相关论文: Eta-diagonal distributions and infinite divisibili…
In this article the relation between the tail behaviours of a free regular infinitely divisible (positively supported) probability measure and its L\'evy measure is studied. An important example of such a measure is the compound free…
We prove effective equidistribution of expanding horocycles in $\mathrm{SL}_2(\mathbb{Z})\backslash\mathrm{SL}_2(\mathbb{R})$ with respect to various classes of Borel probability measures on $\mathbb{R}$ having certain Fourier asymptotics.…
An infinite log-gas formalism, due to Dyson, and independently Fogler and Shklovskii, is applied to the computation of conditioned gap probabilities at the hard and soft edges of random matrix $\beta$-ensembles. The conditioning is that…
We introduce the beta generalized exponential distribution that includes the beta exponential and generalized exponential distributions as special cases. We provide a comprehensive mathematical treatment of this distribution. We derive the…
We derive necessary and sufficient conditions for epi-convergence in distribution of normal integrands. As a basic tool for the proof a new characterisation for distributional convergence of random closed sets is used. Our approach via the…
Let $C,A$ be countable abelian groups. In this paper we determine the complexity of classifying extensions $C$ by $A$, in the cases when $C$ is torsion-free and $A$ is a $p$-group, a torsion group with bounded primary components, or a free…
We exhibit an adjunction between a category of abstract algebras of partial functions that we call difference-restriction algebras and a category of Hausdorff \'etale spaces. Difference-restriction algebras are those algebras isomorphic to…
We introduce a new broad and exible class of multivariate elliptically symmetric distributions in- cluding the elliptically symmetric logistic and multivariate normal. Various probabilistic properties of the new distribution are studied,…
The Tukey-$\lambda$ distribution has interesting properties including (i) for some parameters values it has finite support, and for others infinite support, and (ii) it can mimic several other distributions such that parameter estimation…
Free probability provides a framework for describing correlations between non-commuting observables in complex quantum systems whose Hilbert-space states follow maximum-entropy distributions. We examine the robustness of this framework…
We introduce new homomorphisms relative to additive convolutions and max-convolutions in free, boolean and classical cases. Crucial roles are played by the limit distributions for free multiplicative law of large numbers.
This paper investigates what can be inferred about an arbitrary continuous probability distribution from a finite sample of $N$ observations drawn from it. The central finding is that the $N$ sorted sample points partition the real line…
We consider the systems of diffusion-orthogonal polynomials, defined in the work [1] of D. Bakry, S. Orevkov and M. Zani and (particularly) explain why these systems with boundary of maximal possible degree should always come from the…
In two recent articles we have examined a generalization of the binomial distribution associated with a sequence of positive numbers, involving asymmetric expressions of probabilities that break the symmetry {\it win-loss}. We present in…
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…
In the setting of distributions taking values in a $C^\ast$-algebra $\mathcal{B}$, we define generalized Jacobi parameters and study distributions they generate. These include numerous known examples and one new family, of…
We consider the space of complete and separable metric spaces which are equipped with a probability measure. A notion of convergence is given based on the philosophy that a sequence of metric measure spaces converges if and only if all…
Let $E$ be a bounded open subset of $\mathbb{R}^n$. We study the following questions: For i.i.d. samples $X_1, \dots, X_N$ drawn uniformly from $E$, what is the probability that $\cup_i \mathbf{B}(X_i, \delta)$, the union of $\delta$-balls…
The extended de Finetti theorem characterizes exchangeable infinite random sequences as conditionally i.i.d. and shows that the apparently weaker distributional symmetry of spreadability is equivalent to exchangeability. Our main result is…
We study the addditon problem for strongly matricially free random variables which generalize free random variables. Using operators of Toeplitz type, we derive a linearization formula for the `matricial R-transform' related to the…