相关论文: The value at the mode in multivariate $t$ distribu…

We study invariance principles and convergence to a Gaussian limit for stochastic series of the form $S(c,Z)=\sum_{m=1}^{\infty }\sum_{\alpha _{1}<...<\alpha _{m}}c(\alpha _{1},...,\alpha _{m})\prod_{i=1}^{m}Z_{\alpha _{i}}$ where $Z_{k}$,…

We study the convergence in total variation distance for series of the form $$ S_{N}(c,Z)=\sum_{l=1}^{N}\sum_{i_{1}<\cdots<i_{l}}c(i_{1},...,i_{l})Z_{i_{1}}\cdots Z_{i_{l}}, $$ where $Z_{k},k\in {\mathbb{N}}$ are independent centered random…

In one dimension, the theory of the $G$-normal distribution is well-developed, and many results from the classical setting have a nonlinear counterpart. Significant challenges remain in multiple dimensions, and some of what has already been…

The curse of dimensionality is a common phenomenon which affects analysis of datasets characterized by large numbers of variables associated with each point. Problematic scenarios of this type frequently arise in classification algorithms…

Motivated by previous work on moment varieties for Gaussian distributions and their mixtures, we study moment varieties for two other statistically important two-parameter distributions: the inverse Gaussian and gamma distributions. In…

Motivated by problems in high-dimensional statistics such as mixture modeling for classification and clustering, we consider the behavior of radial densities as the dimension increases. We establish a form of concentration of measure, and…

We address truncated states of continuous variable systems and analyze their statistical properties numerically by generating random states in finite-dimensional Hilbert spaces. In particular, we focus to the distribution of purity and…

We give necessary and sufficient conditions to characterize the convergence in distribution of a sequence of arbitrary random variables to a probability distribution which is the invariant measure of a diffusion process. This class of…

The following anticoncentration property is proved. The probability that the $k$-order statistic of an arbitrarily correlated jointly Gaussian random vector $X$ with unit variance components lies within an interval of length $\varepsilon$…

We study the limiting behavior of the $k$-th eigenvalue $x_k$ of unitary invariant ensembles with Freud-type and uniform convex potentials. As both $k$ and $n-k$ tend to infinity, we obtain Gaussian fluctuations for $x_k$ in the bulk and…

This note examines the infinite divisibility of density-based transformations of normal random variables. We characterize a class of density-based transformations of normal variables which produces non-infinitely divisible distributions. We…

The modality is important topic for modelling. Using parametric models is an efficient way when real data set shows trimodality. In this paper we propose a new class of trimodal probability distributions, that is, probability distributions…

A variation of fundamental constants of physics is proposed in a frame of static universe. It is shown when the velocity of light increases (decreases) the Planck's constant increases (decreases) and mass of bodies decreases (increases).…

We introduce a new type of convergence in probability theory, which we call ``mod-Gaussian convergence''. It is directly inspired by theorems and conjectures, in random matrix theory and number theory, concerning moments of values of…

In this paper, we find an expression for the density of the sum of two independent $d-$dimensional Student $t-$random vectors $\mathbf{X}$ and $\mathbf{Y}$ with arbitrary degrees of freedom. As a byproduct we also obtain an expression for…

We study the regularity of densities of distributions that are polynomial images of the standard Gaussian measure on $\mathbb{R}^n$. We assume that the degree of a polynomial is fixed and that each variable enters to a power bounded by…

The Gaussian correlation inequality for multivariate zero-mean normal probabilities of symmetrical n-rectangles can be considered as an inequality for multivariate gamma distributions (in the sense of Krishnamoorthy and Parthasarathy [5])…

We consider a translation and dilation invariant system consisting of k diagonal equations of degrees 1,2,...,k with integer coefficients in s variables, where s is sufficiently large in terms of k. We show via the Hardy-Littlewood circle…

The Gauss-Bonnet curvature of order $2k$ is a generalization to higher dimensions of the Gauss-Bonnet integrand in dimension $2k$, as the usual scalar curvature generalizes the two dimensional Gauss-Bonnet integrand. In this paper, we…

We introduce and study the notion of k-divisible elements in a non-commutative probability space. A k-divisible element is a (non-commutative) random variable whose n-th moment vanishes whenever n is not a multiple of k. First, we consider…