相关论文: Lamperti-type laws
Gram's Law describes a pattern that frequently occurs in the distribution of the non-trivial zeros of the Riemann zeta function along the critical line. Whenever Gram's Law holds true, it reduces the difficulty of computing the…
When the probability of measuring a particular value of some quantity varies inversely as a power of that value, the quantity is said to follow a power law, also known variously as Zipf's law or the Pareto distribution. Power laws appear…
Consider a random matrix $\mathbf{A}\in\mathbb{C}^{m\times n}$ ($m \geq n$) containing independent complex Gaussian entries with zero mean and unit variance, and let $0<\lambda_1\leq \lambda_{2}\leq ...\leq \lambda_n<\infty$ denote the…
The Lovasz Local Lemma (LLL) is a probabilistic tool which has been used to show the existence of a variety of combinatorial structures with good "local" properties. The "LLL-distribution" can be used to show that the resulting structures…
In this paper we determine the distributional behavior of sums of free (in the sense of Voiculescu) identically distributed, infinitesimal random variables. The theory is shown to parallel the classical theory of independent random…
We prove a Leibniz-type inequality for the spread of random variables in terms of their $L_p$-norms. The result is motivated by the Kato-Ponce inequalities and Rieffel's strong Leibniz property.
Statistical laws describe regular patterns observed in diverse scientific domains, ranging from the magnitude of earthquakes (Gutenberg-Richter law) and metabolic rates in organisms (Kleiber's law), to the frequency distribution of words in…
A probabilistic generative network model with $n$ nodes and $m$ overlapping layers is obtained as a superposition of $m$ mutually independent Bernoulli random graphs of varying size and strength. When $n$ and $m$ are large and of the same…
To know the statistical distribution of a variable is an important problem in management of resources. Distributions of the power law type are observed in many real systems. However power law distributions have an infinite variance and thus…
The likelihood ratio test (LRT) is widely used for comparing the relative fit of nested latent variable models. Following Wilks' theorem, the LRT is conducted by comparing the LRT statistic with its asymptotic distribution under the…
In this paper we present a flexible bivariate distribution specified by a quantile function. The distribution contains as special cases new bivariate exponential, Pareto I, Pareto II, beta, power, log logistic and uniform distributions and…
Starting from the BBGKY hierarchy, describing the kinetics of nonlinear particle system, we obtain the relevant entropy and stationary distribution function. Subsequently, by employing the Lorentz transformations we propose the relativistic…
In nature or societies, the power-law is present ubiquitously, and then it is important to investigate the mathematical characteristics of power-laws in the recent era of big data. In this paper we prove the superposition of non-identical…
We extend a result of Lyons (2016) from fractional tiling of finite graphs to a version for infinite random graphs. The most general result is as follows. Let $\bf P$ be a unimodular probability measure on rooted networks $(G, o)$ with…
A new version of a strong law of large numbers for a ``good'' pairwise independent sequence of random variables (r.v.'s) with a small part of ``bad'' dependent r.v.'s is proposed. The main goal is to relax the assumption on the existence of…
Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…
We propose a generalization of the random matrix theory following the basic prescription of the recently suggested concept of superstatistics. Spectral characteristics of systems with mixed regular-chaotic dynamics are expressed as weighted…
Smoothness and asymptotic behaviors are studied for the densities of the law of the occupation time on the positive line for Bessel bridges and the normalized excursion of strictly stable processes. The key role is played by these…
We study the limiting spectral distribution of large-dimensional sample covariance matrices associated with symmetric random tensors formed by $\binom{n}{d}$ different products of $d$ variables chosen from $n$ independent standardized…
The joint probability distribution of many degrees of freedom in biological systems, such as firing patterns in neural networks or antibody sequence composition in zebrafish, often follow Zipf's law, where a power law is observed on a…