which generalize Hoeffding's inequalities for bounded scalar random variables. As applications, we apply the general results to multinomial and Dirichlet distributions…

We examine the extent to which random samplings from the values of a random set, determine the distribution of the random set itself. We also comment on how, given the statistics of the sampling, to detect the distribution. Several methods…

We prove a new mean-value theorem for Dirichlet polynomials with coefficients given by the von Mangoldt function. We then use our theorem to derive new estimates for certain exponential sums over primes. The latter have applications to…

This article compares the distributions of integer-valued random variables and Poisson random variables. It considers the total variation and the Wasserstein distance and provides, in particular, explicit bounds on the pointwise difference…

The probabilistic study of the value-distributions of zeta-functions is one of the modern topics in analytic number theory. In this paper, we study a certain probability measure related to the value-distribution of the Lerch zeta-function.…

In this paper, we will discuss the concept of an array variate random variable and introduce a class of skew normal array densities that are obtained through a selection model that uses the array variate normal density as the kernel and the…

The Karhunen-Lo\`eve expansion and the Fredholm determinant formula are used to derive an asymptotic Rosenblatt-type distribution of a sequence of integrals of quadratic functions of Gaussian stationary random fields on R^d displaying…

We prove equidistribution of a generic net of small points in a projective variety X over a function field K. For an algebraic dynamical system over K, we generalize this equidistribution theorem to a small generic net of subvarieties. For…

It is known that large deviations of sums of subexponential random variables are most likely realised by deviations of a single random variable. In this article we give a detailed picture of how subexponential random variables are…