Results 1 to 10 of about 4,039 (94)
On generalized Cauchy-Stieltjes transforms of some Beta distributions [PDF]
, 2009 We express generalized Cauchy-Stieltjes transforms of some particular Beta distributions (of ultraspherical type generating functions for orthogonal polynomials) as a powered Cauchy-Stieltjes transform of some measure.
Demni, Nizar
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Averages for Multivariate Random Vectors with Random Weights
Revstat Statistical Journal, 2020 We consider a random weights average of n independent continuous random vectors X1, ..., Xn, where random weights are cuts of [0, 1] by an increasing sequence of the order statistics of a random sample from a uniform [0, 1].
A.R. Soltani , Rasool Roozegar
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One-sided Cauchy-Stieltjes Kernel Families [PDF]
, 2010 This paper continues the study of a kernel family which uses the Cauchy-Stieltjes kernel in place of the celebrated exponential kernel of the exponential families theory. We extend the theory to cover generating measures with support that is unbounded on
Abdelhamid Hassairi +15 more
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On a class of explicit Cauchy-Stieltjes transforms related to monotone stable and free Poisson laws [PDF]
, 2013 We consider a class of probability measures $\mu_{s,r}^{\alpha}$ which have explicit Cauchy-Stieltjes transforms. This class includes a symmetric beta distribution, a free Poisson law and some beta distributions as special cases.
Arizmendi, Octavio, Hasebe, Takahiro
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Random matrices in non-confining potentials [PDF]
, 2014 We consider invariant matrix processes diffusing in non-confining cubic potentials of the form $V_a(x)= x^3/3 - a x, a\in \mathbb{R}$. We construct the trajectories of such processes for all time by restarting them whenever an explosion occurs, from a ...
Allez, Romain, Dumaz, Laure
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Rational Krylov for Stieltjes matrix functions: convergence and pole selection
, 2020 Evaluating the action of a matrix function on a vector, that is $x=f(\mathcal M)v$, is an ubiquitous task in applications. When $\mathcal M$ is large, one usually relies on Krylov projection methods.
Massei, Stefano, Robol, Leonardo
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Free infinite divisibility for beta distributions and related ones [PDF]
, 2014 We prove that many of beta, beta prime, gamma, inverse gamma, Student t- and ultraspherical distributions are freely infinitely divisible, but some of them are not. The latter negative result follows from a local property of probability density functions.
Hasebe, Takahiro
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Frontiers in Applied Mathematics and StatisticsWe study the copolynomials, i.e., K-linear mappings from the ring of polynomials K[x] into the commutative ring K. With the help of the Cauchy–Stieltjes transform of a copolynomial, we introduce and examine a multiplication of copolynomials.
Sergiy L. Gefter, Aleksey L. Piven'
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, 2012 These expository notes are centered around the circular law theorem, which states that the empirical spectral distribution of a nxn random matrix with i.i.d.
Bordenave, Charles, Chafai, Djalil
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Some Limiting Laws in Non-Commutative Probability
AxiomsIn this article, we provide some new limiting laws related to the free multiplicative law of large numbers and involving free and Boolean additive convolutions.
Ayed. R. A. Alanzi +2 more
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