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

We study various Stieltjes integrals as Poisson-Stieltjes, conjugate Poisson-Stieltjes, Schwartz-Stieltjes and Cauchy-Stieltjes and prove theorems on the existence of their finite angular limits a.e. in terms of the singular…

Kotlarski (1978) proved a result on identification of the distributions of independent random variables $X,Y$ and $Z$ from the joint distribution of the bivariate random vector $(U,V)$ where $(U,V)= (\max(X,Z),\max(Y,Z)).$ We extend this…

The Transformed-Transformer family of distributions are the resulting family of distributions as transformed from a random variable $T$ through another transformer random variable $X$ using a weight function $\omega$ of the cumulative…

It is well known that a Lorenz curve, derived from the distribution function of a random variable, can itself be viewed as a probability distribution function of a new random variable [4]. In a previous work of ours [26], we proved the…

We give two new simple characterizations of the Cauchy distribution by using the M\"obius and Mellin transforms. They also yield characterizations of the circular Cauchy distribution and the mixture Cauchy model.

For two families of beta distributions, we show that the generalized Stieltjes transforms of their elements may be written as elementary functions (powers and fractions) of the Stieltjes transform of the Wigner distribution. In particular,…

A map is given showing that convolutions of independent random variables over a finite group and matrix multiplications of doubly stochastic matrices are homomorphic. As an application, a short proof is given to the theorem that the…

The paper presents some distributional properties of logistic order statistics subject to independent exponential one-sided and two-sided shifts. Utilizing these properties, we extend several known results and obtain some new…

This note states and proves an integral representation formula of the ``variation-of-constant'' type for continuous solutions of linear non-autonomous difference delay systems, in terms of a Lebesgue-Stieltjes integral involving a…

The Lovasz Local Lemma (LLL) is a probabilistic tool which has been used to show the existence of a variety of combinatorial structures with good "local" properties. The "LLL-distribution" can be used to show that the resulting structures…

We study the relationship between the well-known Carleman's condition guaranteeing that a probability distribution is uniquely determined by its moments, and a recent easily checkable condition on the rate of growth of the moments. We use…

We show central limit theorems (CLT) for the Stieltjes transforms or more general analytic functions of symmetric matrices with independent heavy tailed entries, including entries in the domain of attraction of $\alpha$-stable laws and…

We study a class of ordinary differential equations with a non-Lipschitz point singularity, which admit non-unique solutions through this point. As a selection criterion, we introduce stochastic regularizations depending on the parameter…

The paper proposes one-to-one transformation of the vector of components $\{Y_{in}\}_{i=1}^m$ of Pearson's chi-square statistic, \[Y_{in}=\frac{\nu_{in}-np_i}{\sqrt{np_i}},\qquad i=1,\ldots,m,\] into another vector $\{Z_{in}\}_{i=1}^m$,…

The existence of stationary distributions to distribution dependent stochastic differential equations are investigated by using the ergodicity of the associated decoupled equation and the Schauder fixed point theorem. By using Zvonkin's…

The family of Boltzmann distributions is used in statistical mechanics to describe the distribution of states in systems with a given temperature. We give a novel characterization of this family as the unique one satisfying independence for…

We numerically study the distribution function of the conductance (transmission) in the one-dimensional tight-binding Anderson and periodic-on-average superlattice models in the region of fluctuation states where single parameter scaling is…

One of the ways to characterize a probability distribution is to show that it is moment-determinate, uniquely determined by knowing all its moments. The uniqueness, in the absolutely continuous case, depends entirely on the behaviour of the…

We prove the uniqueness in determining both orders of fractional time derivatives and spatial derivatives in diffusion equations by pointwise data. The proof relies on the eigenfunction expansion and the asymptotics of the Mittag-Leffler…

The singular set of a viscosity solution to a Hamilton-Jacobi equation is known to propagate, from any noncritical singular point, along singular characteristics which are curves satisfying certain differential inclusions. In the…