相关论文: On distributions determined by their upward, space…
It is the common lore to assume that knowing the equation for the probability distribution function (PDF) of a stochastic model as a function of time tells the whole picture defining all other characteristics of the model. We show that this…
As a part of our works on effective properties of probability distributions, we deal with the corresponding characteristic functions. A sequence of probability distributions is computable if and only if the corresponding sequence of…
We determine the propagation properties of a quantum particle in a d-dimensional lattice with hopping disorder, delta-correlated in time. The system is delocalized: the averaged transition probability shows a diffusive behavior. Then,…
Fix an irrational number $\alpha$. Let $X_1,X_2,\cdots$ be independent, identically distributed, integer-valued random variables with characteristic function $\varphi$, and let $S_n=\sum_{i=1}^n X_i$ be the partial sums. Consider the random…
Given a natural number $n$, let $\omega\left(n\right)$ denote the number of distinct prime factors of $n$, let $Z$ denote a standard normal variable, and let $P_{n}$ denote the uniform distribution on $\left\{ 1,\ldots,n\right\} $. The…
The survival probability and the first-passage-time statistics are important quantities in different fields. The Wiener process is the simplest stochastic processwith continuous variables, and important results can be explicitly found from…
The extreme statistics of time signals is studied when the maximum is measured from the initial value. In the case of independent, identically distributed (iid) variables, we classify the limiting distribution of the maximum according to…
For $f$ a Steinhaus random multiplicative function, we prove convergence in distribution of the appropriately normalised partial sums \[ \frac{{(\log \log x)}^{1/4}}{\sqrt{x}} \sum_{\substack{n \leq x \\ P(n) > \sqrt{x}}} f(n), \] where…
We study the distribution of families of multiplicative functions among the coprime residue classes to moduli varying uniformly in a wide range, obtaining analogues of the Siegel--Walfisz Theorem for large classes of multiplicative…
Let $(W,H,\mu)$ be an abstract Wiener space and $L$ be a probability density of class LlogL. Using the measure transportation of Monge-Kantorovitch, we prove that the kernel of the projection of L on the second Wiener chaos defines an…
The absolute moments of probability distributions are much more complicated than conventional ones. By using a direct and simpler approach, we retreat P. L. Hsu's (1951, J. Chinese Math. Soc., Vol. 1, pp. 257-280) formulas in terms of the…
Conditional on the extended Riemann hypothesis, we show that with high probability, the characteristic polynomial of a random symmetric $\{\pm 1\}$-matrix is irreducible. This addresses a question raised by Eberhard in recent work. The main…
We prove that the convolution of a selfdecomposable distribution with its background driving law is again selfdecomposable if and only if the background driving law is s-selfdecomposable. We will refer to this as the factorization property…
Consider a random sample $X_1 , X_2 , ..., X_n$ drawn independently and identically distributed from some known sampling distribution $P_X$. Let $X_{(1)} \le X_{(2)} \le ... \le X_{(n)}$ represent the order statistics of the sample. The…
Let $\psi$ be a holomorphic function on the open unit ball $\BB \subset \C^N$, and let $\varphi$ be a holomorphic self-map of $\BB$, associated with normal weights $\nu$ and $\mu$. We consider the weighted composition operator $…
The notion of probability plays an important role in almost all areas of science and technology. In modern mathematics, however, probability theory means nothing other than measure theory, and the operational characterization of the notion…
The paper gives some properties of hitting times and an analogue of the Wiener-Hopf factorization for the Kendall random walk. We show also that the Williamson transform is the best tool for problems connected with the Kendall generalized…
In this work, we are concerned with existence and uniqueness of invariant measures for path-dependent random diffusions and their time discretizations. The random diffusion here means a diffusion process living in a random environment…
Suppose that $G$ is a compact Hausdorff Abelian group. We say $\mu \in M(G)$ is strongly continuous if $|\mu|(x+H)=0$ for any $x \in G$ and any $H \leq G$ that is closed and of infinite index. We prove that for any sufficiently rapidly…
Observed clusters should be modelled by considering the distribution function to be a random variable that quantifies the degree of excitation of the system's normal modes. A system of canonical coordinates for the space of DFs is…