相关论文: An Identity for Two Integral Transforms Applied to…

Two concepts of symmetry for the distributions of positive random variables $Y$ are log-symmetry (symmetry of the distribution of $\log Y$) and R-symmetry [7]. In this paper, we characterise the distributions that have both properties,…

The Stieltjes classes play a significant role in the moment problem since they permit to expose an infinite family of probability distributions all having equal moments of all orders. Given a moment-indeterminate distribution, it may not be…

Consider a $N\times n$ random matrix $Y_n=(Y_{ij}^{n})$ where the entries are given by $Y_{ij}^{n}=\frac{\sigma(i/N,j/n)}{\sqrt{n}} X_{ij}^{n}$, the $X_{ij}^{n}$ being centered i.i.d. and $\sigma:[0,1]^2 \to (0,\infty)$ being a continuous…

We study the following question: if $f$ is a nonzero measurable function on $[0,\infty)$ and $m$ and $n$ distinct nonnegative integers, does the ratio $\widehat{f^n}/\widehat{f^m}$ of the Laplace transforms of the powers $f^n$ and $f^m$ of…

In this paper we focus on continuous univariate probability distributions, like McKay distributions, $K$-distribution, generalized inverse Gaussian distribution and generalised McKay distributions, with support $[0,\infty),$ which are…

In the present paper the authors show that an iteration of the $\mathscr{L}_{2}$-transform by itself is a constant multiple of the Glasser transform. Using this iteration identity, a Parseval-Goldstein type theorem for…

We have analyzed some conditions which are essentially involved in deciding whether or not a probability distribution is unique (moment-determinate) or non-unique (moment-indeterminate) by its moments. We suggest new conditions concerning…

This paper describes how one can use the well-known Bayesian prior to posterior analysis of the Dirichlet process, and less known results for the gamma process, to address the formidable problem of assessing the distribution of linear…

This paper proves two theorems. The first of these simplifies and lends clarity to the previous characterizations of the invariant subspaces of $S$, the operator of multiplication by the coordinate function $z$, on…

The Pareto distribution plays a crucial role in various disciplines, necessitating robust goodness-of-fit tests for its validation. This article introduces a novel tests based on Stein's characterization and the Laplace transform, offering…

A second order finite-difference equation has two linearly independent solutions. It is shown here that, like in the continuous case, at most one of the two can be a polynomial solution. The uniqueness in the classical continuous…

In the present paper the authors show that iterations of the Hankel transform with $\mathscr{K}_{\nu}$-transform is a constant multiple of the Widder transform. Using these iteration identities, several Parseval-Goldstein type theorems for…

It is an important feature of our existing physical theories that observables generate one-parameter groups of transformations. In classical Hamiltonian mechanics and quantum mechanics, this is due to the fact that the observables form a…

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…

Spitzer's identity describes the position of a reflected random walk over time in terms of a bivariate transform. Among its many applications in probability theory are congestion levels in queues and random walkers in physics. We present a…

The class of random-cluster models is a unification of a variety of stochastic processes of significance for probability and statistical physics, including percolation, Ising, and Potts models; in addition, their study has impact on the…

In probability theory, there is a tendency to treat one random variable with a given distribution as being just as good as any other. By and large this is fine because probability is (mostly) concerned with distributional properties of…

Pleijel's inequality is an approximate inversion formula for the Stieltjes transform (or Cauchy integral) of a distribution function on positive semi-axis. It implies a Tauberian theorem due to Malliavin. The proposed analogs of Pleijel's…

We consider three uniqueness theorems: one from the theory of meromorphic functions, another one from asymptotic combinatorics, and the third one about representations of the infinite symmetric group. The first theorem establishes the…

This article provides tools for the study of the Dirichlet random walk in $\mathbb{R}^d$. By this we mean the random variable $W=X_1\Theta_1+\cdots+X_n\Theta_n$ where $X=(X_1,\ldots,X_n) \sim \mathcal{D}(q_1,\ldots,q_n)$ is Dirichlet…