Zobrazeno 1 - 10
of 26
pro vyhledávání: '"60E10, 62E10"'
Autor:
Okamura, Kazuki, Otobe, Yoshiki
Publikováno v:
Probability and Mathematical Statistics, 44(1) (2024) 133-156
We investigate fractional moments and expectations of power means of complex-valued random variables by using fractional calculus. We deal with both negative and positive orders of the fractional derivatives. The one-dimensional distributions are cha
Externí odkaz:
http://arxiv.org/abs/2312.02698
Autor:
Feldman, G. M.
By Heyde's theorem, the class of Gaussian distributions on the real line is characterized by the symmetry of the conditional distribution of one linear form of independent random variables given another. We prove an analogue of this theorem for two i
Externí odkaz:
http://arxiv.org/abs/2307.01132
Autor:
Sibisi, Nomvelo Karabo
Pollard used contour integration to show that the Mittag-Leffler function is the Laplace transform of a positive function, thereby proving that it is completely monotone. He also cited personal communication by Feller of a discovery of the result by
Externí odkaz:
http://arxiv.org/abs/2205.05417
In extending Stein's method to new target distributions, the first step is to find a Stein operator that suitably characterises the target distribution. In this paper, we introduce a widely applicable technique for proving sufficiency of these Stein
Externí odkaz:
http://arxiv.org/abs/2109.08579
Autor:
Okamura, Kazuki
Publikováno v:
Studia Scientiarum Mathematicarum Hungarica, Volume 57 Issue 3 (2020) 385-396
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.
Comment: 9 pages, to appear in S
Comment: 9 pages, to appear in S
Externí odkaz:
http://arxiv.org/abs/2007.09707
A new inequality between some functional of probability distribution functions is given. The inequality is based on strict convexity of a function used in functional definition. Equality sign in the inequality gives a characteristic property of some
Externí odkaz:
http://arxiv.org/abs/1805.06483
Autor:
Pinelis, Iosif
Let $Z$ be a standard normal random variable (r.v.). It is shown that the distribution of the r.v. $\ln|Z|$ is infinitely divisible; equivalently, the standard normal distribution considered as the distribution on the multiplicative group over $\math
Externí odkaz:
http://arxiv.org/abs/1803.09838
Autor:
Ulyanov, Vladimir V.
Publikováno v:
Theory of Probability and Its Applications. 2016. v.60. no.2. 325--336
The paper deals with different properties of polynomials in random elements: bounds for characteristics functionals of polynomials, stochastic generalization of the Vinogradov mean value theorem, characterization problem, bounds for probabilities to
Externí odkaz:
http://arxiv.org/abs/1605.05282
Autor:
Wesolowski, Jacek
In this paper we study a Matsumoto-Yor type property for the gamma and Kummer inde- pendent variables discovered in Koudou and Vallois (2012). We prove that constancy of regressions of U = (1 + 1/(X + Y ))=(1 + 1/X) given V = X + Y and of 1/U given V
Externí odkaz:
http://arxiv.org/abs/1502.00140
We investigate a family of distributions having a property of stability-under-addition, provided that the number $\nu$ of added-up random variables in the random sum is also a random variable. We call the corresponding property a \,$\nu$-stability an
Externí odkaz:
http://arxiv.org/abs/1008.3150