Results 31 to 40 of about 4,039 (94)

On Cauchy-Stieltjes Kernel Families [PDF]

open access: yes, 2012
We explore properties of Cauchy-Stieltjes families that have no counterpart in exponential families. We relate the variance function of the iterated Cauchy-Stieltjes family to the pseudo-variance function of the initial Cauchy-Stieltjes family.
Bryc, Wlodek   +2 more
core  

An extension of Hewitt's inversion formula and its application to fluctuation theory [PDF]

open access: yes, 2015
We analyze fluctuations of random walks with generally distributed increments. Integral representations for key performance measures are obtained by extending an inversion theorem of Hewitt [11] for Laplace-Stieltjes transforms. Another important part of
Badila, E. S.
core   +2 more sources

Distributions of Functionals of the two Parameter Poisson-Dirichlet Process [PDF]

open access: yes
The present paper provides exact expressions for the probability distribution of linear functionals of the two–parameter Poisson–Dirichlet process. Distributional results that follow from the application of an inversion formula for a (generalized) Cauchy–
Antonio Lijoi   +2 more
core  

The normal distribution is freely selfdecomposable

open access: yes, 2017
The class of selfdecomposable distributions in free probability theory was introduced by Barndorff-Nielsen and the third named author. It constitutes a fairly large subclass of the freely infinitely divisible distributions, but so far specific examples ...
Hasebe, Takahiro   +2 more
core   +1 more source

The local structure of $q$-Gaussian processes

open access: yes, 2016
The local structure of $q$-Ornstein-Uhlenbeck processes and $q$-Brownian motions are investigated, for all $q\in(-1,1)$. These are the classical Markov processes corresponding to the noncommutative $q$-Gaussian processes.
Bryc, Włodzimierz, Wang, Yizao
core  

Analysis of the limiting spectral measure of large random matrices of the separable covariance type

open access: yes, 2015
Consider the random matrix $\Sigma = D^{1/2} X \widetilde D^{1/2}$ where $D$ and $\widetilde D$ are deterministic Hermitian nonnegative matrices with respective dimensions $N \times N$ and $n \times n$, and where $X$ is a random matrix with independent ...
Couillet, Romain, Hachem, Walid
core  

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