相关论文: Infinite Bernoulli convolutions generated by multi…

Bernoulli sieve is a recursive construction of a random composition (ordered partition) of integer $n$. This composition can be induced by sampling from a random discrete distribution which has frequencies equal to the sizes of component…

This paper studies the asymptotic properties of weighted sums of the form $Z_n=\sum_{i=1}^n a_i X_i$, in which $X_1, X_2, \ldots, X_n$ are i.i.d.~random variables and $a_1, a_2, \ldots, a_n$ correspond to either eigenvalues or singular…

We consider the recursion $X_{n+1}=\sum_{i=0}^n \epsilon_{n,i}X_{n-i}$, where $\epsilon_{n,i}$ are i.i.d. (Bernoulli) random variables taking values in $\{-1,1\}$, and $X_0=1$, $X_{-j}=0$ for $j>0$. We prove that almost surely, $n^{-1}\log…

We describe the distribution of frequencies ordered by sample values in a random sample of size $n$ from the two parameter GEM$(\alpha,\theta)$ random discrete distribution on the positive integers. These frequencies are a…

Let $\a$ be a complex random variable with mean zero and bounded variance $\sigma^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\a$. Let $\lambda_{1}, ..., \lambda_{n}$ be the eigenvalues of…

We generalise the Bernoulli numbers to include the case where the index may be a continuous variable.

The paper is devoted to restricted Oppenheim expansion of real numbers ($ROE$),which includes as partial cases already known Engel, Silvester and L\"uroth expansions. We find conditions under which for almost all (with respect to Lebesgue…

We present a class of positive discrete random variables extending the Conway--Maxwell-Poisson distribution. This class emerges in a natural way from an application in queueing theory and contains distributions exhibiting quite different…

We calculate analytically the probability of large deviations from its mean of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we show that the…

Let $m$, $r$ and $n$ be positive integers. We denote by ${\bf k}\vdash n$ any tuple of odd positive integers ${\bf k}=(k_1,\dots,k_t)$ such that $k_1+\dots+k_t=n$ and $k_j\ge 3$ for all $j$. In this paper we prove that for every…

We approximate the distribution of the sum of independent but not necessarily identically distributed Bernoulli random variables using a shifted binomial distribution where the three parameters (the number of trials, the probability of…

The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the…

We are concerned with the general problem of proving the existence of joint distributions of two discrete random variables $M$ and $N$ subject to infinitely many constraints of the form $\mathbb{P}\left(M=i,N=j\right)=0$. In particular, the…

Fluctuations of global additive quantities, like total energy or magnetization for instance, can in principle be described by statistics of sums of (possibly correlated) random variables. Yet, it turns out that extreme values (the largest…

For fixed $m>1$, we consider $m$ independent $n \times n$ non-Hermitian random matrices $X_1, ..., X_m$ with i.i.d. centered entries with a finite $(2+\eta)$-th moment, $ \eta>0.$ As $n$ tends to infinity, we show that the empirical…

We introduce and study a subclass of joint Bernoulli distributions which has the palindromic property. For such distributions the vector of joint probabilities is unchanged when the order of the elements is reversed. We prove for binary…

Properties of the set $T_s$ of "particularly non-normal numbers" of the unit interval are studied in details ($T_s$ consists of real numbers $x$, some of whose s-adic digits have the asymptotic frequencies in the nonterminating $s-$ adic…

In this paper additive bi-free convolution is defined for general Borel probability measures, and the limiting distributions for sums of bi-free pairs of selfadjoint commuting random variables in an infinitesimal triangular array are…

We define a growing model of random graphs. Given a sequence of nonnegative integers $\{d_n\}_{n=0}^\infty$ with the property that $d_i\leq i$, we construct a random graph on countably infinitely many vertices $v_0,v_1\ldots$ by the…

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…