相关论文: On the free Gamma distributions
We prove that many of beta, beta prime, gamma, inverse gamma, Student t- and ultraspherical distributions are freely infinitely divisible, but some of them are not. The latter negative result follows from a local property of probability…
We consider the generalised Mathieu series \[\sum_{n=1}^\infty \frac{n^\gamma}{(n^\lambda+a^\lambda)^\mu}\qquad (\mu>0)\] when the parameters $\lambda$ ($>0$) and $\gamma$ are even integers for large complex $a$ in the sector…
We derive the representative Bernstein measure of the density of $(X_{\alpha})^{-\alpha/(1-\alpha)}, 0 < \alpha < 1$, where $X_{\alpha}$ is a positive stable random variable, as a Fox-H function. When $1-\alpha = 1/j$ for some integer $j…
We construct a natural extension for each of Nakada's $\alpha$-continued fractions and show the continuity as a function of $\alpha$ of both the entropy and the measure of the natural extension domain with respect to the density function…
We show that for every "locally finite" unit-preserving completely positive map P acting on a C*-algebra, there is a corresponding *-automorphism \alpha of another unital C*-algebra such that the two sequences P, P^2,P^3,... and \alpha,…
Boundedness properties of operators associated with non-degenerate symmetric $\alpha$-stable, $\alpha \in (1,2)$, probability measures on $\mathbb{R}^d$ are investigated on appropriate, Euclidean or otherwise, $L^p$-spaces, $p \in…
We obtain density estimates for the free boundaries of minimizers $u \ge 0$ of the Alt-Phillips functional involving negative power potentials $$\int_\Omega \left(|\nabla u|^2 + u^{-\gamma} \chi_{\{u>0\}}\right) \, dx, \quad \quad \gamma…
We investigate the four parameter family of bilateral Gamma distributions. The goal of this paper is to provide a thorough treatment of the shapes of their densities, which is of importance for assessing their fitting properties to sets of…
In any parametric inference problem, the robustness of the procedure is a real concern. A procedure which retains a high degree of efficiency under the model and simultaneously provides stable inference under data contamination is…
Several numerical evaluations of the density and distribution of convolution of independent gamma variables are compared in their accuracy and speed. In application to renewal processes, an efficient formula is derived for the probability…
L.Bondesson [1] conjectured that the density of a positive $\alpha$-stable distribution is hyperbolically completely monotone (HCM in short) if and only if $\alpha$ $\le$ 1/2. This was proved recently by P. Bosch and Th. Simon, who also…
Bayesian and frequentist criteria fundamentally differ, but often posterior and sampling distributions agree asymptotically (e.g., Gaussian with same covariance). For the corresponding single-draw experiment, we characterize the frequentist…
The problem of calculating the probability density and distribution function of a strictly stable law is considered at $x\to0$. The expansions of these values into power series were obtained to solve this problem. It was shown that in the…
Hyperbolic complete monotonicity property ($\mathrm{HCM}$) is a way to check if a distribution is a generalized gamma ($\mathrm{GGC}$), hence is infinitely divisible. In this work, we illustrate to which extent the Mittag-Leffler functions…
We consider a class of probability measures $\mu_{s,r}^{\alpha}$ which have explicit Cauchy-Stieltjes transforms. This class includes a symmetric beta distribution, a free Poisson law and some beta distributions as special cases. Also, we…
The Gamma distribution is well-known and widely used in many signal processing and communications applications. In this letter, a simple and extremely efficient accept/reject algorithm is introduced for the generation of independent random…
We show for a free action of a countable group $\Gamma$ on a finite-dimensional, compact metric space by homeomorphisms that the dynamic asymptotic dimension is either infinite or coincides with the asymptotic dimension of $\Gamma$.
We prove existence of asymptotic entropy of random walks on regular languages over a finite alphabet and we give formulas for it. Furthermore, we show that the entropy varies real-analytically in terms of probability measures of constant…
The large-sample behavior of non-degenerate multivariate $U$-statistics of arbitrary degree is investigated under the assumption that their kernel depends on parameters that can be estimated consistently. Mild regularity conditions are…
It is proved that the average length of standard confidence intervals for parameters of gamma and normal distributions monotonically decrease with the sample size. The proofs are based on fine properties of the classical gamma function.