Results 31 to 40 of about 4,039 (94)
On Cauchy-Stieltjes Kernel Families [PDF]
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]
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]
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
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
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
The Cauchy Distribution in Information Theory. [PDF]
Verdú S.
europepmc +1 more source
Heat kernels of the discrete Laguerre operators. [PDF]
Kostenko A.
europepmc +1 more source
Fluctuations of extreme eigenvalues of sparse Erdős-Rényi graphs. [PDF]
He Y, Knowles A.
europepmc +1 more source
Analysis of the limiting spectral measure of large random matrices of the separable covariance type
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
The Fourier-Laplace Transform-A Conjugate Link Between the Material Brain and the Conscious Mind. [PDF]
Brändas EJ.
europepmc +1 more source

