相关论文: Analysis of generalized negative binomial distribu…

To a higher Landau Level corresponds a generalization of the Poisson distribution arising from generalized coherent states. In this paper, we write down the atomic decomposition of this probability measure and expressed its weights through…

In 1964 R.Gangolli published a L\'{e}vy-Khintchine type formula which characterised $K$ bi-invariant infinitely divisible probability measures on a symmetric space $G/K$. His main tool was Harish-Chandra's spherical functions which he used…

A quasi-infinitely divisible distribution on $\mathbb{R}^d$ is a probability distribution $\mu$ on $\mathbb{R}^d$ whose characteristic function can be written as the quotient of the characteristic functions of two infinitely divisible…

An infinitely divisible distribution on $\mathbb{R}$ is a probability measure $\mu$ such that the characteristic function $\hat{\mu}$ has a L\'{e}vy-Khintchine representation with characteristic triplet $(a,\gamma, \nu)$, where $\nu$ is a…

Classes of multivariate and cone valued infinitely divisible Gamma distributions are introduced. Particular emphasis is put on the cone-valued case, due to the relevance of infinitely divisible distributions on the positive semi-definite…

Based on differences of generalized R\'enyi entropies nontrivial constraints on the shape of the distribution function of broadly distributed observables are derived introducing a new parameter in order to quantify the deviation from…

In this paper, we focus on the COM-type negative binomial distribution with three parameters, which belongs to COM-type $(a,b,0)$ class distributions and family of equilibrium distributions of arbitrary birth-death process. Besides, we show…

There are given sufficient conditions under which mixtures of dilations of L\'evy spectral measures, on a Hilbert space, are L\'evy measures again. We introduce some random integrals with respect to infinite dimensional L\'evy processes,…

We show that a conditional characteristic function of generalized L\'evy stochastic areas can be viewed as a product a selfdecomposable distribution (i.e., L\'evy class L distribution) and its background driving characteristic function.…

For convex co-compact hyperbolic manifolds $\Gamma\backslash \mathbb{H}^{n+1}$ for which the dimension of the limit set satisfies $\delta_\Gamma< n/2$, we show that the high-frequency Eisenstein series associated to a point $\xi$ "at…

Belinschi et al. [Adv. Math., 226 (2011), 3677--3698] proved that the normal distribution is freely infinitely divisible. This paper establishes a certain monotonicity, real analyticity and asymptotic behavior of the density of the free…

Inspired by the notion of quasi-infinite divisibility (QID), we introduce and study the class of freely quasi-infinitely divisible (FQID) distributions on $\mathbb{R}$, i.e. distributions which admit the free L\'{e}vy-Khintchine-type…

The goal is to identify the class of distributions to which the distribution of the maximum of a L\'evy process with no negative jumps and negative mean (equivalently, the stationary distribution of the reflected process) belongs. An…

Ito's construction of Markovian solutions to stochastic equations driven by a L\'evy noise is extended to nonlinear distribution dependent integrands aiming at the effective construction of linear and nonlinear Markov semigroups and the…

In this paper, we are concerned with higher-order analogues of the Tracy-Widom distribution, which describe the eigenvalue distributions in unitary random matrix models near critical edge points. The associated kernels are constructed by…

Let $\mu$ be a probability measure (or corresponding random variable) such that all moments $\mu_n$ exist. Knowledge of the moments is not sufficient to determine infinite divisibility of the measure; we show also that infinitely divisible,…

In this article, we first review the connection between L\'evy processes and infinitely divisible random variables, and the classification of infinitely divisible distributions. Using this connection and the L\'evy-Khinchine representation…

Generation of Wigner functions of Landau levels and determination of their symmetries and generic properties are achieved in the autonomous framework of deformation quantization. Transformation properties of diagonal Wigner functions under…

We study the moment generating function of the disk counting statistics of a two-dimensional determinantal point process which generalizes the complex Ginibre point process. This moment generating function involves an $n \times n$…

Given a low frequency sample of an infinitely divisible moving average random field $\{\int_{\mathbb{R}^d} f(x-t)\Lambda(dx); \ t \in \mathbb{R}^d \}$ with a known simple function $f$, we study the problem of nonparametric estimation of the…