相关论文: Inversion of analytic characteristic functions and…
The paper treats density measures as typical examples of finitely additive measures in $\mathbb{R}^n$. We study their structure and derive basic properties. In addition, estimates for related integrals are provided. The results are applied…
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…
We survey general properties of multiplicative arithmetic functions of several variables and related convolutions, including the Dirichlet convolution and the unitary convolution. We introduce and investigate a new convolution, called gcd…
Dirichlet integrals and the associated Dirichlet statistical densities are widely used in various areas. Generalizations of Dirichlet integrals and Dirichlet models to matrix-variate cases, when the matrices are real symmetric positive…
The purpose of the present paper is to give unified expressions to the characteristic functions of all elliptical and related distributions. Those distributions including the multivariate elliptical symmetric distributions and some…
We study the analytical properties of the Laplace transform of the lognormal distribution. Two integral expressions for the analytic continuation of the Laplace transform of the lognormal distribution are provided, one of which takes the…
Some properties of the inverse of the Normal distribution are studied. Its derivatives, integrals and asymptotic behavior are presented.
In this article we recover the distribution function (and possible density) of an arbitrary random variable that is subject to an additive measurement error. This problem is also known as deconvolution and has a long tradition in…
We prove that the characteristic function of the quicksort distribution is exponentially decreasing at infinity. As a consequence it follows that the density of the quicksort distribution can be analytically extended to the vicinity of the…
A family of random variables $\mathbf{X}(s)$, depending on a real parameter $s>-\frac{1}{2}$, appears in the asymptotics of the joint moments of characteristic polynomials of random unitary matrices and their derivatives, in the ergodic…
For certain types of statistical models, the characteristic function (Fourier transform) is available in closed form, whereas the probability density function has an intractable form, typically as an infinite sum of probability weighted…
Within the framework of mappings between affine spaces, the notion of $n$-th polarization of a function will lead to an intrinsic characterization of polynomial functions. We prove that the characteristic features of derivations, such as…
We propose a definition of directional multivariate subexponential and convolution equivalent densities and find a useful characterization of these notions for a class of integrable and almost radial decreasing functions. We apply this…
Application of the exact statistical inference frequently leads to a non-standard probability distributions of the considered estimators or test statistics. The exact distributions of many estimators and test statistics can be specified by…
Systems switching between different dynamical phases is an ubiquitous phenomenon. The general understanding of such a process is limited. To this end, we present a general expression that captures fluctuations of a system exhibiting a…
We study the ring of arithmetical functions with unitary convolution, giving an isomorphism to a generalized power series ring on infinitely many variables, similar to the isomorphism of Cashwell-Everett between the ring of arithmetical…
We prove estimates at infinity of convolutions $f^{n\star}$ and densities of the corresponding compound Poisson measures for a class of radial decreasing densities on $\mathbb{R}^d$, $d \geq 1$, which are not convolution equivalent.…
Model sets (also called cut and project sets) are generalizations of lattices. Here we show how the self-similarities of model sets are a natural replacement for the group of translations of a lattice. This leads us to the concept of…
Functional data that are nonnegative and have a constrained integral can be considered as samples of one-dimensional density functions. Such data are ubiquitous. Due to the inherent constraints, densities do not live in a vector space and,…
We prove that the Dirichlet $L$-functions associated with Dirichlet characters in $\mathbb{F}_{q}[x]$ are universal. That is, given a modulus of high enough degree, $L$-functions with characters to this modulus can be found that approximate…